SSRN logo
Public User
Advanced Search

Muhammad A. Cheema

University of Waikato

Te Raupapa

Private Bag 3105

Hamilton, 3240

New Zealand

  • University of Waikato

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 27,239

SSRN RANKINGS

Top 27,239

in Total Papers Downloads

1,358

CITATIONS

0

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

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

Downloads 729 ( 27,338)

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 V. Nartea and Yimei Man
University of Waikato, University of Waikato and University of Waikato
Downloads 729 (26,893)

Abstract:

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

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

International Review of Finance, Forthcoming
Posted: 24 Jul 2017 Last Revised: 30 Jul 2017
Muhammad A. Cheema, Gilbert V. Nartea and Yimei Man
University of Waikato, University of Waikato and University of Waikato

Abstract:

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

2.

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 V. Nartea
University of Waikato and University of Waikato

Abstract:

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

3.

Three Essays on Momentum Returns

Number of pages: 145 Posted: 30 Oct 2013
Muhammad A. Cheema
University of Waikato
Downloads 36 (269,239)

Abstract:

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

4.

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 V. Nartea and Muhammad A. Cheema
University of Waikato and University of Waikato

Abstract:

Rational Speculative Bubbles, Duration Dependence, Emerging Markets, Malaysia

5.

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

Number of pages: 31 Posted: 11 Apr 2017
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Downloads 0 (152,109)

Abstract:

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

6.

Does Sentiment Index Predict Future Returns?

Number of pages: 44 Posted: 10 Apr 2017 Last Revised: 12 Apr 2017
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Downloads 0 (61,165)

Abstract:

Sentiment changes Index, Sentiment levels index, Sentiment dynamics, Hard to value stocks

7.

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 V. Nartea, Muhammad A. Cheema and Kenneth R. Szulczyk
University of Waikato, University of Waikato and Universiti Utara Malaysia

Abstract:

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

8.

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 V. Nartea
University of Waikato and University of Waikato

Abstract:

Momentum returns; market states; market dynamics; China

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.290 seconds

Relx Group logo