Muhammad A. Cheema

University of Otago New Zealand

Senior Lecturer in Finance

Dunedin, 9016

New Zealand

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 13,659

SSRN RANKINGS

Top 13,659

in Total Papers Downloads

5,554

SSRN CITATIONS

9

CROSSREF CITATIONS

10

Scholarly Papers (25)

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Number of pages: 42 Posted: 03 May 2020 Last Revised: 06 Feb 2022
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Al Akhawayn University
Downloads 1,072 (30,912)
Citation 2

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COVID-19; 2008 GFC; safe haven assets

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe are the Safe Haven Assets?

Covid Economics, Vetted and Real-Time Papers, Issue 34, pp. 88-115, 2020
Number of pages: 33 Posted: 05 Jul 2020
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Al Akhawayn University
Downloads 895 (39,863)
Citation 16

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COVID-19, 2008 GFC, gold, safe haven, stablecoin, bitcoin

Cross-Sectional and Time-Series Momentum Returns and Market States

Number of pages: 13 Posted: 16 Mar 2017 Last Revised: 15 May 2017
Muhammad A. Cheema, Gilbert Nartea and Yimei Man
University of Otago New Zealand, University of Canterbury - College of Business and Law and University of Waikato, Management School
Downloads 1,054 (31,659)

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momentum returns, cross-sectional, time-series, market states

Cross‐Sectional and Time Series Momentum Returns and Market States

International Review of Finance, Vol. 18, Issue 4, pp. 705-715, 2018
Number of pages: 11 Posted: 07 Dec 2018
Muhammad A. Cheema, Gilbert V. Nartea and Yimei Man
University of Otago New Zealand, University of Waikato - Department of Economics and Finance and University of Waikato, Management School
Downloads 4 (956,906)

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Investor Sentiment Dynamics, the Cross-Section of Stock Returns and the MAX Effect

Number of pages: 43 Posted: 18 Sep 2017 Last Revised: 30 Apr 2018
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law
Downloads 620 (65,906)

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sentiment dynamics, cross-section, arbitrage, asset pricing, maximum returns

4.

Investor Sentiment: Predicting the Overvalued Stock Market

Number of pages: 10 Posted: 02 Apr 2018 Last Revised: 18 May 2020
Muhammad A. Cheema, Yimei Man and Kenneth Szulczyk
University of Otago New Zealand, University of Waikato, Management School and Al Akhawayn University
Downloads 335 (136,720)

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Investor Sentiment, Overpricing, Underpricing, Stock Market Returns

Does Investor Sentiment Predict the Near-term Returns of the Chinese Stock Market?

Number of pages: 11 Posted: 29 Nov 2017 Last Revised: 24 Mar 2018
Muhammad A. Cheema, Yimei Man and Kenneth Szulczyk
University of Otago New Zealand, University of Waikato, Management School and Al Akhawayn University
Downloads 198 (229,843)
Citation 1

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Investor Sentiment, Return Predictability, Boom and Bust, China

Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?

International Review of Finance, Vol. 20, Issue 1, pp. 225-233, 2020
Number of pages: 9 Posted: 13 Mar 2020 Last Revised: 17 May 2020
Muhammad A. Cheema, Yimei Man and Kenneth Szulczyk
University of Otago New Zealand, University of Waikato, Management School and Al Akhawayn University
Downloads 7 (922,185)

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Cross-Sectional and Time-Series Momentum Returns: Are Islamic Stocks Different?

Number of pages: 34 Posted: 11 Apr 2017 Last Revised: 30 Apr 2018
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law
Downloads 182 (247,981)
Citation 2

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Islamic stocks; Cross-sectional; Time-series; Momentum returns; Market dynamics

Cross-Sectional and Time-Series Momentum Returns: Are Islamic Stocks Different?

