Gilbert V. Nartea

University of Waikato

Associate Professor in Finance

Te Raupapa

Private Bag 3105

Hamilton, 3240

New Zealand

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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 730 (26,913)

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.

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

4.

Patterns and Pricing of Idiosyncratic Volatility in French Stock Market

Number of pages: 28 Posted: 24 May 2017
Zhentao Liu, Gilbert V. Nartea and Ji (George) Wu
Xiamen University, University of Waikato and Massey University - School of Economics and Finance
Downloads 0 (411,018)

Abstract:

Idiosyncratic volatility, regime switch model, asset pricing, France

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 (152,241)

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 (61,029)

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