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Terry A. Marsh · Study

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Terry A. Marsh

14 works· latest 2021· 3 institutionscluster: provisionalORCID 0000-0002-5172-3255

h-index14

i1014

Citations2,295

Works here14

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Most cited in this library

Dividend variability and variance bounds tests for the rationality of stock market prices1983 · 435 citations
New evidence on the nature of size-related anomalies in stock prices1983 · 337 citations
Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence1983 · 319 citations
Dividend Behavior for the Aggregate Stock Market1987 · 305 citations
Stock return seasonalities and the tax-loss selling hypothesis1983 · 259 citations

Works

14 shown

Asset pricing on earnings announcement days

Journal of Financial Economics·2021·2 authors·Open access

34citations

Asset prices, midterm elections, and political uncertainty

Journal of Financial Economics·2021·2 authors

84citations

Measuring tail thickness under GARCH and an application to extreme exchange rate changes

Journal of Empirical Finance·2004·2 authors

46citations

Return-Volume Dependence and Extremes in International Equity Markets

SSRN Electronic Journal·2003·2 authors·preprint·Open access

43citations

Variations in economic uncertainty and risk premiums on capital assets

European Economic Review·1993·2 authors

113citations

The Pricing of Japanese Equity Warrants

Management Science·1992·2 authors

39citations

Trading Activity and Price Behavior in the Stock and Stock Index Futures Markets in October 1987

The Journal of Economic Perspectives·1988·2 authors·Open access

46citations

Dividend Behavior for the Aggregate Stock Market

The Journal of Business·1987·2 authors·Open access

305citations

Non-trading, market making, and estimates of stock price volatility

Journal of Financial Economics·1986·2 authors·Open access

56citations

New evidence on the nature of size-related anomalies in stock prices

Journal of Financial Economics·1983·3 authors·Open access

337citations

Stock return seasonalities and the tax-loss selling hypothesis

Journal of Financial Economics·1983·4 authors

259citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

The Journal of Finance·1983·2 authors

179citations

Dividend variability and variance bounds tests for the rationality of stock market prices

American Economic Review·1983·2 authors

435citations

Stock Return Seasonalities and the Tax-Loss Selling Hypothesis: Analysis of the Arguments and Australian Evidence

ScholarlyCommons (University of Pennsylvania)·1983·4 authors·Open access

319citations