Muhammad A. Cheema : Citation Profile


Are you Muhammad A. Cheema?

University of Waikato

3

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

8

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 5
   Journals where Muhammad A. Cheema has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 3 (11.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1635
   Updated: 2020-10-17    RAS profile: 2018-12-28    
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Relations with other researchers


Works with:

Nartea, Gilbert (9)

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

Is cited by:

Scrimgeour, Francis (2)

Jiang, Fuwei (1)

Yin, Libo (1)

Gebka, Bartosz (1)

Qian, Zongxin (1)

Horvath, Lajos (1)

Hudson, Robert (1)

Marshall, Ben (1)

Shen, Dehua (1)

Anderson, Hamish (1)

Cites to:

Shleifer, Andrei (10)

Fama, Eugene (10)

Titman, Sheridan (8)

French, Kenneth (8)

Stein, Jeremy (6)

Vishny, Robert (6)

Summers, Lawrence (5)

Nartea, Gilbert (5)

Baker, Malcolm (5)

Waldmann, Robert (4)

Subrahmanyam, Avanidhar (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 (2020 and 2019)


YearTitle of citing document
2019Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market. (2019). Xu, Tiange ; Qian, Zongxin ; Gang, Jianhua. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:364-371.

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2019Information in mispricing factors for future investment opportunities. (2019). Ryu, Doojin ; Kang, Hankil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:657-668.

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2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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2019Residual momentum and the cross-section of stock returns: Chinese evidence. (2019). Lin, QI. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:206-215.

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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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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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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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2019Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies. (2019). Yang, Yunlin ; Hudson, Robert ; Gebka, Bartosz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:78-101.

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

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2019Identification of multiple stock bubbles in an emerging market: application of GSADF approach. (2019). Ahmad, Iftikhar ; Nazir, Mian Sajid ; Liaqat, Ayesha. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9230-0.

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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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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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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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article1
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: 1
paper
2017Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect In: Working Papers in Economics.
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paper0
2017Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different? In: Working Papers in Economics.
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2014Momentum returns and information uncertainty: Evidence from China In: Pacific-Basin Finance Journal.
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article10
2017Momentum, idiosyncratic volatility and market dynamics: Evidence from China In: Pacific-Basin Finance Journal.
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article3
2017Momentum returns, market states, and market dynamics: Is China different? In: International Review of Economics & Finance.
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article7
2014Bubble footprints in the Malaysian stock market: are they rational? In: International Journal of Accounting and Information Management.
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article2
2017Searching for rational bubble footprints in the Singaporean and Indonesian stock markets In: Journal of Economics and Finance.
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2018Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan In: Applied Economics.
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2018Cross-sectional and time-series momentum returns: are Islamic stocks different? In: Applied Economics.
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article0

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