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Gilbert Nartea

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gilbert V. Nartea & Hengyu Bai & Ji Wu, 2019. "Investor Sentiment and the Economic Policy Uncertainty Premium," Working Papers in Economics 19/14, University of Canterbury, Department of Economics and Finance.

    Cited by:

    1. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
    2. Deimante Teresiene & Greta Keliuotyte-Staniuleniene & Yiyi Liao & Rasa Kanapickiene & Ruihui Pu & Siyan Hu & Xiao-Guang Yue, 2021. "The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators," JRFM, MDPI, vol. 14(4), pages 1-23, April.
    3. Yuan, Tiezhen & Wu, Ji (George) & Qin, Ni & Xu, Jian, 2022. "Being nice to stakeholders: The effect of economic policy uncertainty on corporate social responsibility," Economic Modelling, Elsevier, vol. 108(C).
    4. Sun, Ting-Ting & Su, Chi-Wei & Mirza, Nawazish & Umar, Muhammad, 2021. "How does trade policy uncertainty affect agriculture commodity prices?," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    5. Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022. "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    6. Khalfaoui, Rabeh & Stef, Nicolae & Wissal, Ben Arfi & Sami, Ben Jabeur, 2022. "Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
    7. Kuamvi Sodji, 2023. "Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo: New evidence for an asymmetric analysis," Review of Development Economics, Wiley Blackwell, vol. 27(2), pages 1113-1134, May.
    8. Qiao, Xingzhi & Zhu, Huiming & Zhang, Zhongqingyang & Mao, Weifang, 2022. "Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    9. Kaihua Wang, 2024. "Economic policy uncertainty and green finance: evidence from frequency and quantile aspects," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-26, February.

  2. Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019. "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics 19/16, University of Canterbury, Department of Economics and Finance.

    Cited by:

    1. Cho-Hoi Hui & Chi-Fai Lo & Chi-Hei Liu, 2023. "Equity Price Dynamics under Shocks: In Distress or Short Squeeze," Risks, MDPI, vol. 12(1), pages 1-19, December.

  3. Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market States," MPRA Paper 78989, University Library of Munich, Germany.

    Cited by:

    1. Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?," Working Papers in Economics 17/14, University of Canterbury, Department of Economics and Finance.
    2. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    3. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, September.
    4. Simarjeet Singh & Nidhi Walia & Sivagandhi Saravanan & Preeti Jain & Avtar Singh & Jinesh jain, 2021. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(4), pages 619-636, April.
    5. Xiang Zhang & Han Zhou, 2020. "Leverage structure and stock price synchronicity: Evidence from China," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-15, July.
    6. Simarjeet Singh & Nidhi Walia & Stelios Bekiros & Arushi Gupta & Jigyasu Kumar & Amar Kumar Mishra, 2022. "Risk-managed time-series momentum: an emerging economy experience," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 27(54), pages 328-343, November.

  4. Hou, Yang & Nartea, Gilbert, 2017. "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper 81995, University Library of Munich, Germany.

    Cited by:

    1. Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022. "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).

  5. Gilbert Nartea & Chris Eves, 2009. "Role of Farm Real Estate in a Globally Diversified Asset Portfolio," ERES eres2009_208, European Real Estate Society (ERES).

    Cited by:

    1. Akhter Mohiuddin Rather, 2012. "Portfolio selection using mean-risk model and mean-risk diversification model," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 14(3), pages 324-342.

  6. Nartea, Gilbert V. & Pellegrino, Juan M. & Webster, Paul, 2003. "Should Farmers Invest in Financial Assets as a Risk Management Strategy? Some Evidence from New Zealand," 14th Congress, Perth, Western Australia, August 10-15, 2003 24376, International Farm Management Association.

    Cited by:

    1. Svend Rasmussen, 2013. "A model for the optimal risk management of (farm) firms," IFRO Working Paper 2013/10, University of Copenhagen, Department of Food and Resource Economics.
    2. Leppälä, Jarkko & Rautiainen, Risto & Kauranen, Ilkka, 2015. "Analysis of risk management tools applicable in managing farm risks: A literature review," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 4(3), April.
    3. Svend Rasmussen & Anders L. Madsen & Mogens Lund, 2013. "Bayesian network as a modelling tool for risk management in agriculture," IFRO Working Paper 2013/12, University of Copenhagen, Department of Food and Resource Economics.
    4. Shadbolt, Nicola M. & Olubode-Awosola, Femi, 2016. "Resilience, Risk and Entrepreneurship," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 19(2), pages 1-20, May.

  7. Dhungana, Basanta R. & Nuthall, Peter L. & Nartea, Gilbert V., 2000. "Explaining Economic Inefficiency Of Nepalese Rice Farms: An Empirical Investigation," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123630, Australian Agricultural and Resource Economics Society.

    Cited by:

    1. M. Ishaq Javed & Sultan Ali Adil & Sarfaraz Hassan & Asghar Ali, 2009. "An Efficiency Analysis of Punjab’s Cotton-Wheat System," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(2), pages 97-124, Jul-Dec.

Articles

  1. Nartea, Gilbert V. & Valera, Harold Glenn A. & Valera, Maria Luisa G., 2021. "Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 214-230.
    See citations under working paper version above.
  2. Nartea, Gilbert V. & Bai, Hengyu & Wu, Ji, 2020. "Investor sentiment and the economic policy uncertainty premium," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    See citations under working paper version above.
  3. Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2020. "Maxing Out in China: Optimism or Attention?," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 961-971, December.

    Cited by:

    1. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    2. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2022. "Overnight returns, daytime reversals, and future stock returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    3. Liu, Xufeng & Wan, Die, 2023. "Retail investor trading and ESG pricing in China," Research in International Business and Finance, Elsevier, vol. 65(C).
    4. Liu, Chang & Sun, Peng & Zhu, Dongming, 2023. "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, vol. 125(C).

  4. Ji Wu & Eze Peter Chimezie & Gilbert V. Nartea & Jing Zhang, 2019. "Extreme returns and the idiosyncratic volatility puzzle: African evidence," Applied Economics, Taylor & Francis Journals, vol. 51(58), pages 6264-6279, December.

    Cited by:

    1. Ali, Syed Riaz Mahmood & Hasan, Mohammad Nurul & Östermark, Ralf, 2020. "Are idiosyncratic risk and extreme positive return priced in the Indian equity market?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 530-545.
    2. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).

  5. Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018. "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 705-715, December.
    See citations under working paper version above.
  6. Muhammad A. Cheema & Gilbert V. Nartea, 2018. "Cross-sectional and time-series momentum returns: are Islamic stocks different?," Applied Economics, Taylor & Francis Journals, vol. 50(54), pages 5830-5845, November.

    Cited by:

    1. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    2. Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022. "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 276-295.

  7. Muhammad A. Cheema & Gilbert V. Nartea & Kenneth R. Szulczyk, 2018. "Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan," Applied Economics, Taylor & Francis Journals, vol. 50(23), pages 2600-2612, May.

    Cited by:

    1. Shuhong Wang & Xiaojing Yi & Malin Song, 2023. "The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10955-10973, October.
    2. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  8. Nartea, Gilbert V. & Kong, Dongmin & Wu, Ji, 2017. "Do extreme returns matter in emerging markets? Evidence from the Chinese stock market," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 189-197.

    Cited by:

    1. Muhammad Kashif & Thomas Leirvik, 2022. "The MAX Effect in an Oil Exporting Country: The Case of Norway," JRFM, MDPI, vol. 15(4), pages 1-16, March.
    2. Zi-Mei Wang & Donald Lien, 2022. "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 545-600, August.
    3. Ham, Hyuna & Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2023. "How do investors react to overnight returns? Evidence from Korea," Finance Research Letters, Elsevier, vol. 54(C).
    4. Leo Julianto & Irwan Adi Ekaputra, 2020. "Max-Effect in the Indonesian Market," Capital Markets Review, Malaysian Finance Association, vol. 28(2), pages 19-27.
    5. Baars, Maren & Mohrschladt, Hannes, 2021. "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 868-886.
    6. Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022. "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, vol. 50(C).
    7. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2022. "How is the change in left-tail risk priced in China?," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    8. Hsin, Chin-Wen & Peng, Shu-Cing, 2023. "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    9. Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George), 2018. "Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets," Finance Research Letters, Elsevier, vol. 26(C), pages 40-46.
    10. Nguyen, Hung T. & Truong, Cameron, 2018. "When are extreme daily returns not lottery? At earnings announcements!," Journal of Financial Markets, Elsevier, vol. 41(C), pages 92-116.
    11. Lin, Chaonan & Chang, Hui-Wen & Chou, Robin K., 2023. "Overnight versus intraday returns of anomalies in China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    12. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    13. Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022. "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, vol. 49(C).
    14. Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020. "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    15. Chang, Danting, 2021. "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, vol. 42(C).
    16. Lin, Mei-Chen, 2023. "Time-varying MAX preference: Evidence from revenue announcements," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    17. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023. "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 38-61.
    18. Yao, Shouyu & Wang, Chunfeng & Cui, Xin & Fang, Zhenming, 2019. "Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 464-483.
    19. Cheng, Feiyang & Wang, Chunfeng & Cui, Xin & Wu, Ji & He, Feng, 2021. "Economic policy uncertainty exposure and stock price bubbles: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
    20. Neszveda, Gábor & Csillag, Balázs, 2020. "A gazdasági várakozások hatása a tőzsdei momentumstratégiára [The impact of economic expectations on the momentum trading strategy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1093-1111.
    21. Prince T. Medina, 2018. "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals jfbr148, Global Academy of Training and Research (GATR) Enterprise.
    22. Shuonan Yuan & Marc Oliver Rieger & Nilüfer Caliskan, 2020. "Maxing out: the puzzling influence of past maximum returns on future asset prices in a cross-country analysis," Management Review Quarterly, Springer, vol. 70(4), pages 567-589, November.
    23. Hung-Wen Lin & Kun-Ben Lin & Jing-Bo Huang & Shu-Heng Chen, 2021. "Timely Loss Recognition Helps Nothing," Sustainability, MDPI, vol. 13(14), pages 1-24, July.
    24. Yin, Libo & Wei, Ya & Han, Liyan, 2020. "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
    25. Gui, Pingshu & Zhu, Yifeng, 2021. "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    26. Ali, Syed Riaz Mahmood & Ahmed, Shaker & Östermark, Ralf, 2020. "Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 260-269.
    27. Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021. "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, vol. 49(C).
    28. Huang, Shuyang & Zeng, Ming, 2022. "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    29. Chen, Shu & Han, Xiaoyan & Zhang, Zili & Zhao, Xuejun, 2023. "ESG investment in China: Doing well by doing good," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    30. Gao, Ya & Han, Xing & Xiong, Xiong, 2021. "Loss from the chasing of MAX stocks: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    31. Cheema, Muhammad A. & Nartea, Gilbert V., 2017. "Momentum, idiosyncratic volatility and market dynamics: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 109-123.
    32. Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021. "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, vol. 49(C).
    33. Neszveda, Gábor & Vágó, Ákos, 2021. "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 794-814.
    34. Liu, Jingzhen, 2019. "Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies," Research in International Business and Finance, Elsevier, vol. 48(C), pages 243-257.
    35. Li, Yi & Urquhart, Andrew & Wang, Pengfei & Zhang, Wei, 2021. "MAX momentum in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 77(C).
    36. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
    37. Feipeng Zhang & Yun Hong & Yanhui Jiang & Jiayi Yu, 2022. "Impact of national media reporting concerning COVID-19 on stock market in China: empirical evidence from a quantile regression," Applied Economics, Taylor & Francis Journals, vol. 54(33), pages 3861-3881, July.
    38. Yin, Libo & Yang, Zhichen, 2022. "The profitability effect: Insight from a dynamic perspective," International Review of Financial Analysis, Elsevier, vol. 80(C).
    39. Gui, Pingshu & Zhu, Yifeng, 2021. "Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 484-496.
    40. Han, Xing & Li, Kai & Li, Youwei, 2020. "Investor overconfidence and the security market line: New evidence from China," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
    41. Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021. "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    42. Zhuo Li & Meiyu Tian & Guangda Ouyang & Fenghua Wen, 2021. "Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2748-2765, April.
    43. Bi, Jia & Gui, Pingshu & Zhu, Yifeng, 2022. "Large transactions and the MAX effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    44. Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023. "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
    45. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.
    46. Liu, Chenye & Wu, Ying & Zhu, Dongming, 2022. "Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market," Economic Modelling, Elsevier, vol. 114(C).
    47. Fan, Ruixin & Xiong, Xiong & Gao, Ya, 2021. "Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 76(C).
    48. Till, Gábor, 2021. "Az árfolyam-nyereség arány szerepe a német tőzsdei kereskedésben [The role of the P/E ratio in trading on the German stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 815-846.
    49. Wan, Xiaoyuan, 2018. "Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 1-15.
    50. Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2018. "Limits to arbitrage and the MAX anomaly in advanced emerging markets," Emerging Markets Review, Elsevier, vol. 36(C), pages 95-109.
    51. González-Sánchez, Mariano, 2022. "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, vol. 46(PB).
    52. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
    53. Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021. "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    54. Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021. "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 348-369.
    55. Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021. "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 451-477.
    56. Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2020. "Maxing Out in China: Optimism or Attention?," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 961-971, December.
    57. Chen, Dongxu & Wu, Ke & Zhu, Yifeng, 2022. "Stock return asymmetry in China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    58. Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
    59. Cai, Haidong & Jiang, Ying & Liu, Xiaoquan, 2022. "Investor attention, aggregate limit-hits, and stock returns," International Review of Financial Analysis, Elsevier, vol. 83(C).
    60. Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun, 2020. "Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    61. Liu, Chang & Sun, Peng & Zhu, Dongming, 2023. "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, vol. 125(C).
    62. Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020. "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series 2020-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
    63. Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021. "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
    64. LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023. "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, vol. 150(C).

  9. Cheema, Muhammad A. & Nartea, Gilbert V., 2017. "Momentum, idiosyncratic volatility and market dynamics: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 109-123.

    Cited by:

    1. Chang, Xiaochen & Guo, Songlin & Huang, Junkai, 2022. "Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion," International Review of Financial Analysis, Elsevier, vol. 83(C).
    2. Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?," Working Papers in Economics 17/14, University of Canterbury, Department of Economics and Finance.
    3. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    4. Yin, Libo & Wei, Ya & Han, Liyan, 2020. "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
    5. Ma, Yao & Yang, Baochen & Su, Yunpeng, 2020. "Technical trading index, return predictability and idiosyncratic volatility," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 879-900.
    6. Syed Riaz Mahmood Ali, 2022. "Do momentum and reversal matter in the Singapore stock market?," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 29(6), pages 1692-1708, November.
    7. Yin, Libo & Wei, Ya, 2020. "Aggregate profit instability and time variations in momentum returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    8. Yang, Baochen & Ma, Yao, 2021. "Value at risk, mispricing and expected returns," International Review of Financial Analysis, Elsevier, vol. 78(C).
    9. Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020. "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 932-957.
    10. Li, Xiao & Shen, Dehua & Zhang, Wei, 2018. "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 1-14.
    11. Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021. "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 348-369.
    12. Yang, Baochen & Ye, Tao & Ma, Yao, 2022. "Financing anomaly, mispricing and cross-sectional return predictability," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 579-598.

  10. Cheema, Muhammad A. & Nartea, Gilbert V., 2017. "Momentum returns, market states, and market dynamics: Is China different?," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 85-97.

    Cited by:

    1. Cheema, Muhammad A. & Scrimgeour, Frank, 2019. "Oil prices and stock market anomalies," Energy Economics, Elsevier, vol. 83(C), pages 578-587.
    2. Yin, Libo & Liao, Huiyi, 2020. "Firm’s quality increases and the cross-section of stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 228-243.
    3. Eom, Cheoljun & Park, Jong Won, 2023. "Price behavior of small-cap stocks and momentum: A study using principal component momentum," Research in International Business and Finance, Elsevier, vol. 65(C).
    4. Lin, Chaonan & Chang, Hui-Wen & Chou, Robin K., 2023. "Overnight versus intraday returns of anomalies in China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    5. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    6. Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021. "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, vol. 41(C).
    7. Kang, Hankil & Ryu, Doojin, 2019. "Information in mispricing factors for future investment opportunities," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 657-668.
    8. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    9. Xiang Zhang & Han Zhou, 2020. "Leverage structure and stock price synchronicity: Evidence from China," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-15, July.
    10. Cheema, Muhammad A. & Nartea, Gilbert V., 2017. "Momentum, idiosyncratic volatility and market dynamics: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 109-123.
    11. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018. "Stock market liquidity and trading activity: Is China different?," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 32-51.
    12. Feipeng Zhang & Yun Hong & Yanhui Jiang & Jiayi Yu, 2022. "Impact of national media reporting concerning COVID-19 on stock market in China: empirical evidence from a quantile regression," Applied Economics, Taylor & Francis Journals, vol. 54(33), pages 3861-3881, July.
    13. Huang, Hung-Yi & Ho, Kung-Cheng, 2020. "Liquidity, earnings management, and stock expected returns," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    14. Yin, Libo & Wei, Ya, 2020. "Aggregate profit instability and time variations in momentum returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    15. Chen Su, 2021. "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 101-144, March.
    16. Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020. "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 932-957.
    17. Zhuo Li & Meiyu Tian & Guangda Ouyang & Fenghua Wen, 2021. "Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2748-2765, April.
    18. Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020. "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, vol. 32(C).
    19. Butt, Hilal Anwar & Kolari, James W. & Sadaqat, Mohsin, 2021. "Revisiting momentum profits in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).

  11. Gilbert V. Nartea & Muhammad A. Cheema & Kenneth R. Szulczyk, 2017. "Searching for rational bubble footprints in the Singaporean and Indonesian stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 529-552, July.

    Cited by:

    1. Kenneth R. Szulczyk & Changyong Zhang, 2020. "Switching-regime regression for modeling and predicting a stock market return," Empirical Economics, Springer, vol. 59(5), pages 2385-2403, November.
    2. Benjamas Jirasakuldech & Riza Emekter & Thuy Bui, 2023. "Non-linear structures, chaos, and bubbles in U.S. regional housing markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 63-93, March.

  12. Nur Ainna Ramli & Gilbert Nartea, 2017. "Interrelation between Economic Sectors, Capital Structure and A Firm's Financial Performance: The Indonesian Evidence," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 380-388.

    Cited by:

    1. Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015. "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 968-978.

  13. Nur Ainna Ramli & Gilbert Nartea, 2016. "Mediation Effects of Firm Leverage in Malaysia: Partial Least Squares - Structural Equation Modeling," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 301-307.

    Cited by:

    1. Rana Yassir Hussain Xuezhou Wen Rehan Sohail Butt Haroon Hussain Sikandar Ali Qalati Irfan Abbas, 2020. "Are Growth Led Financing Decisions Causing Insolvency in Listed Firms of Pakistan?," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 23(2), pages 89-115, November.
    2. Nur Ainna Ramli & Gilbert Nartea, 2017. "Interrelation between Economic Sectors, Capital Structure and A Firm's Financial Performance: The Indonesian Evidence," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 380-388.
    3. Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.

  14. Dinh Khoi Phan & Christopher Gan & Gilbert V. Nartea & David A. Cohen, 2014. "The impact of microcredit on rural households in the Mekong River Delta of Vietnam," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 19(4), pages 558-578, October.

    Cited by:

    1. Dao, Thien Ly & Le, Thai-Ha & Tran-Nam , Binh, 2023. "Impacts of Loan Support Policy on Farm Income in Vietnam," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 53-81, June.
    2. Shuangming Yin & Xiaojuan Chen & Xiangyu Zhou & Chao Chen & Jianxu Liu, 2023. "Effect of Micro-Credit for Poverty Alleviation on Income Growth and Poverty Alleviation—Empirical Evidence from Rural Areas in Hebei, China," Agriculture, MDPI, vol. 13(5), pages 1-17, May.
    3. Vu Ha Thu & Daisaku Goto, 2020. "Does Microfinance Improve the Household Welfare of Ethnic Minorities? Evidence from Bac Kan Province, Vietnam," Progress in Development Studies, , vol. 20(1), pages 65-83, January.
    4. Sayed Samer Ali Al-shami & R. M. Razali & Nurulizwa Rashid, 2018. "The Effect of Microcredit on Women Empowerment in Welfare and Decisions Making in Malaysia," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 137(3), pages 1073-1090, June.
    5. Thanh, Pham Tien & Saito, Katsuhiro & Duong, Pham Bao, 2019. "Impact of microcredit on rural household welfare and economic growth in Vietnam," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 120-139.
    6. Dao, Nguyen Dinh, 2020. "Does the microcredit intervention change the life of the low- and middle-income households in rural Vietnam? Evidence from panel data," World Development Perspectives, Elsevier, vol. 20(C).
    7. Mohamedou Bouasria & Arvind Ashta & Zaka Ratsimalahelo, 2020. "Bottlenecks to Financial Development, Financial Inclusion, and Microfinance: A Case Study of Mauritania," JRFM, MDPI, vol. 13(10), pages 1-28, October.

  15. Cheema, Muhammad A. & Nartea, Gilbert V., 2014. "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 173-188.

    Cited by:

    1. Cheema, Muhammad A. & Scrimgeour, Frank, 2019. "Oil prices and stock market anomalies," Energy Economics, Elsevier, vol. 83(C), pages 578-587.
    2. Nina Ryan & Xinfeng Ruan & Jin E. Zhang & Jing A. Zhang, 2021. "Choosing Factors for the Vietnamese Stock Market," JRFM, MDPI, vol. 14(3), pages 1-23, February.
    3. Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021. "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    4. Lin, Qi, 2022. "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    5. Lin, Qi, 2019. "Residual momentum and the cross-section of stock returns: Chinese evidence," Finance Research Letters, Elsevier, vol. 29(C), pages 206-215.
    6. Gang, Jianhua & Qian, Zongxin & Xu, Tiange, 2019. "Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market," Economic Modelling, Elsevier, vol. 83(C), pages 364-371.
    7. Yang, Yunlin & Gebka, Bartosz & Hudson, Robert, 2019. "Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies," Research in International Business and Finance, Elsevier, vol. 47(C), pages 78-101.
    8. Wu, Yanran & Liu, Tingting & Han, Liyan & Yin, Libo, 2018. "Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 147-163.
    9. Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao, 2020. "A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 335-358, January.
    10. Simarjeet Singh & Nidhi Walia, 2022. "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, vol. 72(1), pages 87-113, February.
    11. Bob Li & Mong Shan Ee & Mamunur Rashid, 2016. "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 56-63, November.
    12. Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016. "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, vol. 31(C), pages 56-63.
    13. Lin, Qi, 2018. "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, vol. 38(C), pages 103-123.
    14. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
    15. Yin, Libo & Wei, Ya, 2020. "Aggregate profit instability and time variations in momentum returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    16. Chen Su, 2021. "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(1), pages 101-144, March.
    17. Greg Filbeck & Xin Zhao & Ryan Knoll, 2017. "An analysis of working capital efficiency and shareholder return," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 265-288, January.
    18. Jessica Paule-Vianez & Júlio Lobão & Raúl Gómez-Martínez & Camilo Prado-Román, 2021. "Momentum strategies in times of economic policy uncertainty," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(3), pages 285-300, April.
    19. Liu, Chenye & Wu, Ying & Zhu, Dongming, 2022. "Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market," Economic Modelling, Elsevier, vol. 114(C).
    20. Cheema, Muhammad A. & Nartea, Gilbert V., 2017. "Momentum returns, market states, and market dynamics: Is China different?," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 85-97.
    21. Gong, Qiang & Jacoby, Gady & Li, Shi & Lu, Lei, 2021. "Commonality in disagreement," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    22. Xiong, Tao & Wang, Peng, 2023. "Institutional ownership and momentum in the Chinese A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).

  16. Khoi, Phan Dinh & Gan, Christopher & Nartea, Gilbert V. & Cohen, David A., 2013. "Formal and informal rural credit in the Mekong River Delta of Vietnam: Interaction and accessibility," Journal of Asian Economics, Elsevier, vol. 26(C), pages 1-13.

    Cited by:

    1. Tran, Minh Chau & Gan, Christopher & Hu, Baiding, 2014. "Credit Constraints and Impact on Farm Household Welfare: Evidence from Vietnam’s North Central Coast region," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187495, New Zealand Agricultural and Resource Economics Society.
    2. Migheli, Matteo, 2016. "Land Ownership, Access to Informal Credit and Its Cost in Rural Vietnam," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201619, University of Turin.
    3. Luan, D. X. & Bauer, S. & Kuhl, R., 2016. "Income Impacts of Credit on Accessed Households in Rural Vietnam: Do Various Credit Sources Perform Differently?," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(1), pages 1-11, March.
    4. Ongo Nkoa, Bruno Emmanuel & Song, Jacques Simon, 2020. "Does institutional quality affect financial inclusion in Africa? A panel data analysis," Economic Systems, Elsevier, vol. 44(4).
    5. Edwin Arbey Hernández García & Andrés Felipe Oviedo Gómez, 2016. "Mercado del crédito informal en Colombia: una aproximación empírica," Ensayos de Economía 15539, Universidad Nacional de Colombia Sede Medellín.
    6. Tho Pham & Oleksandr Talavera, 2017. "Discrimination, social capital, and financial constraints: The case of Vietnam," WIDER Working Paper Series wp-2017-67, World Institute for Development Economic Research (UNU-WIDER).
    7. Arvind Ashta & Chandralekha Ghosh & Samapti Guha & Frank Lentz, 2021. "Knowledge in Microsocial Milieus: the Case of Microfinance Practices Among Women in India," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(1), pages 146-165, March.
    8. Vu Ha Thu & Daisaku Goto, 2020. "Does Microfinance Improve the Household Welfare of Ethnic Minorities? Evidence from Bac Kan Province, Vietnam," Progress in Development Studies, , vol. 20(1), pages 65-83, January.
    9. Khoa A. Trinh & Nathan Berg & Arlene Garces‐Ozanne & Stephen Knowles, 2022. "Why Did They Not Borrow? Debt‐Averse Farmers In Rural Vietnam," The Developing Economies, Institute of Developing Economies, vol. 60(4), pages 228-260, December.
    10. Jie Yin & Xu Zhao & Wenjia Zhang & Pei Wang, 2020. "Rural Land Use Change Driven by Informal Industrialization: Evidence from Fengzhuang Village in China," Land, MDPI, vol. 9(6), pages 1-17, June.
    11. Abbas Ali Chandio & Yuansheng Jiang & Abdul Rehman & Waqar Akram, 2021. "Does Formal Credit Enhance Sugarcane Productivity? A Farm-Level Study of Sindh, Pakistan," SAGE Open, , vol. 11(1), pages 21582440209, January.
    12. Fan, Ying & Wu, Jing & Yang, Zan, 2017. "Informal borrowing and home purchase: Evidence from urban China," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 108-118.
    13. Thanh, Pham Tien & Saito, Katsuhiro & Duong, Pham Bao, 2019. "Impact of microcredit on rural household welfare and economic growth in Vietnam," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 120-139.
    14. Edgar E. Twine & Elizaphan J. O. Rao & Isabelle Baltenweck & Amos O. Omore, 2019. "Are Technology Adoption and Collective Action Important in Accessing Credit? Evidence from Milk Producers in Tanzania," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 31(3), pages 388-412, July.
    15. Yingxiu Zhao & Wei Zhang & Xiangyu Kong, 2019. "Dynamic Cross-Correlations between Participants’ Attentions to P2P Lending and Offline Loan in the Private Lending Market," Complexity, Hindawi, vol. 2019, pages 1-8, December.
    16. Do Xuan Luan & Nguyen Thanh Vu & Kieu Thi Thu Huong & Duong Hang & Siegfried Bauer, 2016. "Is Access to Agribank Credit an Effective Tool in Improving Household Income? Evidence from the Northern Mountainous Region of Vietnam," Asian Social Science, Canadian Center of Science and Education, vol. 12(8), pages 110-110, August.
    17. Akudugu, M. A., 2018. "The Relative Importance of Credit in Agricultural Production in Ghana: Implications for Policy and Practice," 2018 Conference (2nd), August 8-11, Kumasi, Ghana 277794, Ghana Association of Agricultural Economists.
    18. Viet-Ha T. Nguyen & Hong Kong Nguyen-To & Thu Trang Vuong & Manh Tung Ho & Quan-Hoang Vuong, 2018. "How swelling debts give rise to a new type of politics in Vietnam," Working Papers CEB 18-026, ULB -- Universite Libre de Bruxelles.
    19. Ta Nhat Linh & Dang Anh Tuan & Phan Thu Trang & Hoang Trung Lai & Do Quynh Anh & Nguyen Viet Cuong & Philippe Lebailly, 2020. "Determinants of Farming Households’ Credit Accessibility in Rural Areas of Vietnam: A Case Study in Haiphong City, Vietnam," Sustainability, MDPI, vol. 12(11), pages 1-16, May.
    20. Ta Nhat Linh & Hoang Thanh Long & Le Van Chi & Le Thanh Tam & Philippe Lebailly, 2019. "Access to Rural Credit Markets in Developing Countries, the Case of Vietnam: A Literature Review," Sustainability, MDPI, vol. 11(5), pages 1-18, March.
    21. Lan Chu Khanh, 2019. "The effects of institutional quality on formal and informal borrowing across high-, middle-, and low-income countries," Papers 1903.07866, arXiv.org.
    22. Aswini Kumar Mishra & Vedant Bhardwaj, 2022. "The Determinants of Access to Informal Credits in India: An Application of Quantiles via Moments Method," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 1-22, March.
    23. Twine, Edgar & Rao, Elizaphan & Baltenweck, Isabelle & Omore, Amos, 2015. "Credit, Technology Adoption and Collective Action in Tanzania’s Smallholder Dairy Sector," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204198, Agricultural and Applied Economics Association.
    24. Mohamedou Bouasria & Arvind Ashta & Zaka Ratsimalahelo, 2020. "Bottlenecks to Financial Development, Financial Inclusion, and Microfinance: A Case Study of Mauritania," JRFM, MDPI, vol. 13(10), pages 1-28, October.
    25. Khac Linh Bui & Thanh Hang Bui, 2022. "Does Rural Credit Mediate Vulnerability Under Idiosyncratic and Covariate Shocks? Empirical Evidence from Vietnam Using a Multilevel Model," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(1), pages 172-224, February.

  17. Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J., 2013. "Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 356-371.

    Cited by:

    1. Piekunko-Mantiuk Iwona, 2019. "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Sciendo, vol. 19(1), pages 114-125, June.
    2. Day, Min-Yuh & Ni, Yensen & Huang, Paoyu, 2019. "Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 349-372.
    3. Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Testing the performance of technical trading rules in the Chinese markets based on superior predictive test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 114-123.
    4. Wang, Lijun & An, Haizhong & Liu, Xiaojia & Huang, Xuan, 2016. "Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach," Applied Energy, Elsevier, vol. 162(C), pages 1608-1618.
    5. Day, Min-Yuh & Ni, Yensen, 2023. "Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?," Energy, Elsevier, vol. 272(C).
    6. Salma Khand & Vivake Anand & Mohammad Nadeem Qureshi, 2020. "The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-38, March.
    7. Jying‐Nan Wang & Hung‐Chun Liu & Jiangze Du & Yuan‐Teng Hsu, 2019. "Economic benefits of technical analysis in portfolio management: Evidence from global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(2), pages 890-902, April.
    8. Massoud Metghalchi & Linda A. Hayes & Farhang Niroomand, 2019. "A technical approach to equity investing in emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 389-403, July.
    9. Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo, 2014. "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, November.
    10. Luís Lobato Macedo & Pedro Godinho & Maria João Alves, 2020. "A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 349-381, January.
    11. Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015. "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 253-265.
    12. Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.
    13. Sharma, Susan Sunila & Thuraisamy, Kannan & Madyan, Muhammad & Laila, Nisful, 2019. "Evidence of price discovery on the Indonesian stock exchange," Economic Modelling, Elsevier, vol. 83(C), pages 2-7.
    14. Jing-Chao Chen & Yu Zhou & Xi Wang, 2017. "Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures," Papers 1710.07470, arXiv.org.
    15. Flavio Ivo Riedlinger & João Nicolau, 2020. "The Profitability in the FTSE 100 Index: A New Markov Chain Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 61-81, March.
    16. Juvenal José Duarte & Sahudy Montenegro González & José César Cruz, 2021. "Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 311-340, January.
    17. Ni, Yensen & Huang, Paoyu & Chen, Yuhsin, 2019. "Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 514-528.
    18. Pick-Soon Ling & Ruzita Abdul-Rahim, 2017. "Market Efficiency Based on Unconventional Technical Trading Strategies in Malaysian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 88-96.
    19. Farias Nazário, Rodolfo Toríbio & e Silva, Jéssica Lima & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2017. "A literature review of technical analysis on stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 115-126.
    20. Liu, Xiaojia & An, Haizhong & Wang, Lijun & Jia, Xiaoliang, 2017. "An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms," Applied Energy, Elsevier, vol. 185(P2), pages 1778-1787.
    21. Thomas S. Coe & Kittipong Laosethakul, 2021. "Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 587-611, December.
    22. Yensen Ni & Min-Yuh Day & Yirung Cheng & Paoyu Huang, 2022. "Can investors profit by utilizing technical trading strategies? Evidence from the Korean and Chinese stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
    23. Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018. "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 92-108.
    24. Takashi Hasuike & Mukesh Kumar Mehlawat, 2018. "Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse," Annals of Operations Research, Springer, vol. 269(1), pages 205-221, October.
    25. Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee, 2020. "Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    26. Aumeboonsuke, Vesarach & Dryver, Arthur L., 2014. "The importance of using a test of weak-form market efficiency that does not require investigating the data first," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 350-357.
    27. Panha Heng & Scott J. Niblock, 2014. "Trading with Tigers: A Technical Analysis of Southeast Asian Stock Index Futures," International Economic Journal, Taylor & Francis Journals, vol. 28(4), pages 679-692, December.
    28. Min-Yuh Day & Yensen Ni & Chinning Hsu & Paoyu Huang, 2022. "Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?," Energies, MDPI, vol. 15(9), pages 1-15, May.
    29. Konstandinos Chourmouziadis & Dimitra K. Chourmouziadou & Prodromos D. Chatzoglou, 2021. "Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1183-1216, April.
    30. Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 75-84.
    31. Strobel, Marcus & Auer, Benjamin R., 2018. "Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 168-184.
    32. Li, Long & Bao, Si & Chen, Jing-Chao & Jiang, Tao, 2019. "A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1405-1417.
    33. Chaoran Cui & Xiaojie Li & Juan Du & Chunyun Zhang & Xiushan Nie & Meng Wang & Yilong Yin, 2021. "Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction," Papers 2107.14033, arXiv.org, revised Mar 2022.

  18. Nartea, Gilbert V. & Wu, Ji, 2013. "Is there a volatility effect in the Hong Kong stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 119-135.

    Cited by:

    1. Nina Ryan & Xinfeng Ruan & Jin E. Zhang & Jing A. Zhang, 2021. "Choosing Factors for the Vietnamese Stock Market," JRFM, MDPI, vol. 14(3), pages 1-23, February.
    2. Michael T. Chng & Victor Fang & Vincent Xiang & Hong Feng Zhang, 2017. "Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 395-425, September.
    3. Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George), 2018. "Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets," Finance Research Letters, Elsevier, vol. 26(C), pages 40-46.
    4. Wan-Ni Lai & Yi-Ting Chen & Edward W. Sun, 2021. "Comonotonicity and low volatility effect," Annals of Operations Research, Springer, vol. 299(1), pages 1057-1099, April.
    5. Ali, Syed Riaz Mahmood & Hasan, Mohammad Nurul & Östermark, Ralf, 2020. "Are idiosyncratic risk and extreme positive return priced in the Indian equity market?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 530-545.
    6. Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji, 2014. "Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices," MPRA Paper 56118, University Library of Munich, Germany.
    7. Zhangxin (Frank) Liu & Michael J. O'Neill, 2018. "Partial moment volatility indices," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 195-215, March.
    8. Michael O'Neill & Kent Wang & Zhangxin (Frank) Liu & Tom Smith, 2016. "A State-Price Volatility Index for China's Stock Market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 607-626, September.
    9. Tariq Aziz & Valeed Ahmad Ansari, 2017. "Idiosyncratic volatility and stock returns: Indian evidence," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1420998-142, January.
    10. Michael O'Neill & Gulasekaran Rajaguru, 2020. "A response surface analysis of critical values for the lead‐lag ratio with application to high frequency and non‐synchronous financial data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3979-3990, December.
    11. Michael J. O'Neill & Zhangxin Liu & Tom Smith, 2017. "Fund Volatility Index using equity market state prices," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 837-853, September.
    12. Su, Zhi & Shu, Tengjia & Yin, Libo, 2018. "The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 218-235.
    13. Lee, Chin-Chong & Poon, Wai-Ching & Sinnakkannu, Jothee, 2014. "Why are rights offers in Hong Kong so different?," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 176-197.

  19. Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao, 2013. "Does idiosyncratic volatility matter in emerging markets? Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 137-160.

    Cited by:

    1. Nina Ryan & Xinfeng Ruan & Jin E. Zhang & Jing A. Zhang, 2021. "Choosing Factors for the Vietnamese Stock Market," JRFM, MDPI, vol. 14(3), pages 1-23, February.
    2. An, Jiyoun & Ho, Kin-Yip & Zhang, Zhaoyong, 2020. "What drives the liquidity premium in the Chinese stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    3. Chen, Tsung-Yu & Chao, Ching-Hsiang & Wu, Zhen-Xing, 2021. "Does the turnover effect matter in emerging markets? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    4. Ali, Syed Riaz Mahmood & Hasan, Mohammad Nurul & Östermark, Ralf, 2020. "Are idiosyncratic risk and extreme positive return priced in the Indian equity market?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 530-545.
    5. Liu, Shengnan & Kong, Ao & Gu, Rongbao & Guo, Wenjing, 2019. "Does idiosyncratic volatility matter? — Evidence from Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 393-401.
    6. Wang, Li-Hsun & Lin, Chu-Hsiung & Kang, Jui-Heng & Fung, Hung-Gay, 2016. "Idiosyncratic volatility and excess Return: Evidence from the Greater China region," Finance Research Letters, Elsevier, vol. 19(C), pages 126-129.
    7. Nartea, Gilbert V. & Kong, Dongmin & Wu, Ji, 2017. "Do extreme returns matter in emerging markets? Evidence from the Chinese stock market," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 189-197.
    8. B. Li & S. Boubaker & Z. Liu & W. Louhichi & Y. Yao, 2023. "Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China," Post-Print hal-04435519, HAL.
    9. Gui, Pingshu & Zhu, Yifeng, 2021. "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    10. Fenghua Wen & Yujie Yuan & Wei‐Xing Zhou, 2021. "Cross‐shareholding networks and stock price synchronicity: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 914-948, January.
    11. Sehgal, Sanjay & Rakhyani, Sarika & Deisting, Florent, 2022. "Does betting against beta strategy work in major Asian Markets?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    12. Gui, Pingshu & Zhu, Yifeng, 2021. "Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 484-496.
    13. Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016. "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, vol. 37(C), pages 422-434.
    14. Wan, Xiaoyuan, 2018. "Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 53(C), pages 1-15.
    15. Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021. "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 348-369.
    16. Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
    17. Bin Liu & Monica Tan & Marie-Anne Cam, 2019. "Reinvestigate the Bid–Ask Bounce Effect and Pricing of Idiosyncratic Volatility: The Case of the Australian Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-23, March.
    18. Gu, Ming & Kang, Wenjin & Xu, Bu, 2018. "Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 240-258.

  20. Suraya Hanim Mokhtar & Gilbert Nartea & Christopher Gan, 2012. "Determinants of microcredit loans repayment problem among microfinance borrowers in Malaysia," International Journal of Business and Social Research, LAR Center Press, vol. 2(7), pages 33-45, December.

    Cited by:

    1. Gregor Dorfleitner & Eva‐Maria Oswald, 2016. "Repayment behavior in peer‐to‐peer microfinancing: Empirical evidence from Kiva," Review of Financial Economics, John Wiley & Sons, vol. 30(1), pages 45-59, September.
    2. Bilau, José & St-Pierre, Josée, 2018. "Microcredit repayment in a European context: evidence from Portugal," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 85-96.
    3. Meishan Jiang & Krishna P. Paudel & Seydina O. Sene, 2022. "Does counter‐guarantee affect microcredit mechanism's performance on repayment? Evidence from Guangzhou, China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1807-1817, April.
    4. Mutaleb, Md Z. & Baharanyi, Ntam R. & Tackie, Nii O. & Zabawa, Robert, 2014. "An Assessment Of Microlending Programs In The Alabama Black Belt Region," Professional Agricultural Workers Journal (PAWJ), Professional Agricultural Workers Conference, vol. 2(2), pages 1-11.
    5. Selay Sahan & Euan Phimister, 2023. "Repayment performance of joint‐liability microcredits: Metropolitan evidence on social capital and group names," Bulletin of Economic Research, Wiley Blackwell, vol. 75(2), pages 287-311, April.
    6. Dorfleitner, Gregor & Oswald, Eva-Maria, 2016. "Repayment behavior in peer-to-peer microfinancing: Empirical evidence from Kiva," Review of Financial Economics, Elsevier, vol. 30(C), pages 45-59.
    7. Ellis Kofi, Akwaa-Sekyi & Portia, Bosompra, 2015. "Determinants of business loan default in Ghana," MPRA Paper 71961, University Library of Munich, Germany.
    8. Abu, Benjamin Musah & Domanban, Paul Bata & Haruna, Issahaku, 2017. "Microcredit Loan Repayment Default among Small Scale Enterprises: A Double Hurdle Approach," MPRA Paper 101576, University Library of Munich, Germany, revised 12 Mar 2017.
    9. Jorge Mota & António Carrizo Moreira & Cristóvão Brandão, 2018. "Determinants of microcredit repayment in Portugal: analysis of borrowers, loans and business projects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 141-171, November.
    10. Uma Murthy & Paul Anthony Mariadas, 2017. "An Exploratory Study on the Factors Contributing Loan Repayment Default among the Loan Borrowers in Micro Finance Institutions in Shah Alam, Selangor," International Journal of Business and Management, Canadian Center of Science and Education, vol. 12(12), pages 242-242, November.
    11. Salvador Cruz Rambaud & Joaquín López Pascual & Emilio M. Santandreu, 2023. "A socioeconomic approach to the profile of microcredit holders from the Hispanic minority in the USA," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.

  21. Gilbert V. Nartea & Bert D. Ward & Lee J. Yao, 2011. "Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(4), pages 1031-1054, December.

    Cited by:

    1. Nina Ryan & Xinfeng Ruan & Jin E. Zhang & Jing A. Zhang, 2021. "Choosing Factors for the Vietnamese Stock Market," JRFM, MDPI, vol. 14(3), pages 1-23, February.
    2. Michael T. Chng & Victor Fang & Vincent Xiang & Hong Feng Zhang, 2017. "Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 395-425, September.
    3. Zhong, Angel, 2018. "Idiosyncratic volatility in the Australian equity market," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 105-125.
    4. Ali, Syed Riaz Mahmood & Hasan, Mohammad Nurul & Östermark, Ralf, 2020. "Are idiosyncratic risk and extreme positive return priced in the Indian equity market?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 530-545.
    5. Wang, Li-Hsun & Lin, Chu-Hsiung & Kang, Jui-Heng & Fung, Hung-Gay, 2016. "Idiosyncratic volatility and excess Return: Evidence from the Greater China region," Finance Research Letters, Elsevier, vol. 19(C), pages 126-129.
    6. Futeri Jazeilya Md Fadzil & John G. O’Hara & Wing Lon Ng, 2017. "Cross-sectional volatility index as a proxy for the VIX in an Asian market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1364011-136, January.
    7. Pornanong Budsaratragoon & David Hillier & Suntharee Lhaopadchan, 2014. "Does Corporate Governance Improve Transparency in Emerging Markets?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 87-104, July.
    8. Mostafa Monzur Hasan & Ahsan Habib, 2019. "Social capital and idiosyncratic return volatility," Australian Journal of Management, Australian School of Business, vol. 44(1), pages 3-31, February.
    9. Nartea, Gilbert V. & Wu, Ji, 2013. "Is there a volatility effect in the Hong Kong stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 119-135.
    10. Jyri Kinnunen & Minna Martikainen, 2017. "Expected Returns and Idiosyncratic Risk: Industry-Level Evidence from Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2528-2544, November.
    11. Kebin Deng & Zhong Ding & Yushu Zhu & Qing Zhou & Kathy Walsh, 2017. "Investment–cash flow sensitivity measures investment thirst, but not financial constraint," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 165-197, March.
    12. Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao, 2013. "Does idiosyncratic volatility matter in emerging markets? Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 137-160.
    13. Lorne Switzer & Alan Picard, 2015. "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 19(3), pages 169-221, September.
    14. Zhu, PengCheng & Jog, Vijay & Otchere, Isaac, 2014. "Idiosyncratic volatility and mergers and acquisitions in emerging markets," Emerging Markets Review, Elsevier, vol. 19(C), pages 18-48.
    15. Rui Manuel Dias & Nuno Teixeira & Pedro Pardal & Teresa Godinho, 2023. "Volatility Transmission Between ASEAN-5 Stock Exchanges: An Approach in the Context of China's Stock Market Crash," International Journal of Corporate Finance and Accounting (IJCFA), IGI Global, vol. 10(1), pages 1-17, January.
    16. Mohamed Masry & Heba El Menshawy, 2018. "The Impact of Unsystematic Risk on Stock Returns in an Emerging Capital Markets (ECM¡¯s) Country: An Empirical Study," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 189-202, January.
    17. Kent Wang & Yuqiang Guo, 2014. "Predictability of time-varying jump premiums: Evidence based on calibration," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 369-394, August.
    18. Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
    19. Bin Liu & Monica Tan & Marie-Anne Cam, 2019. "Reinvestigate the Bid–Ask Bounce Effect and Pricing of Idiosyncratic Volatility: The Case of the Australian Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-23, March.
    20. Jungmu Kim & Yuen Jung Park, 2019. "Is Low-Volatility Investing Sustainable in the SME Stock Market of Korea? A Risk and Return Analysis," Sustainability, MDPI, vol. 11(13), pages 1-17, July.

  22. Gilbert Nartea & Chris Eves, 2010. "Role of farm real estate in a globally diversified asset portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 28(3), pages 198-220, April.
    See citations under working paper version above.
  23. Gilbert V. Nartea & Bert D. Ward & Hadrian G. Djajadikerta, 2009. "Size, BM, and momentum effects and the robustness of the Fama‐French three‐factor model," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 5(2), pages 179-200, April.

    Cited by:

    1. Athar Iqbal & Akhtiar Ali & Peter Xavier D’Abreo, 2017. "Fama And French Three Factor Model Application In The Pakistan Stock Exchange (Pse)," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 13(1), pages 1-11.
    2. Ailie Charteris & Mukashema Rwishema & Tafadzwa-Hidah Chidede, 2018. "Asset Pricing and Momentum: A South African Perspective," Journal of African Business, Taylor & Francis Journals, vol. 19(1), pages 62-85, January.
    3. Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2020. "The impact of business and political news on the GCC stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
    4. Reza Tajaddini & Timothy Falcon Crack & Helen Roberts, 2015. "Price and Earnings Momentum, Transaction Costs, and an Innovative Practitioner Technique," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 555-597, December.

  24. Nartea, Gilbert V. & Webster, Paul, 2008. "Should farmers invest in financial assets as a risk management strategy? Some evidence from New Zealand," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 52(2), pages 1-20.
    See citations under working paper version above.
  25. Dhungana, Basanta R. & Nuthall, Peter L. & Nartea, Gilbert V., 2004. "Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(2), pages 1-23.

    Cited by:

    1. Peter Nuthall, 2009. "Modelling the origins of managerial ability in agricultural production ," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 53(3), pages 413-436, July.
    2. Pereira, Helga & Marques, Rui Cunha, 2017. "An analytical review of irrigation efficiency measured using deterministic and stochastic models," Agricultural Water Management, Elsevier, vol. 184(C), pages 28-35.
    3. Watkins, K. Bradley & Hristovska, Tatjana & Mazzanti, Ralph & Wilson, Charles E. Jr & Schmidt, Lance, 2014. "Measurement of Technical, Allocative, Economic, and Scale Efficiency of Rice Production in Arkansas Using Data Envelopment Analysis," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 46(1), pages 1-18, February.
    4. Watkins, K. Bradley & Hristovska, Tatjana & Mazzanti, Ralph & Wilson, Charles E., Jr., "undated". "Measuring Technical, Allocative, and Economic Efficiency of Rice Production in Arkansas using Data Envelopment Analysis," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142962, Southern Agricultural Economics Association.
    5. Thuzar Linn & Broos Maenhout, 2019. "The impact of environmental uncertainty on the performance of the rice supply chain in the Ayeyarwaddy Region, Myanmar," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 7(1), pages 1-29, December.
    6. Agnes Gold & Stefan Gold, 2019. "Drivers of Farm Efficiency and Their Potential for Development in a Changing Agricultural Setting in Kerala, India," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 31(4), pages 855-880, September.
    7. Ioanna G. Gkiza & Stefanos A. Nastis, 2017. "Health and Women’s Role in Agricultural Production Efficiency," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 39(3), pages 428-440.
    8. Imran, Muhammad Ali & Ali, Asghar & Ashfaq, Muhammad & Hassan, Sarfraz & Culas, Richard & Ma, Chunbo, 2019. "Impact of climate smart agriculture (CSA) through sustainable irrigation management on Resource use efficiency: A sustainable production alternative for cotton," Land Use Policy, Elsevier, vol. 88(C).
    9. Udayanganie, A.D.D. & Prasada, Dickwella Vidanage Pahan & Kodithuwakku, K.A.S.S. & Weerahewa, Jeevika & Little, D.C., 2006. "Efficiency Of The Agrochemical Input Usage In The Paddy Farming Systems In The Dry Zone Of Sri Lanka," Annual Meeting, 2006, May 25-28, Montreal, Quebec 34181, Canadian Agricultural Economics Society.
    10. Amin W. Mugera & Allen M. Featherstone, 2008. "Backyard Hog Production Efficiency: Evidence from the Philippines," Asian Economic Journal, East Asian Economic Association, vol. 22(3), pages 267-287, September.
    11. Rios, Ana R. & Shively, Gerald E. & Masters, William A., 2009. "Farm Productivity and Household Market Participation: Evidence from LSMS Data," 2009 Conference, August 16-22, 2009, Beijing, China 51031, International Association of Agricultural Economists.
    12. Liu, John S. & Lu, Louis Y.Y. & Lu, Wen-Min & Lin, Bruce J.Y., 2013. "A survey of DEA applications," Omega, Elsevier, vol. 41(5), pages 893-902.
    13. Apostolos G. Christopoulos & Ioannis G. Dokas & Sofia Katsimardou & Konstantinos Vlachogiannatos, 2016. "Investigation of the relative efficiency for the Greek listed firms of the construction sector based on two DEA approaches for the period 2006–2012," Operational Research, Springer, vol. 16(3), pages 423-444, October.
    14. Amar Oukil & Slim Zekri, 2021. "Investigating farming efficiency through a two stage analytical approach: Application to the agricultural sector in Northern Oman," Papers 2104.10943, arXiv.org.
    15. Muhammad Rizwan & Ping Qing & Abdul Saboor & Muhammad Amjed Iqbal & Adnan Nazir, 2020. "Production Risk and Competency among Categorized Rice Peasants: Cross-Sectional Evidence from an Emerging Country," Sustainability, MDPI, vol. 12(9), pages 1-15, May.
    16. Speelman, Stijn & D'Haese, Marijke F.C. & Buysse, Jeroen & D'Haese, Luc, 2007. "Technical efficiency of water use and its determinants, study at efficiencies in small-scale irrigation schemes in North-West Province, South Africa," 106th Seminar, October 25-27, 2007, Montpellier, France 7904, European Association of Agricultural Economists.
    17. Sana Sadaf & Khalid Riaz, 2012. "Does Access to Modern Marketing Channels Improve Dairy Enterprises’ Efficiency? A Case Study of Punjab, Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 17(1), pages 63-82, Jan-June.
    18. Khoshroo, Alireza & Mulwa, Richard & Emrouznejad, Ali & Arabi, Behrouz, 2013. "A non-parametric Data Envelopment Analysis approach for improving energy efficiency of grape production," Energy, Elsevier, vol. 63(C), pages 189-194.
    19. Tong, Q. & Swallow, B. & Zhang, L. & Zhang, J., 2018. "Risk Attitude, Technical Efficiency and Adoption: An Integrated Approach to Climate-Smart Rice Production in the Jianghan Plain, China," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277311, International Association of Agricultural Economists.
    20. Bonabana-Wabbi, Jackline & Mugonola, B. & Ajibo, S. & Kirinya, J. & Kato, Edward & Kalibwani, R. & Kasenge, Valentine & Nyamwaro, S. & Tumwesigye, S. & Chiuri, W. & Mugabo, J. & Fungo, B. & Tenywa, M., 2013. "Agricultural profitability and technical efficiency: the case of pineapple and potato in SW Uganda," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 8(3), pages 1-15, September.
    21. Vu Hoang Linh, 2012. "Efficiency of rice farming households in Vietnam," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 11(1), pages 60-73, April.
    22. Osti, Surendra & Bampasidou, Maria & Fannin, J. Matthew, 2018. "Revisiting Farm efficiency of Rice-Crawfish farmers: Accounting for the H-2A program," 2018 Annual Meeting, August 5-7, Washington, D.C. 274339, Agricultural and Applied Economics Association.
    23. Shokhrukh-Mirzo Jalilov & Mohammed Mainuddin & Md. Maniruzzaman & Md. Mahbubul Alam & Md. Towfiqul Islam & Md. Jahangir Kabir, 2019. "Efficiency in the Rice Farming: Evidence from Northwest Bangladesh," Agriculture, MDPI, vol. 9(11), pages 1-14, November.
    24. Zhigang Chen & Qianyue Meng & Kaixin Yan & Rongwei Xu, 2022. "The Analysis of Family Farm Efficiency and Its Influencing Factors: Evidence from Rural China," Land, MDPI, vol. 11(4), pages 1-19, March.
    25. Hurley, Terrance M., 2010. "A review of agricultural production risk in the developing world," Working Papers 188476, HarvestChoice.
    26. Thibbotuwawa, Manoj & Mugera, Amin & White, Ben, 2013. "Production Efficiency and Technology Gap in Irrigated and Rain-fed Rice Farming Systems in Sri Lanka: Non Parametric Approach," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152181, Australian Agricultural and Resource Economics Society.
    27. Speelman, Stijn & D'Haese, Marijke & Buysse, Jeroen & D'Haese, Luc, 2008. "A measure for the efficiency of water use and its determinants, a case study of small-scale irrigation schemes in North-West Province, South Africa," Agricultural Systems, Elsevier, vol. 98(1), pages 31-39, July.
    28. Maurice Ogada & Dianah Muchai & Germano Mwabu & Mary Mathenge, 2014. "Technical efficiency of Kenya’s smallholder food crop farmers: do environmental factors matter?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 16(5), pages 1065-1076, October.
    29. Mohan, Sarah, 2020. "Risk aversion and certification: Evidence from the Nepali tea fields," World Development, Elsevier, vol. 129(C).
    30. Kelvin Balcombe & Iain Fraser & Laure Latruffe & Mizanur Rahman & Laurence Smith, 2008. "An application of the DEA double bootstrap to examine sources of efficiency in Bangladesh rice farming," Applied Economics, Taylor & Francis Journals, vol. 40(15), pages 1919-1925.
    31. Sobia Asghar & Nophea Sasaki & Damien Jourdain & Takuji W. Tsusaka, 2018. "Levels of Technical, Allocative, and Groundwater Use Efficiency and the Factors Affecting the Allocative Efficiency of Wheat Farmers in Pakistan," Sustainability, MDPI, vol. 10(5), pages 1-22, May.
    32. Ali D. Cagdas & Scott R. Jeffrey & Elwin G. Smith & Peter C. Boxall, 2016. "Environmental Stewardship and Technical Efficiency in Canadian Prairie Canola Production," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(3), pages 455-477, September.
    33. Abro, Z.A. & Debela, B.L., 2018. "Technical change through crop improvement: are there synergies or tradeoffs in land productivity and efficiency?," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277086, International Association of Agricultural Economists.
    34. Thibbotuwawa, Manoj & Mugera, Amin W. & White, Benedict, 2012. "A Non-Parametric Analysis of Rice Production Efficiency in Sri Lanka," 2012 Conference (56th), February 7-10, 2012, Fremantle, Australia 124423, Australian Agricultural and Resource Economics Society.
    35. Nuthall, Peter, 2009. "Modelling the origins of managerial ability in agricultural production," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 53(3), pages 1-24.
    36. Musemwa, L. & Mushunje, Abbyssinia & Muchenje, V. & Aghdasi, F. & Zhou, L., 2013. "Factors affecting efficiency of field crop production among resettled farmers in Zimbabwe," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 161443, African Association of Agricultural Economists (AAAE).
    37. Carravilla, M. A. & Oliveira, J. F., 2013. "Operations Research in Agriculture: Better Decisions for a Scarce and Uncertain World," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 5(2), pages 1-10, June.
    38. Bravo-Ureta, Boris & Solís, Daniel & Moreira, Victor & Maripani, José & Thiam, Abdourahmane & Rivas, Teodoro, 2005. "Technical Efficiency in Farming: A Meta-regression analysis," Efficiency Series Papers 2005/01, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
    39. Hagos, Hosaena Ghebru & Holden, Stein, 2013. "Efficiency and productivity differential effects of land certification program in Ethiopia : Quasi-experimental evidence from Tigray:," IFPRI discussion papers 1295, International Food Policy Research Institute (IFPRI).
    40. Yongrok Choi & Hyoungsuk Lee & Hojin Jeong & Jahira Debbarma, 2023. "Urbanization Paradox of Environmental Policies in Korean Local Governments," Land, MDPI, vol. 12(2), pages 1-15, February.
    41. Daniel Gaitán-Cremaschi & Frits K. Van Evert & Don M. Jansen & Miranda P. M. Meuwissen & Alfons G. J. M. Oude Lansink, 2018. "Assessing the Sustainability Performance of Coffee Farms in Vietnam: A Social Profit Inefficiency Approach," Sustainability, MDPI, vol. 10(11), pages 1-23, November.
    42. Nalun Panpluem & Adnan Mustafa & Xianlei Huang & Shu Wang & Changbin Yin, 2019. "Measuring the Technical Efficiency of Certified Organic Rice Producing Farms in Yasothon Province: Northeast Thailand," Sustainability, MDPI, vol. 11(24), pages 1-16, December.
    43. Benjamin Tetteh Anang & Stefan Bäckman & Antonios Rezitis, 2016. "Does farm size matter? Investigating scale efficiency of peasant rice farmers in northern Ghana," Economics Bulletin, AccessEcon, vol. 36(4), pages 2275-2290.
    44. Álvaro Ramírez Suárez, 2013. "Análisis de eficiencia económica de fincas arroceras: una aplicación de una función determinística de ingresos brutos frontera," Revista Lebret, Universidad Santo Tomás - Bucaramanga, vol. 5, pages 213-240, December.
    45. Hristovska, Tatjana & Watkins, K. Bradley & Mazzanti, Ralph & Wilson, Charles E., Jr., 2013. "Effects of Field Characteristics and Management on Technical, Allocative, and Economic Efficiency of Rice Production in Arkansas," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143042, Southern Agricultural Economics Association.
    46. Rudra Bahadur SHRESTHA & Wen-Chi HUANG & Shriniwas GAUTAM & Thomas Gordon JOHNSON, 2016. "Efficiency of small scale vegetable farms: policy implications for the rural poverty reduction in Nepal," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 62(4), pages 181-195.
    47. Casolani, Nicola & Nissi, Eugenia & Giampaolo, Antonio & Liberatore, Lolita, 2021. "Evaluating the effects of European support measures for Italian organic farms," Land Use Policy, Elsevier, vol. 102(C).
    48. Asghar, Sobia & Tsusaka, Takuji W. & Jourdain, Damien & Saqib, Shahab E. & Sasaki, Nophea, 2022. "Assessing the efficiency of smallholder sugarcane production: The case of Faisalabad, Pakistan," Agricultural Water Management, Elsevier, vol. 269(C).
    49. Dong, Zefeng & Guan, Zhengfei & Grogan, Kelly A. & Skevas, Theodoros, 2015. "Energy and Environmental Efficiency of Greenhouse Growers in Michigan," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196840, Southern Agricultural Economics Association.
    50. Dehua Zhang & Haiqing Wang & Sha Lou & Shen Zhong, 2021. "Research on grain production efficiency in China’s main grain producing areas from the perspective of financial support," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-16, March.
    51. Chang, Hung-Hao & Wen, Fang-I, 2008. "Off-farm Work, Technical Efficiency, and Production Risk: Empirical Evidence from a National Farmer Survey in Taiwan," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6164, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    52. Maina, Florence Wanjiru & Mburu, John & Gitau, George Karuoya & Van Leeuwen, John, 2018. "Assessing The Economic Efficiency Of Milk Production Among Small-Scale Dairy Farmers In Mukurweini Sub-County, Nyeri County, Kenya," Dissertations and Theses 280032, University of Nairobi, Department of Agricultural Economics.
    53. Rios, Ana R. & Masters, William A. & Shively, Gerald E., 2008. "Linkages between Market Participation and Productivity: Results from a Multi-Country Farm Household Sample," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6145, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    54. Ojimba, Thankgod Peter, 2013. "Socio-Demographic Factors As Determinants Of Poverty In Crude Oil Polluted Crop Farms In Rivers State, Nigeria," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 1(1), pages 1-13, July.
    55. Ghebru, Hosaena & Holden, Stein T., 2015. "Technical Efficiency and Productivity Differential Effects of Land Right Certification: A Quasi-Experimental Evidence," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 54(1), pages 1-31, February.
    56. Frantisek Brazdik, 2006. "Non-Parametric Analysis of Technical Efficiency: Factors Affecting Efficiency of West Java Rice Farms," CERGE-EI Working Papers wp286, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    57. Watto, Muhammad, 2013. "Measuring Groundwater Irrigation Efficiency in Pakistan: A DEA Approach Using the Sub-vector and Slack-based Models," 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 152204, Australian Agricultural and Resource Economics Society.
    58. Mburu, Samuel & Ackello-Ogutu, Chris & Mulwa, Richard, 2015. "Analysis of Economic Efficiency and Farm Size: A Case Study of Wheat Farmers in Nakuru District, Kenya," 2015 Conference, August 9-14, 2015, Milan, Italy 212452, International Association of Agricultural Economists.
    59. Apostolos Christopoulos & Ioannis Dokas & Sofia Katsimardou & Eleftherios Spyromitros, 2022. "The Malmquist Productivity measure for UK-listed firms in the aftermath of the global financial crisis," Operational Research, Springer, vol. 22(2), pages 1617-1634, April.
    60. Koirala, Bishwa S. & Bohara, Alok K. & Devkota, Satis & Upadhyaya, Kamal P., 2019. "Community managed hydropower, spillover effect and agricultural productivity: The case of rural Nepal," World Development Perspectives, Elsevier, vol. 13(C), pages 67-74.
    61. Muhammad Arif Watto & Amin W. Mugera, 2014. "Measuring Production and Irrigation Efficiencies of Rice Farms: Evidence from the Punjab Province, Pakistan," Asian Economic Journal, East Asian Economic Association, vol. 28(3), pages 301-322, September.
    62. Álvaro Ramírez Suárez, 2013. "Análisis de eficiencia económica de fincas arroceras: una aplicación de una función determinística de ingresos brutos frontera," Revista Lebret, Universidad Santo Tomás - Bucaramanga, vol. 5, pages 213-240, December.
    63. Anirban Nandy & Piyush Kumar Singh & Alok Kumar Singh, 2021. "Systematic Review and Meta- regression Analysis of Technical Efficiency of Agricultural Production Systems," Global Business Review, International Management Institute, vol. 22(2), pages 396-421, April.
    64. Shoaib Akhtar & Azhar Abbas & Muhammad Faisal & Muhammad Haseeb Raza & Abdus Samie & Mark Yu & Ashley Lovell, 2023. "Roles of Personal, Household, Physical, and Institutional Factors on Farmers’ Efficiency of Hybrid Maize Production: Implications for Food Security," Agriculture, MDPI, vol. 13(9), pages 1-13, September.
    65. Speelman, Stijn & Buysse, Jeroen & Frija, Aymen & D'Haese, Marijke F.C. & D'Haese, Luc, 2008. "Estimating The Effect Of Water Charge Introduction At Small-Scale Irrigation Schemes In North West Province, South Africa," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6646, European Association of Agricultural Economists.
    66. Jirgi, A. J. & Nmadu, J. N. & Jordaan, H. & Gróve, B. & Viljoen, M. F., 2018. "Cost Efficiency of Sorghum/Cowpea Intercropping System in Kebbi State, Nigeria," Nigerian Journal of Agricultural Economics, Nigerian Journal of Agricultural Economics, vol. 8(1), October.
    67. Yiorgos Gadanakis & Jorge Campos-González & Philip Jones, 2024. "Linking Entrepreneurship to Productivity: Using a Composite Indicator for Farm-Level Innovation in UK Agriculture with Secondary Data," Agriculture, MDPI, vol. 14(3), pages 1-23, March.
    68. Watto, Muhammad Arif & Mugera, Amin William, 2013. "Measuring Groundwater Irrigation Efficiency in Pakistan: A DEA Approach Using the Sub-vector and Slack-based Models," Working Papers 144943, University of Western Australia, School of Agricultural and Resource Economics.
    69. Shrestha, Rudra Bahadur & Huang, Wen- Chi & Pradhan, Upasana, 2017. "Evaluating The Technical Efficiency Of Smallholder Vegetable Farms In Diverse Agroecological Regions Of Nepal," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 5(1), January.
    70. Rios, Ana R. & Shively, Gerald E., 2005. "Farm size and nonparametric efficiency measurements for coffee farms in Vietnam," 2005 Annual meeting, July 24-27, Providence, RI 19159, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  26. Peter J. Barry & Lindon J. Robison & Gilbert V. Nartea, 1996. "Changing Time Attitudes in Intertemporal Analysis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(4), pages 972-981.

