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Jacobsen, Ben


 SSRN Author Rank: 255 by Downloads
 Chair in Financial Markets
 

University of Edinburgh - Business School


 University of Edinburgh
 29 Buccleuch Place
 Edinburgh, Scotland EH8 9JS
 UNITED KINGDOM
 email address
 

New Zealand Institute of Advanced Study


 Auckland
 New Zealand
 email address

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. Jacobsen, Ben's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,517
Total
Citations
155
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Jacobsen, Ben
University of Edinburgh - Business School
Bouman, Sven
Saemor Capital
Posted:
15 Apr 98
Last Revised:
31 Oct 09
8,536
(264)
42

2.   Incl. Electronic Paper
Driesprong, Gerben
Erasmus University Rotterdam - Rotterdam School of Management
Jacobsen, Ben
University of Edinburgh - Business School
Maat, Benjamin
APG Asset Management
Posted:
14 Aug 05
Last Revised:
19 Dec 09
7,243
(365)
24

3.  
Jacobsen, Ben
University of Edinburgh - Business School
Zhang, Cherry Yi
Nottingham University Business School China
Posted:
02 Oct 12
Last Revised:
02 Oct 14
2,280
(2,833)
2

4.  
The Halloween Effect in US Sectors | Show Abstract | Download |
The Financial Review, Forthcoming
Accepted Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Visaltanachoti, Nuttawat
University of Edinburgh - Business School
Posted:
10 May 06
Last Revised:
18 May 09
2,155
(3,122)
9

5.  
Return Predictability Revisited | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Working Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Marshall, Ben R.
Massey University - Department of Economics and Finance
Visaltanachoti, Nuttawat
Massey University - Department of Economics and Finance
Posted:
25 Feb 07
Last Revised:
19 Nov 09
2,102
(3,249)
 

6.   Incl. Electronic Paper
Guenster, Nadja
Maastricht University - Department of Finance
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
17 Mar 08
Last Revised:
24 May 12
1,771
(4,377)
 

7.  
Jacobsen, Ben
University of Edinburgh - Business School
Mamun, Abdullah
University of Saskatchewan - Department of Finance and Management Science
Visaltanachoti, Nuttawat
University of Saskatchewan - Department of Finance and Management Science
Posted:
22 Aug 05
1,491
(5,929)
9

8.  
Are Monthly Seasonals Real? A Three Century Perspective | Show Abstract | Download |
The Review of Finance, Forthcoming
Accepted Paper Series
Zhang, Cherry Yi
Nottingham University Business School China
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
26 Oct 10
Last Revised:
06 Sep 12
1,458
(6,148)
3

9.  
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
01 Apr 99
1,306
(7,373)
2

10.  
Fang, Jiali
Massey University - School of Economics and Finance
Qin, Yafeng
Massey University
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
14 Jun 14
Last Revised:
19 Aug 14
1,209
(8,401)
 

11.   Incl. Electronic Paper
Jacobsen, Ben
University of Edinburgh - Business School
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
21 Sep 05
Last Revised:
19 Dec 09
1,171
(8,853)
20

12.  
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
09 Mar 99
815
(15,574)
2

13.  
Fang, Jiali
Massey University - School of Economics and Finance
Jacobsen, Ben
University of Edinburgh - Business School
Qin, Yafeng
Massey University
Posted:
25 May 12
Last Revised:
14 Jun 12
808
(15,781)
 

14.  
War, Peace and Stock Markets | Show Abstract | Download |
EFA 2006 Zurich Meetings
Working Paper Series
Berkman, Henk
University of Auckland - Faculty of Business & Economics
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
27 Oct 05
591
(24,630)
2

15.  
Stock Market Predictability and Industrial Metal Returns | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Marshall, Ben R.
Massey University - Department of Economics and Finance
Visaltanachoti, Nuttawat
Massey University - Department of Economics and Finance
Posted:
19 Aug 10
Last Revised:
05 Sep 14
458
(34,680)
 

16.  
Jacobsen, Ben
University of Edinburgh - Business School
Lee, John B.
University of Auckland
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
16 Nov 07
Last Revised:
21 Jan 09
396
(41,524)
2

17.  
Berkman, Henk
University of Auckland - Faculty of Business & Economics
Jacobsen, Ben
University of Edinburgh - Business School
Lee, John B.
University of Auckland
Posted:
18 Mar 10
Last Revised:
12 Oct 10
363
(46,155)
7

18.   Incl. Electronic Paper
Lu, Helen
University of Auckland - Department of Accounting and Finance
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
20 Feb 14
Last Revised:
22 Feb 14
284
(61,628)
 

19.  
Gregory-Allen, Russell B.
Massey University - Department of Commerce
Jacobsen, Ben
University of Edinburgh - Business School
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
03 Aug 06
Last Revised:
19 Jan 09
255
(69,307)
1

20.  
Jacobsen, Ben
University of Edinburgh - Business School
de Roon, Frans
Tilburg University - Department of Finance
Posted:
21 Nov 12
241
(73,647)
1

21.   Incl. Electronic Paper
Stangl, Jeffrey Scott
Massey University - School of Economics and Finance
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
06 Dec 05
Last Revised:
12 Sep 09
241
(73,647)
1

22.  
Jacobsen, Ben
University of Edinburgh - Business School
Marquering, Wessel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
27 Jan 09
Last Revised:
21 Feb 09
137
(125,652)
19

23.  
Fang, Jiali
Massey University - School of Economics and Finance
Jacobsen, Ben
University of Edinburgh - Business School
Qin, Yafeng
Massey University
Posted:
23 Aug 14
Last Revised:
17 Sep 14
109
(149,985)
 

24.  
Zhang, Annie Claire
The University of Auckland
Jacobsen, Ben
University of Edinburgh - Business School
Marshall, Ben R.
Massey University - Department of Economics and Finance
Posted:
13 Jun 14
Last Revised:
28 Aug 14
93
(167,529)
 

25.  
The Halloween Effect in U.S. Sectors | Show Abstract | Download |
Financial Review, Vol. 44, No. 3, pp. 437-459, August 2009
Accepted Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Visaltanachoti, Nuttawat
University of Edinburgh - Business School
Posted:
09 Jul 09
4
(390,788)
9

26.  
Long Term Dependence in Stock Returns | Show Abstract |
Journal of Empirical Finance, Vol. 3, No. 4, 1996
Accepted Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
25 Sep 07
 

27.  
Volatility Clustering in Monthly Stock Returns | Show Abstract |
Journal of Empirical Finance, Vol. 10, No. 4, 2003
Accepted Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Dannenburg, Dennis
affiliation not provided to SSRN
Posted:
25 Sep 07
 

28.  
Jacobsen, Ben
University of Edinburgh - Business School
Potters, Johannes (Jan) J. M.
Tilburg University - CentER
Schram, Arthur J. H. C.
University of Amsterdam - Faculty of Economics and Business (FEB)
Van Winden, F. A. A. M.
University of Amsterdam - Amsterdam School of Economics (ASE)
Wit, Jörgen
affiliation not provided to SSRN
Posted:
25 Sep 07
 

29.  
Kole, Erik
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Guenster, Nadja
Maastricht University - Department of Finance
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
06 Mar 06
 

30.  
Are Stock Returns Long Term Dependent? Some Empirical Evidence | Show Abstract |
Journal of International Financial Markets, Institutions and Money, Vol. 5, No. 2/3, 1995
Accepted Paper Series
Jacobsen, Ben
University of Edinburgh - Business School
Posted:
28 Jun 98
 


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