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Ben Jacobsen
Ben Jacobsen
Professor of Finance, TIAS Business School
Verified email at tias.edu
Title
Cited by
Cited by
Year
Striking oil: another puzzle?
G Driesprong, B Jacobsen, B Maat
Journal of financial economics 89 (2), 307-327, 2008
7642008
The Halloween indicator,“sell in May and go away”: Another puzzle
S Bouman, B Jacobsen
American Economic Review 92 (5), 1618-1635, 2002
6992002
Time-varying rare disaster risk and stock returns
H Berkman, B Jacobsen, JB Lee
Journal of Financial Economics 101 (2), 313-332, 2011
3152011
Is it the weather?
B Jacobsen, W Marquering
Journal of Banking & Finance 32 (4), 526-540, 2008
2782008
Gender differences in optimism and asset allocation
B Jacobsen, JB Lee, W Marquering, CY Zhang
Journal of Economic Behavior & Organization 107, 630-651, 2014
2082014
Are monthly seasonals real? A three century perspective
CY Zhang, B Jacobsen
Review of Finance 17 (5), 1743-1785, 2013
1672013
The Halloween effect in US sectors
B Jacobsen, N Visaltanachoti
Financial Review 44 (3), 437-459, 2009
1572009
Long term dependence in stock returns
B Jacobsen
Journal of empirical finance 3 (4), 393-417, 1996
1271996
Stock market predictability and industrial metal returns
B Jacobsen, BR Marshall, N Visaltanachoti
Management Science 65 (7), 3026-3042, 2019
832019
Volatility clustering in monthly stock returns
B Jacobsen, D Dannenburg
Journal of empirical finance 10 (4), 479-503, 2003
802003
Predictability of the simple technical trading rules: An out-of-sample test
J Fang, B Jacobsen, Y Qin
Review of Financial Economics 23 (1), 30-45, 2014
792014
Seasonal, size and value anomalies
B Jacobsen, A Mamun, N Visaltanachoti
Available at SSRN 784186, 2005
742005
(In) accuracy of a European political stock market: The influence of common value structures
B Jacobsen, J Potters, A Schram, F van Winden, J Wit
European Economic Review 44 (2), 205-230, 2000
672000
Is it the weather? Response
B Jacobsen, W Marquering
Journal of Banking & Finance 33 (3), 583-587, 2009
622009
The Halloween Indicator,'Sell in May and Go Away': Everywhere and All the Time
B Jacobsen, CY Zhang
Sell in May and Go Away': Everywhere and All the Time (October 1, 2018), 2018
432018
Peer effects, personal characteristics and asset allocation
AC Zhang, J Fang, B Jacobsen, BR Marshall
Journal of Banking & Finance 90, 76-95, 2018
432018
Technical market indicators: An overview
J Fang, Y Qin, B Jacobsen
Journal of behavioral and experimental finance 4, 25-56, 2014
422014
Sector rotation over business cycles
J Stangl, B Jacobsen, N Visaltanachoti
Department of Commerce, College of Business, Massey Univ., 2008
412008
The daylight saving time anomaly in stock returns: fact or fiction?
R Gregory‐Allen, B Jacobsen, W Marquering
Journal of Financial Research 33 (4), 403-427, 2010
392010
Are men more optimistic?
B Jacobsen, JB Lee, W Marquering
Available at SSRN 1030478, 2008
362008
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