Muhammad A. Cheema : Citation Profile


Are you Muhammad A. Cheema?

University of Waikato

3

H index

2

i10 index

49

Citations

RESEARCH PRODUCTION:

8

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 12
   Journals where Muhammad A. Cheema has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 3 (5.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1635
   Updated: 2022-05-14    RAS profile: 2018-12-28    
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Relations with other researchers


Works with:

Nartea, Gilbert (9)

Szulczyk, Kenneth (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Muhammad A. Cheema.

Is cited by:

Yin, Libo (6)

Chiah, Mardy (5)

Yang, Baochen (2)

Scrimgeour, Francis (2)

Shen, Dehua (1)

Qian, Zongxin (1)

Jiang, Fuwei (1)

Hudson, Robert (1)

Horvath, Lajos (1)

Szulczyk, Kenneth (1)

Gebka, Bartosz (1)

Cites to:

Shleifer, Andrei (10)

Fama, Eugene (10)

French, Kenneth (8)

Titman, Sheridan (8)

Stein, Jeremy (6)

Vishny, Robert (6)

Summers, Lawrence (5)

Baker, Malcolm (5)

Nartea, Gilbert (5)

Wurgler, Jeffrey (4)

Waldmann, Robert (4)

Main data


Where Muhammad A. Cheema has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2
Applied Economics2

Recent works citing Muhammad A. Cheema (2021 and 2020)


YearTitle of citing document
2020Liquidity, earnings management, and stock expected returns. (2020). Ho, Kung-Cheng ; Huang, Hung-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301583.

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2021Value at risk, mispricing and expected returns. (2021). Ma, Yao ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002283.

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2020Dissecting the effectiveness of firm financial strength in predicting Chinese stock market. (2020). Jiang, Fuwei ; Tang, Guohao ; Jin, Fujing. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319303873.

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2021The contrarian strategy of institutional investors in Chinese stock market. (2021). Zou, Qian ; Wen, Fenghua ; Wang, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316597.

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2022Understanding idiosyncratic momentum in the Chinese stock market. (2022). Lin, QI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100175x.

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2020Aggregate profit instability and time variations in momentum returns: Evidence from China. (2020). Wei, YA ; Yin, Libo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303683.

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2020Cross-sectional and time-series momentum returns: Is China different?. (2020). Man, Yimei ; Chiah, Mardy ; Cheema, Muhammad A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306703.

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2021Revisiting momentum profits in emerging markets. (2021). Sadaqat, Mohsin ; Kolari, James W ; Butt, Hilal Anwar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306983.

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2021Commonality in disagreement. (2021). Lu, Lei ; Li, Shi ; Jacoby, Gady ; Gong, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000809.

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2021Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141.

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2021Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402.

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2020Firm’s quality increases and the cross-section of stock returns: Evidence from China. (2020). Liao, Huiyi ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:228-243.

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2020Technical trading index, return predictability and idiosyncratic volatility. (2020). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:879-900.

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2020The idiosyncratic momentum anomaly. (2020). Vidojevic, Milan ; Hanauer, Matthias X ; Blitz, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:932-957.

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2021MAX is not the max under the interference of daily price limits: Evidence from China. (2021). Chiao, Chaoshin ; Fang, Zhenming ; Wang, Chunfeng ; Yao, Shouyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:348-369.

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2022The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing. (2022). Yarovaya, Larisa ; Naqvi, Bushra ; Saba, Irum ; Abbas, Syed Kumail ; Mirza, Nawazish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295.

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2020Firms profit instability and the cross-section of stock returns: Evidence from China. (2020). Wei, YA ; Yin, Libo ; Han, Liyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308256.

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2021Choosing Factors for the Vietnamese Stock Market. (2021). Zhang, Jing A ; Ruan, Xinfeng ; Ryan, Nina. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:96-:d:507713.

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2020The Performance of Stock Portfolios: Evidence from Analysing Malaysia Case, and Implication for Open Innovation. (2020). Le, Thi ; Hassan, Kamrul ; Rakhi, Sharmeen ; Hoque, Ariful. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:178-:d:456706.

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2021A comprehensive investigation into style momentum strategies in China. (2021). Su, Chen. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00375-z.

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2020A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. (2020). Zhao, Yuqian ; Liu, Zhenya ; Horvath, Lajos ; Cao, Ruanmin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-019-00791-x.

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2020Leverage structure and stock price synchronicity: Evidence from China. (2020). Zhou, Han ; Zhang, Xiang. In: PLOS ONE. RePEc:plo:pone00:0235349.

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2021Identifying Phases of Ebullience in EFTA Stock Markets. (2021). Ahmed, Mumtaz ; Ullah, Irfan. In: MPRA Paper. RePEc:pra:mprapa:109633.

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2020Switching-regime regression for modeling and predicting a stock market return. (2020). Zhang, Changyong ; Szulczyk, Kenneth R. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01763-9.

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2022Momentum investing: a systematic literature review and bibliometric analysis. (2022). Walia, Nidhi ; Singh, Simarjeet. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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2020Do stock price bubbles correlate between China and Pakistan? An inquiry of pre‐ and post‐Chinese investment in Pakistani capital market under China‐Pakistan Economic Corridor regime. (2020). Liaqat, Ayesha ; Anwar, Farooq ; Mirza, Hammad Hassan ; Ahmad, Iftikhar ; Nazir, Mian Sajid. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:323-335.

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2021Relationship between investor sentiment and earnings news in high? and low?sentiment periods. (2021). Wen, Fenghua ; Ouyang, Guangda ; Tian, Meiyu ; Li, Zhuo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2748-2765.

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Works by Muhammad A. Cheema:


YearTitleTypeCited
2018Cross?Sectional and Time Series Momentum Returns and Market States In: International Review of Finance.
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article2
2017Cross-Sectional and Time-Series Momentum Returns and Market States.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2017Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect In: Working Papers in Economics.
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2017Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different? In: Working Papers in Economics.
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paper1
2014Momentum returns and information uncertainty: Evidence from China In: Pacific-Basin Finance Journal.
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article17
2017Momentum, idiosyncratic volatility and market dynamics: Evidence from China In: Pacific-Basin Finance Journal.
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article8
2017Momentum returns, market states, and market dynamics: Is China different? In: International Review of Economics & Finance.
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article14
2014Bubble footprints in the Malaysian stock market: are they rational? In: International Journal of Accounting and Information Management.
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article3
2017Searching for rational bubble footprints in the Singaporean and Indonesian stock markets In: Journal of Economics and Finance.
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article1
2018Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan In: Applied Economics.
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article1
2018Cross-sectional and time-series momentum returns: are Islamic stocks different? In: Applied Economics.
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article2

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