Mardy Chiah

Swinburne University of Technology

Cnr Wakefield and William Streets, Hawthorn Victor

3122 Victoria, Victoria 3122

Australia

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 23,859

in Total Papers Citations

37

CROSSREF CITATIONS

3

Scholarly Papers (7)

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

2015 Financial Markets & Corporate Governance Conference
Number of pages: 33 Posted: 30 Jan 2015
Mardy Chiah, Daniel Chai and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 608 (66,700)
Citation 7

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Size; Book-to-market; Asset pricing; Fama-French model; Australian evidence

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

Number of pages: 34 Posted: 07 Jan 2015 Last Revised: 09 Mar 2015
Mardy Chiah, Daniel Chai and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 521 (81,037)
Citation 8

Abstract:

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Size; Book-to-market; Asset pricing; Fama-French model; Australian evidence

A Better Model? An Empirical Investigation of the Fama–French Five‐Factor Model in Australia

International Review of Finance, Vol. 16, Issue 4, pp. 595-638, 2016
Number of pages: 44 Posted: 07 Dec 2016
Mardy Chiah, Daniel Chai, Angel Zhong and Song LI
Swinburne University of Technology, Monash University, RMIT University - School of Economics, Finance and Marketing and Monash Business School
Downloads 22 (772,528)

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2.

Trading from Home: The Impact of COVID-19 on Trading Volume around the World

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 28 Sep 2020
Mardy Chiah and Angel Zhong
Swinburne University of Technology and RMIT University - School of Economics, Finance and Marketing
Downloads 306 (150,179)
Citation 1

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COVID-19, trading volume, sentiment, culture, governance, gambling

3.

COVID−19 and Oil Price Risk Exposure

Finance Research Letters, Forthcoming
Number of pages: 32 Posted: 20 Jul 2020 Last Revised: 05 Dec 2020
Australian Catholic University, Ecole de Management de Normandie, Swinburne University of Technology and RMIT University - School of Economics, Finance and Marketing
Downloads 153 (286,987)
Citation 2

Abstract:

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COVID–19; oil price risk; financial industries; non-financial industries; Fama-French 5-factor

4.

Has Idiosyncratic Volatility Increased? Not in Recent Times

Critical Finance Review, Forthcoming
Number of pages: 58 Posted: 13 Nov 2020
Mardy Chiah, Philip Gharghori and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 72 (478,689)

Abstract:

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idiosyncratic volatility, market volatility, asset pricing

5.

Overnight Returns, Daytime Reversals, and Future Stock Returns: Is China Different?

Pacific-Basin Finance Journal, Vol. 74, 2022
Posted: 16 Aug 2022
Muhammad A. Cheema, Mardy Chiah and Yimei Man
University of Otago New Zealand, Swinburne University of Technology and University of Waikato, Management School

Abstract:

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Tug of war, China, Overnight returns, Daytime reversal,Individuals, Arbitrageurs

6.

Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns

Pacific-Basin Finance Journal, Vol. 69, 2021
Posted: 03 Sep 2021
Muhammad A. Cheema, Mardy Chiah and Angel Zhong
University of Otago New Zealand, Swinburne University of Technology and RMIT University - School of Economics, Finance and Marketing

Abstract:

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Size effectJapanFirm characteristicsProfitabilityStock returns

7.

Cross-Sectional and Time-Series Momentum Returns: Is China Different?

Pacific-Basin Finance Journal, Vol. 64, 101458, 2020
Posted: 21 Dec 2020
Muhammad A. Cheema, Mardy Chiah and Yimei Man
University of Otago New Zealand, Swinburne University of Technology and University of Waikato, Management School

Abstract:

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Momentum Returns, Cross-Sectional, Time-Series, China