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 Ben Jacobsen
 SSRN Author Rank: 169 by Downloads
 Massey University - Department of Economics and Finance, Albany
 Auckland,
 New Zealand
 HOME PAGE: http://commerce.massey.ac.nz/Jacobsen.asp
 email address
 New Zealand Institute of Advanced Study
 Auckland,
 New Zealand
 email address

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. Ben Jacobsen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
23,040
Total
Citations
31
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
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Sven Bouman
Saemor Capital
Posted:
15 Apr 98
Last Revised:
31 Oct 09
6,629
( 137)
1

2.   Incl. Electronic Paper
Gerben Driesprong
Erasmus University Rotterdam - Rotterdam School of Management
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Benjamin Maat
APG Investments
Posted:
14 Aug 05
Last Revised:
30 Sep 08
6,369
( 147)
5

3.  
Jeffrey Stangl
Massey University - Department of Economics and Finance
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance
Posted:
03 Mar 08
Last Revised:
09 Sep 09
1,913
(1,569)
 

4.  
Return Predictability Revisited | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Working Paper Series
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Ben R. Marshall
Massey University - Department of Economics and Finance
Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance
Posted:
25 Feb 07
Last Revised:
19 Nov 09
1,643
(2,070)
 

5.  
The Halloween Effect in US Sectors | Show Abstract | Download |
The Financial Review, Forthcoming
Accepted Paper Series
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance
Posted:
10 May 06
Last Revised:
18 May 09
1,216
(3,551)
3

6.  
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
01 Apr 99
Last Revised:
22 Apr 99
1,152
(3,894)
2

7.  
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Abdullah Mamun
University of Saskatchewan - Department of Finance and Management Science
Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance
Posted:
22 Aug 05
Last Revised:
22 Aug 05
947
(5,419)
2

8.   Incl. Electronic Paper
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Wessel A. Marquering
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
21 Sep 05
Last Revised:
20 Oct 08
809
( 7,033)
7

9.  
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
09 Mar 99
Last Revised:
30 Sep 08
718
(8,485)
2

10.  
Riding Bubbles | Show Abstract | Download |
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Working Paper Series
Nadja Guenster
Maastricht University, Department of Finance
Erik Kole
Erasmus University Rotterdam (EUR) - Econometric Institute - Erasmus School of Economics
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
17 Mar 08
Last Revised:
20 Nov 09
705
(8,704)
 

11.  
War, Peace and Stock Markets | Show Abstract | Download |
EFA 2006 Zurich Meetings
Working Paper Series
Henk Berkman
University of Auckland - Faculty of Business & Economics
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
27 Oct 05
Last Revised:
07 Jun 06
372
(21,118)
 

12.  
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
John B. Lee
affiliation not provided to SSRN
Wessel A. Marquering
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
16 Nov 07
Last Revised:
21 Jan 09
193
(44,152)
1

13.  
Russell B. Gregory-Allen
Massey University - Department of Commerce
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Wessel A. Marquering
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
03 Aug 06
Last Revised:
19 Jan 09
163
(52,280)
 

14.  
Jeffrey Stangl
Massey University - Department of Economics and Finance
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
06 Dec 05
Last Revised:
30 Sep 08
155
(54,796)
1

15.  
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Wessel A. Marquering
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
27 Jan 09
Last Revised:
21 Feb 09
55
(113,746)
6

16.  
The Halloween Effect in U.S. Sectors | Show Abstract | Download |
Financial Review, Vol. 44, No. 3, pp. 437-459, August 2009
Accepted Paper Series
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Nuttawat Visaltanachoti
Massey University - Department of Economics and Finance
Posted:
09 Jul 09
Last Revised:
09 Jul 09
1
(216,028)
 

17.  
Political-Cycles in US Industry Returns | Show Abstract |
Journal of International Finance and Economics, Vol. 5, No. 1
Accepted Paper Series
Jeffrey Stangl
Massey University - Department of Economics and Finance
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
14 Mar 08
Last Revised:
12 Sep 09
0
(0)
 

18.  
Long Term Dependence in Stock Returns | Show Abstract |
Journal of Empirical Finance, Vol. 3, No. 4, 1996
Accepted Paper Series
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
25 Sep 07
Last Revised:
25 Sep 07
0
(0)
 

19.  
Volatility Clustering in Monthly Stock Returns | Show Abstract |
Journal of Empirical Finance, Vol. 10, No. 4, 2003
Accepted Paper Series
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Dennis Dannenburg
affiliation not provided to SSRN
Posted:
25 Sep 07
Last Revised:
25 Sep 07
0
(0)
 

20.  
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Jan J.M. Potters
Tilburg University - CentER
A. J. H. C. J.H.C. Schram
University of Amsterdam - Faculty of Economics and Business (FEB)
F. A. A. M. Van Winden
University of Amsterdam - Department of Economics (AE)
Jörgen Wit
affiliation not provided to SSRN
Posted:
25 Sep 07
Last Revised:
25 Sep 07
0
(0)
 

21.  
Erik Kole
Erasmus University Rotterdam (EUR) - Econometric Institute - Erasmus School of Economics
Nadja Guenster
Maastricht University, Department of Finance
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
06 Mar 06
Last Revised:
30 Sep 08
0
(13,911)
 

22.  
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
Ben Jacobsen
Massey University - Department of Economics and Finance, Albany
Posted:
28 Jun 98
Last Revised:
26 Sep 07
0
(0)
 


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