Applied Economics, Forthcoming
Posted: 16 May 2018
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law

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Islamic Stocks; Cross-Sectional; Time-Series; Momentum Returns; Market Dynamics

Oil Prices and Stock Market Anomalies

Number of pages: 39 Posted: 29 Jun 2018 Last Revised: 03 Apr 2019
Muhammad A. Cheema and Frank Scrimgeour
University of Otago New Zealand and University of Waikato - Management School
Downloads 180 (250,432)

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Oil Prices, Stock Market Anomalies, Mispricing Score, Chinese Stock Market

Oil Prices and Stock Market Anomalies

Energy Economics, Volume 83, September 2019, Pages 578-587
Posted: 17 Aug 2019 Last Revised: 04 May 2020
Muhammad A. Cheema and Frank Scrimgeour
University of Otago New Zealand and University of Waikato - Management School

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oil prices, stock market anomalies, mispricing score, Chinese stock market

8.

Rational Speculative Bubbles: Evidence from Asian Stock Markets

Number of pages: 29 Posted: 09 Jan 2018 Last Revised: 24 Sep 2019
Kenneth Szulczyk, Muhammad A. Cheema and Mark Holmes
Al Akhawayn University, University of Otago New Zealand and University of Waikato - Management School, Department of Economics
Downloads 147 (296,914)

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rational bubble, cointegration test, explosiveness trend regression test, explosive unit root test, duration dependence test

Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from China

Number of pages: 39 Posted: 07 Sep 2017
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law
Downloads 143 (305,855)

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momentum; idiosyncratic volatility; market dynamics; arbitrage cost; overconfidence

Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from China

Pacific-Basin Finance Journal, Vol. 46, No. A, 2017
Posted: 25 Sep 2017
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law

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momentum; idiosyncratic volatility; market dynamics; arbitrage cost; overconfidence

10.

Momentum Returns: Are Chinese B and H Shares Different?

Number of pages: 10 Posted: 13 Sep 2017 Last Revised: 30 Apr 2018
Muhammad A. Cheema and Yimei Man
University of Otago New Zealand and University of Waikato, Management School
Downloads 141 (306,893)
Citation 1

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momentum, market dynamics, A shares, B shares, H shares

11.

Cryptocurrency returns and economic policy uncertainty: A multicountry analysis using linear and quantile-based models

Number of pages: 34 Posted: 28 Apr 2020 Last Revised: 28 May 2020
Muhammad A. Cheema, Kenneth Szulczyk and Elie Bouri
University of Otago New Zealand, Al Akhawayn University and Lebanese American University
Downloads 138 (312,099)
Citation 1

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Cryptocurrency; Return Predictability; Economic Policy Uncertainty Index; Safe Haven; Speculative Assets

12.

Three Essays on Momentum Returns

Number of pages: 145 Posted: 30 Oct 2013
Muhammad A. Cheema
University of Otago New Zealand
Downloads 128 (330,506)

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Momentum returns, market states, Global financial crisis, information uncertainty, retail investors, long-term reversal, idiosyncratic volatility

13.
Downloads 96 (403,803)
Citation 2

Maxing Out in China: Optimism or Attention?

Number of pages: 14 Posted: 22 Mar 2018 Last Revised: 30 Apr 2018
Muhammad A. Cheema, Gilbert Nartea and Yimei Man
University of Otago New Zealand, University of Canterbury - College of Business and Law and University of Waikato, Management School
Downloads 96 (406,907)
Citation 2

Abstract:

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MAX premium, China, attention-grabbing, investor optimism

Maxing Out in China: Optimism or Attention?

International Review of Finance, Forthcoming
Posted: 17 May 2018
Muhammad A. Cheema, Gilbert Nartea and Yimei Man
University of Otago New Zealand, University of Canterbury - College of Business and Law and University of Waikato, Management School

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MAX Premium, China, Attention-Grabbing, Investor Optimism

Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Evidence from Japan

Number of pages: 33 Posted: 10 Nov 2017
Muhammad A. Cheema, Gilbert Nartea and Kenneth Szulczyk
University of Otago New Zealand, University of Canterbury - College of Business and Law and Al Akhawayn University
Downloads 77 (466,803)

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Momentum Returns, Time-Series, Cross-Sectional, Market States, Idiosyncratic Volatility

Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Evidence from Japan

Applied Economics, Forthcoming
Posted: 09 Jan 2018
Muhammad A. Cheema, Gilbert Nartea and Kenneth Szulczyk
University of Otago New Zealand, University of Canterbury - College of Business and Law and Al Akhawayn University

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Momentum Returns, Time-Series, Cross-Sectional, Market States, Idiosyncratic Volatility

15.

