Terry A. Marsh

2.6k total citations
42 papers, 1.6k citations indexed

About

Terry A. Marsh is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Terry A. Marsh has authored 42 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 23 papers in Economics and Econometrics and 13 papers in Accounting. Recurrent topics in Terry A. Marsh's work include Financial Markets and Investment Strategies (24 papers), Stochastic processes and financial applications (12 papers) and Market Dynamics and Volatility (11 papers). Terry A. Marsh is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Stochastic processes and financial applications (12 papers) and Market Dynamics and Volatility (11 papers). Terry A. Marsh collaborates with scholars based in United States, Australia and Germany. Terry A. Marsh's co-authors include Robert C. Merton, Philip Brown, Allan W. Kleidon, Eric Rosenfeld, Donald B. Keim, Gerard Gennotte, Niklas Wagner, Kam Fong Chan, Paul Pfleiderer and Sheng‐Yung Yang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Terry A. Marsh

39 papers receiving 1.4k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Terry A. Marsh United States	14	1.4k	866	681	404	250	42	1.6k
Stephen M. Schaefer United Kingdom	22	1.7k 1.3×	612 0.7×	609 0.9×	321 0.8×	119 0.5×	51	2.0k
Richard Priestley Norway	21	1.5k 1.1×	1.0k 1.2×	585 0.9×	615 1.5×	176 0.7×	67	1.9k
Tadas E. Viskanta United States	14	1.5k 1.1×	1.1k 1.2×	497 0.7×	589 1.5×	184 0.7×	20	1.9k
Alexander Philipov United States	18	1.5k 1.1×	644 0.7×	748 1.1×	177 0.4×	154 0.6×	39	1.6k
Alan L. Tucker United States	18	579 0.4×	953 1.1×	924 1.4×	187 0.5×	170 0.7×	63	1.5k
Burton Hollifield United States	21	1.5k 1.1×	1.0k 1.2×	637 0.9×	316 0.8×	165 0.7×	54	1.9k
Mustafa Gültekin United States	14	1.3k 0.9×	775 0.9×	583 0.9×	347 0.9×	161 0.6×	27	1.5k
Brian H. Boyer United States	12	1.7k 1.2×	1.2k 1.4×	514 0.8×	310 0.8×	70 0.3×	21	1.9k
Kirt C. Butler United States	11	705 0.5×	509 0.6×	361 0.5×	190 0.5×	178 0.7×	21	962
Hui Guo United States	21	1.2k 0.9×	926 1.1×	533 0.8×	354 0.9×	150 0.6×	84	1.6k

Countries citing papers authored by Terry A. Marsh

Since Specialization

Citations

This map shows the geographic impact of Terry A. Marsh's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Terry A. Marsh with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Terry A. Marsh more than expected).

Fields of papers citing papers by Terry A. Marsh

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Terry A. Marsh. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Terry A. Marsh. The network helps show where Terry A. Marsh may publish in the future.

Co-authorship network of co-authors of Terry A. Marsh

This figure shows the co-authorship network connecting the top 25 collaborators of Terry A. Marsh. A scholar is included among the top collaborators of Terry A. Marsh based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Terry A. Marsh. Terry A. Marsh is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Chan, Kam Fong & Terry A. Marsh. (2024). Overnight Post-Earnings Announcement Drift and SEC Form 8-K Disclosures. SSRN Electronic Journal. 1 indexed citations

Marsh, Terry A., et al.. (2022). Funding Innovation with Earlier stage IPOs or Venture Capital: Australia compared with the U.S.. SSRN Electronic Journal. 1 indexed citations

Marsh, Terry A., et al.. (2021). ASX small firm/microcap listings: the IPO ‘Pop’ and two decades of subsequent returns. Accounting and Finance. 62(3). 3285–3318. 3 indexed citations

Chan, Kam Fong & Terry A. Marsh. (2021). Asset prices, midterm elections, and political uncertainty. Journal of Financial Economics. 141(1). 276–296. 28 indexed citations

Chan, Kam Fong & Terry A. Marsh. (2017). No Matter the Winning Presidential Candidate, Buying at Halloween and Selling in Mayy Has Been Attractive for Equities in Pre-Election Years, with the Opposite for Treasuries. SSRN Electronic Journal. 1 indexed citations

Chan, Kam Fong & Terry A. Marsh. (2016). The Presidential Puzzle: Democrats, Macroeconomic News and Equity and Bond Premiums on Announcement Days. SSRN Electronic Journal. 1 indexed citations

Marsh, Terry A.. (2011). On Euler-equation restrictions on the temporal behavior of asset returns. DSpace@MIT (Massachusetts Institute of Technology).

Brown, Philip, Donald B. Keim, Allan W. Kleidon, & Terry A. Marsh. (2011). Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence. ScholarlyCommons (University of Pennsylvania). 76 indexed citations

Marsh, Terry A. & Paul Pfleiderer. (2009). The 2008-2009 Financial Crisis: Risk Model Transparency and Incentives. SSRN Electronic Journal. 2 indexed citations

10.

Marsh, Terry A. & Paul Pfleiderer. (2006). The Relation between Fixed Income and Equity Return Factors. SSRN Electronic Journal. 3 indexed citations

11.

Wagner, Niklas & Terry A. Marsh. (2004). Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models. Statistical Papers. 45(4). 545–561. 11 indexed citations

12.

Wagner, Niklas & Terry A. Marsh. (2003). Return-Volume Dependence and Extremes in International Equity Markets. eScholarship (California Digital Library). 7 indexed citations

13.

Wagner, Niklas & Terry A. Marsh. (2001). On Adaptive Tail Index Estimation for Financial Return Models. SSRN Electronic Journal. 10 indexed citations

14.

Marsh, Terry A. & Paul Pfleiderer. (1997). The Role of Country and Industry Effects in Explaining Global Stock Returns. 11 indexed citations

15.

Marsh, Terry A., et al.. (1988). Trading Activity and Price Behavior in the Stock and Stock Index Futures Markets in October 1987. The Journal of Economic Perspectives. 2(3). 25–44. 34 indexed citations

16.

Marsh, Terry A. & Robert C. Merton. (1983). Dividend variability and variance bounds tests for the rationality of stock market prices. American Economic Review. 76(3). 483–498. 277 indexed citations

17.

Marsh, Terry A. & Eric Rosenfeld. (1983). Stochastic Processes for Interest Rates and Equilibrium Bond Prices. The Journal of Finance. 38(2). 635–635. 40 indexed citations

18.

Brown, Philip, Allan W. Kleidon, & Terry A. Marsh. (1983). New evidence on the nature of size-related anomalies in stock prices. Journal of Financial Economics. 12(1). 33–56. 260 indexed citations

19.

Marsh, Terry A.. (1981). Intertemporal capital asset pricing and the term structure of interest rates. 4 indexed citations

20.

Marsh, Terry A.. (1980). Equilibrium Term Structure Models: Test Methodology*. The Journal of Finance. 35(2). 421–435. 11 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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