Ben S. Branch

University of Massachusetts Amherst - Isenberg School of Management

Room 201A

Amherst, MA 01003-4910

United States

  • University of Massachusetts Amherst - Isenberg School of Management

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    • Tel: 413-545-5690
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SCHOLARLY PAPERS

9

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3

CROSSREF CITATIONS

18

Scholarly Papers (9)

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1.

The Overnight Return, One More Anomaly

Number of pages: 20 Posted: 17 Oct 2006
Ben S. Branch and Aixin (James) Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business
Downloads 1,610 (22,207)
Citation 12

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market efficiency, overnight return, intraday return, anomaly

2.

Overnight Return, the Invisible Hand Behind Intraday Returns?

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Overnight Return, the Invisible Hand Behind Intraday Returns?

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 2, 2012
Number of pages: 11 Posted: 12 Nov 2015
Ben S. Branch and Aixin (James) Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business
Downloads 999 (43,957)

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Overnight Return, the Invisible Hand behind Intraday Returns?

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No.2
Posted: 07 Sep 2012
Ben S. Branch and Aixin (James) Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business

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auto correlation, net asset value, intraday return

Overnight Return, the Invisible Hand Behind Intraday Returns?

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No. 2
Posted: 16 Jul 2013
Ben S. Branch and Aixin (James) Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business

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efficient markets, autocorrelation, net asset value, overnight returns, intraday returns

3.

Overnight Return, the Invisible Hand Behind The Intraday Return? A Retrospective

Number of pages: 17 Posted: 25 Oct 2018
Ben S. Branch and Aixin (James) Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business
Downloads 685 (74,180)
Citation 12

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anomaly, intraday return, overnight return, market efficiency

4.

Closed End Fund Performance on a Daily Basis: The Discovery of a New Anomaly

Number of pages: 43 Posted: 17 Oct 2006
Ben S. Branch, Aixin (James) Ma and Jill Sawyer
University of Massachusetts Amherst - Isenberg School of Management, Oklahoma City University - Meinders School of Business and University of Massachusetts Amherst
Downloads 473 (117,483)
Citation 4

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closed end funds, anomaly, daily return, stock performance

5.

An Updated Model of Price-to-Book

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 24, No. 1, 2014
Number of pages: 21 Posted: 31 Oct 2015
Ben S. Branch, Anurag Sharma, Chetan Chawla and Feng Tu
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts Amherst - Isenberg School of Management, North Central College and Independent
Downloads 323 (180,569)

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6.

Using Pivot Table to Test Market Anomaly

Number of pages: 9 Posted: 26 Jun 2017 Last Revised: 25 Mar 2018
Ben S. Branch, Aixin (James) Ma and William Orland
University of Massachusetts Amherst - Isenberg School of Management, Oklahoma City University - Meinders School of Business and Oklahoma City University, Meinders School of Business, Students
Downloads 252 (233,078)

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pivot table, market anomaly, January Effect, experiential learning

7.

Fundamental Weighting

Downloads 137 (400,649)

Fundamental Weighting

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 20, No. 1, 2010
Number of pages: 14 Posted: 04 Dec 2015
Ben S. Branch and Li Cai
University of Massachusetts Amherst - Isenberg School of Management and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 137 (401,531)

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Fundamental Weighting

Journal of Applied Finance, Vol. 20, No. 1, pp. 64-77, 2010
Posted: 04 Jun 2012
Ben S. Branch, Li Cai and Journal of Applied Finance Submitter
University of Massachusetts Amherst - Isenberg School of Management, Illinois Institute of Technology - Stuart School of Business, IIT and affiliation not provided to SSRN

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stock price indexes, price indexes, stocks prices, Standard & Poor's 500 Index, indexes, stock index futures

8.

Managerial Performance and Closed-End Country Fund Premiums: A Lead or Lag Relationship?

International Review of Finance, Forthcoming, Pace University Finance Research Paper No. 2009/11
Number of pages: 31 Posted: 01 Nov 2009 Last Revised: 04 Sep 2019
Iuliana Ismailescu and Ben S. Branch
Pace University - Department of Finance and Economics and University of Massachusetts Amherst - Isenberg School of Management
Downloads 59 (683,485)

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closed-end funds, international finance, emerging markets, portfolio management

9.

The Bid-Ask Bias and the Size Effect: A Test of the Blume-Stambaugh Bid-Ask Bias Effect Hypothesis

Quarterly Review of Economics and Finance, Volume 38 #1, Spring 1998
Posted: 07 Apr 1998
David P. Echevarria and Ben S. Branch
Saint Joseph's University - Department of Finance and University of Massachusetts Amherst - Isenberg School of Management

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