Risk Committee, Corporate Risk-Taking, and Firm Value

Managerial Finance, 2020
Number of pages: 42 Posted: 16 Oct 2020 Last Revised: 18 Oct 2020
Massey Universityaffiliation not provided to SSRN, University of Otago New Zealand and University of Waikato, Management School
Downloads 71 (482,995)

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Stand-Alone Risk Committee; Corporate Risk-Taking; Firm Value; Australia

Bioelectricity in Malaysia: Economic Feasibility, Environmental and Deforestation Implications

Number of pages: 36 Posted: 02 Apr 2019
Al Akhawayn University, University of Otago New Zealand, Lincoln University (NZ) - Commerce Division and Rajshahi University - Dept. of Finance
Downloads 54 (562,559)

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bioelectricity; waste biomass; partial equilibrium model; cost competitiveness

Bioelectricity in Malaysia: Economic Feasibility, Environmental and Deforestation Implications

The Australian Journal of Agricultural and Resource Economics, Volume 64, Issue 2, Pages 294-321, October 2019
Posted: 16 Jun 2020
Al Akhawayn University, University of Otago New Zealand, affiliation not provided to SSRN and Rajshahi University - Dept. of Finance

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Bio-electricity; Waste Biomass; Partial Equilibrium Model; Cost Competitiveness

17.

The Economic Evaluation of Microalga to Produce Commercial Biodiesel and Improve the Carbon Footprint of Malaysia

Number of pages: 31 Posted: 30 Nov 2021
Kenneth Szulczyk, Muhammad A. Cheema and Sayyed Mahdi Ziaei
Al Akhawayn University, University of Otago New Zealand and Xiamen University - School of Economics
Downloads 12 (838,219)

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biodiesel, microalga, chlorella vulgaris, animal feed, partial equilibrium model

18.

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

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

19.

The 2008 Global Financial Crisis and COVID-19 Pandemic: How Safe Are the Safe Haven Assets?

International Review of Financial Analysis, Vol. 83, 2022
Posted: 15 Aug 2022
Muhammad A. Cheema, Robert W. Faff and Kenneth Szulczyk
University of Otago New Zealand, University of Queensland and Al Akhawayn University

Abstract:

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COVID-19, 2008 GFC, Safe haven assets

20.

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

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Size effectJapanFirm characteristicsProfitabilityStock returns

21.

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

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

22.

Bubble Footprints in the Malaysian Stock Market: Are They Rational?

International Journal of Accounting and Information Management , Vol. 22, No. 3, 2014
Posted: 01 Aug 2017
Gilbert Nartea and Muhammad A. Cheema
University of Canterbury - College of Business and Law and University of Otago New Zealand

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Rational Speculative Bubbles, Duration Dependence, Emerging Markets, Malaysia

23.

Searching for Rational Bubble Footprints in the Singaporean and Indonesian Stock Markets

Journal of Economics and Finance, Vol. 41, No. 3, 2017
Posted: 10 Apr 2017 Last Revised: 10 Jun 2017
Gilbert Nartea, Muhammad A. Cheema and Kenneth Szulczyk
University of Canterbury - College of Business and Law, University of Otago New Zealand and Al Akhawayn University

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Duration, Dependence, Rational, Speculative Bubbles, Singapore, Indonesia

24.

Momentum Returns, Market States, and Market Dynamics: Is China Different?

International Review of Economics & Finance, Vol. 50, 2017
Posted: 27 Mar 2017 Last Revised: 14 Apr 2017
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law

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Momentum returns; market states; market dynamics; China

25.

Momentum Returns and Information Uncertainty: Evidence from China

Pacific-Basin Finance Journal, Vol. 30, 2014
Posted: 07 Mar 2013 Last Revised: 02 May 2017
Muhammad A. Cheema and Gilbert Nartea
University of Otago New Zealand and University of Canterbury - College of Business and Law

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Momentum returns; Information uncertainty; Cultural differences; Behavioral biases; China