Muhammad A. Cheema

University of Waikato

Te Raupapa

Private Bag 3105

Hamilton, 3240

New Zealand

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

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 805 (23,808)

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

Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from China

Number of pages: 39 Posted: 07 Sep 2017
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Downloads 97 (232,215)

Abstract:

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 V. Nartea
University of Waikato and University of Waikato

Abstract:

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

3.

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

4.

Three Essays on Momentum Returns

Number of pages: 145 Posted: 30 Oct 2013
Muhammad A. Cheema
University of Waikato
Downloads 36 (262,732)

Abstract:

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

5.

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

Number of pages: 44 Posted: 18 Sep 2017
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Downloads 0 (275,079)

Abstract:

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

6.

Momentum and Market Dynamics: Are Chinese B and H Shares Different?

Number of pages: 9 Posted: 13 Sep 2017
Muhammad A. Cheema
University of Waikato
Downloads 0 (290,769)

Abstract:

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

7.

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

8.

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 (153,654)

Abstract:

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

9.

Investor Sentiment Dynamics and the Cross-section of Stock Returns

Number of pages: 50 Posted: 10 Apr 2017 Last Revised: 14 Sep 2017
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Downloads 0 (60,168)

Abstract:

Sentiment dynamics, Hard to value stocks, Max effect

10.

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

11.

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