Gilbert V. Nartea

University of Waikato

Associate Professor in Finance

Te Raupapa

Private Bag 3105

Hamilton, 3240

New Zealand

SCHOLARLY PAPERS

10

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CITATIONS

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Scholarly Papers (10)

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 (23,790)

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 (232,081)

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.

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 (274,970)

Abstract:

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

5.

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

6.

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 (402,557)

Abstract:

Idiosyncratic volatility, regime switch model, asset pricing, France

7.

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 (153,550)

Abstract:

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

8.

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

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 (60,132)

Abstract:

Sentiment dynamics, Hard to value stocks, Max effect

10.

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