Ben S. Branch

University of Massachusetts Amherst - Isenberg School of Management

Room 201A

Amherst, MA 01003-4910

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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in Total Papers Downloads

1,578

CITATIONS
Rank 33,132

SSRN RANKINGS

Top 33,132

in Total Papers Citations

6

Scholarly Papers (9)

1.

The Overnight Return, One More Anomaly

Number of pages: 20 Posted: 17 Oct 2006
Ben S. Branch and Aixin Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business
Downloads 845 (17,189)
Citation 5

Abstract:

market efficiency, overnight return, intraday return, anomaly

2.

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 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 403 (54,017)
Citation 1

Abstract:

closed end funds, anomaly, daily return, stock performance

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 Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business
Downloads 106 (204,666)

Abstract:

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 Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business

Abstract:

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 Ma
University of Massachusetts Amherst - Isenberg School of Management and Oklahoma City University - Meinders School of Business

Abstract:

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

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

International Review of Finance, Forthcoming
Number of pages: 31 Posted: 01 Nov 2009 Last Revised: 14 Nov 2010
Iuliana Ismailescu and Ben S. Branch
Pace University - Lubin School of Business and University of Massachusetts Amherst - Isenberg School of Management
Downloads 38 (356,581)

Abstract:

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

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

International Review of Finance, Vol. 10, No. 4, pp. 433-453, December 2010
Number of pages: 21 Posted: 17 Nov 2010
Iuliana Ismailescu and Ben S. Branch
Pace University - Lubin School of Business and University of Massachusetts Amherst - Isenberg School of Management
Downloads 1 (549,838)

Abstract:

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

International Review of Finance, Vol. 10, Issue 4, pp. 433-453, 2010
Number of pages: 21 Posted: 01 Jan 2011
Iuliana Ismailescu and Ben S. Branch
Pace University - Lubin School of Business and University of Massachusetts Amherst - Isenberg School of Management
Downloads 1 (549,838)

Abstract:

5.
Downloads 23 (410,410)

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 23 (423,326)

Abstract:

Fundamental Weighting

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

Abstract:

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

6.

Do Socially Responsible Index Investors Incur an Opportunity Cost?

Financial Review, Vol. 47, Issue 3, pp. 617-630, 2012
Number of pages: 14 Posted: 07 Jul 2012
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 1 (522,451)

Abstract:

index tracking, socially responsible investment, tracking error, mixed integer programming

7.

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 0 (378,501)

Abstract:

8.

The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is it?

Financial Review, Vol. 50, Issue 1, pp. 1-26, 2015
Number of pages: 26 Posted: 14 Jan 2015
Edward I. Altman and Ben S. Branch
New York University (NYU) - Salomon Center and University of Massachusetts Amherst - Isenberg School of Management
Downloads 0 (532,463)

Abstract:

Chapter 11, Chapter 22, reorganization, feasibility, Zā€Scores

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

Abstract: