Gilbert V. Nartea

University of Waikato

Associate Professor in Finance

Te Raupapa

Private Bag 3105

Hamilton, 3240

New Zealand

SCHOLARLY PAPERS

9

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CITATIONS

0

Scholarly Papers (9)

1.

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 669 (30,449)

Abstract:

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

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.

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 (425,888)

Abstract:

Idiosyncratic volatility, regime switch model, asset pricing, France

4.

The Predictability of Low Frequency Volatility Measures: Evidence from Hong Kong Stock Markets

Number of pages: 43 Posted: 24 May 2017 Last Revised: 07 Jun 2017
Christopher Gan, Gilbert V. Nartea and Ji (George) Wu
Lincoln University (NZ), University of Waikato and Massey University - School of Economics and Finance
Downloads 0 (270,353)

Abstract:

total volatility, idiosyncratic volatility, maximum weekly returns, asset pricing, weekly data, Hong Kong stock markets

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 (151,115)

Abstract:

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

6.

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

7.

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 (96,701)

Abstract:

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

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

9.

Does Sentiment Index Predict Future Returns?

Number of pages: 44 Posted: 14 Mar 2017 Last Revised: 14 Apr 2017
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Downloads 0 (184,736)

Abstract:

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