    Cited by:

    1. Duquette, Eric & Higgins, Nathaniel & Horowitz, John, 2013. "Time Preference and Technology Adoption: A Single-Choice Experiment with U.S. Farmers," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150719, Agricultural and Applied Economics Association.
    2. OUATTARA, Aboudou & DE LA BRUSLERIE, Hubert, 2015. "The term structure of psychological discount rate: characteristics and functional forms," MPRA Paper 75111, University Library of Munich, Germany.
    3. Fernandez, Linda, 2006. "Natural resources, agriculture and property rights," Ecological Economics, Elsevier, vol. 57(3), pages 359-373, May.
    4. Frechette, Darren L. & Wen, Fang-I, 2002. "Risk Aversion, Uncertainty Aversion, And Variation Aversion In Applied Commodity Price Analysis," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19062, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

  27. Gilbert V. Nartea & Peter J. Barry, 1994. "Risk Efficiency and Cost Effects of Geographic Diversification," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 16(3), pages 341-351.

    Cited by:

    1. Larsen, Ryan A. & Mjelde, James W. & Klinefelter, Danny A. & Wolfley, Jared L., 2009. "Geographical Diversification in Agriculture: An Applied Case to Western U.S. Wheat Growers," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46819, Southern Agricultural Economics Association.
    2. Ani L. Katchova, 2005. "The Farm Diversification Discount," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 984-994.
    3. MacNicol, R. & Ortmann, Gerald F. & Ferrer, Stuart R.D., 2008. "Management decisions on commercial sugarcane farms in KwaZulu-Natal: a focus on choice bracketing behaviour for risk management," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 47(1), pages 1-24, March.
    4. Tadesse, Dawit & Blank, Steven C., 2003. "Cultivar Diversity: A Neglected Risk Management Strategy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-16, August.
    5. Peterson, Hikaru Hanawa & Schurle, Bryan W. & Langemeier, Michael R., 2005. "Three-Dimensional Efficient Portfolio Frontier: Mean, Variance, and Farm Size," 2005 Annual meeting, July 24-27, Providence, RI 19298, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Larsen, Ryan A. & Vedenov, Dmitry V. & Leatham, David J., 2009. "Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46763, Southern Agricultural Economics Association.
    7. Larsen, Ryan A. & Leatham, David J. & Mjelde, James W. & Wolfley, Jared L., 2008. "Geographical Diversification: An Application of Copula Based CVaR," 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri 119533, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    8. Marius Rădulescu & Constanta Rădulescu & Gheorghiţă Zbăganu, 2014. "A portfolio theory approach to crop planning under environmental constraints," Annals of Operations Research, Springer, vol. 219(1), pages 243-264, August.

Chapters

  1. Nur Ainna Ramli & Hengky Latan & Gilbert V. Nartea, 2018. "Why Should PLS-SEM Be Used Rather Than Regression? Evidence from the Capital Structure Perspective," International Series in Operations Research & Management Science, in: Necmi K. Avkiran & Christian M. Ringle (ed.), Partial Least Squares Structural Equation Modeling, chapter 0, pages 171-209, Springer.

    Cited by:

    1. Nelson Oliveira Stefanelli & Charbel José Chiappetta Jabbour & Lara Bartocci Liboni Amui & Jorge Henrique Caldeira de Oliveira & Hengky Latan & Pascal Paillé & Martin Hingley, 2021. "Unleashing proactive low‐carbon strategies through behavioral factors in biodiversity‐intensive sustainable supply chains: Mixed methodology," Business Strategy and the Environment, Wiley Blackwell, vol. 30(5), pages 2535-2555, July.
    2. Muhammad N. Abdul-Rahman & Thowayeb H. Hassan & Ahmed H. Abdou & Mostafa A. Abdelmoaty & Mahmoud I. Saleh & Amany E. Salem, 2023. "Responding to Tourists’ Intentions to Revisit Medical Destinations in the Post-COVID-19 Era through the Promotion of Their Clinical Trust and Well-Being," Sustainability, MDPI, vol. 15(3), pages 1-19, January.
    3. Arenas-Márquez, F.J. & Martínez-Torres, M.R. & Toral, S.L., 2021. "How can trustworthy influencers be identified in electronic word-of-mouth communities?," Technological Forecasting and Social Change, Elsevier, vol. 166(C).
    4. Scaliza, Janaina Aparecida Alves & Jugend, Daniel & Chiappetta Jabbour, Charbel Jose & Latan, Hengky & Armellini, Fabiano & Twigg, David & Andrade, Darly Fernando, 2022. "Relationships among organizational culture, open innovation, innovative ecosystems, and performance of firms: Evidence from an emerging economy context," Journal of Business Research, Elsevier, vol. 140(C), pages 264-279.
    5. Hengky Latan & Charbel Jose Chiappetta Jabbour & Ana Beatriz Lopes de Sousa Jabbour, 2019. "‘Whistleblowing Triangle’: Framework and Empirical Evidence," Journal of Business Ethics, Springer, vol. 160(1), pages 189-204, November.
    6. Mirza Mohammad Didarul Alam & Nor Azila Mohd Noor, 2020. "The Relationship Between Service Quality, Corporate Image, and Customer Loyalty of Generation Y: An Application of S-O-R Paradigm in the Context of Superstores in Bangladesh," SAGE Open, , vol. 10(2), pages 21582440209, May.
    7. Marco Antonio Paula Pinheiro & Daniel Jugend & Ana Beatriz Lopes de Sousa Jabbour & Charbel Jose Chiappetta Jabbour & Hengky Latan, 2022. "Circular economy‐based new products and company performance: The role of stakeholders and Industry 4.0 technologies," Business Strategy and the Environment, Wiley Blackwell, vol. 31(1), pages 483-499, January.
    8. Mitxel Cotarelo & Teresa Fayos & Haydeé Calderón & Alejandro Mollá, 2021. "Omni-Channel Intensity and Shopping Value as Key Drivers of Customer Satisfaction and Loyalty," Sustainability, MDPI, vol. 13(11), pages 1-17, May.
    9. Saleem Malik & Mehmood Chadhar & Savanid Vatanasakdakul & Madhu Chetty, 2021. "Factors Affecting the Organizational Adoption of Blockchain Technology: Extending the Technology–Organization–Environment (TOE) Framework in the Australian Context," Sustainability, MDPI, vol. 13(16), pages 1-33, August.
    10. Muhammad Shahnawaz Adil, Faiza Qaiser, 2020. "Effect of Leader-Member Exchange Relationship on Occupational Stress in the Energy Sector of Pakistan: A Mediating Role of Job Involvement," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 7(1), pages 64-87, March.
    11. Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.
    12. Ji-Hye Kim & Eungoo Kang, 2023. "An Empirical Research: Incorporation of User Innovativeness into TAM and UTAUT in Adopting a Golf App," Sustainability, MDPI, vol. 15(10), pages 1-22, May.
    13. Seles, Bruno Michel Roman Pais & Lopes de Sousa Jabbour, Ana Beatriz & Jabbour, Charbel Jose Chiappetta & Latan, Hengky & Roubaud, David, 2019. "Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective," Ecological Economics, Elsevier, vol. 163(C), pages 189-204.

  2. Christopher Gan & Gilbert V. Nartea & Judy Li Xia, 2017. "An Overview of Microfinance," World Scientific Book Chapters, in: Microfinance in Asia, chapter 1, pages 1-22, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Andoni, Merlinda & Robu, Valentin & Flynn, David & Abram, Simone & Geach, Dale & Jenkins, David & McCallum, Peter & Peacock, Andrew, 2019. "Blockchain technology in the energy sector: A systematic review of challenges and opportunities," Renewable and Sustainable Energy Reviews, Elsevier, vol. 100(C), pages 143-174.

  3. Gilbert Nartea & Satit Aditto & Christopher Gan, 2012. "Sources of Risk and Risk Management Strategies: The Case of Smallholder Farmers in a Developing Economy," Chapters, in: Nerija Banaitiene (ed.), Risk Management - Current Issues and Challenges, IntechOpen.

    Cited by:

    1. Muhammad Amjed Iqbal & Azhar Abbas & Syed Asif Ali Naqvi & Muhammad Rizwan & Abdus Samie & Umar Ijaz Ahmed, 2020. "Drivers of Farm Households’ Perceived Risk Sources and Factors Affecting Uptake of Mitigation Strategies in Punjab Pakistan: Implications for Sustainable Agriculture," Sustainability, MDPI, vol. 12(23), pages 1-17, November.
    2. Shoaib Akhtar & Azhar Abbas & Muhammad Amjed Iqbal & Muhammad Rizwan & Abdus Samie & Muhammad Faisal & Jam Ghulam Murtaza Sahito, 2021. "What Determines the Uptake of Multiple Tools to Mitigate Agricultural Risks among Hybrid Maize Growers in Pakistan? Findings from Field-Level Data," Agriculture, MDPI, vol. 11(7), pages 1-13, June.
    3. Wira Abu Bakar & Rabihah Md Sum, 2020. "Agriculture Risk Management: A Case Study on Rock Melon Farm in Sepang, Selangor, Malaysia," Food & Agribusiness Management (FABM), Zibeline International Publishing, vol. 1(2), pages 75-82, June.
    4. Larcher, Manuela & Schönhart, Martin & Schmid, Erwin, 2016. "Risikobewertung und Risikomanagement landwirtschaftlicher BetriebsleiterInnen in Österreich – deskriptive Befragungsergebnisse 2015," Discussion Papers DP-59-2016, University of Natural Resources and Life Sciences, Vienna, Department of Economics and Social Sciences, Institute for Sustainable Economic Development.
    5. Saul Ngarava & Abbyssinia Mushunje & Amon Taruvinga & Peter Mukarumbwa & Simbarashe Tatsvarei & Ebenezer T Megbowon, 2018. "Determinants of Risk Behaviour in Livestock Development Programs: Evidence from South Africa's Kaonafatso Yadikgomo (Kyd) Scheme," Journal of Economics and Behavioral Studies, AMH International, vol. 10(5), pages 7-15.
    6. Huong, Nguyen & Nanseki, Teruaki, 2015. "Households' Risk Perception of Pig Farming in Vietnam: A Case Study in Quynh Phu District, Thai Binh Province," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 17, pages 1-6.

Books

  1. Christopher Gan & Gilbert V Nartea, 2017. "Microfinance in Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10233.

    Cited by:

    1. Amin Karimu & Samuel Salia & Javed G. Hussain & Ishmael Tingbani, 2021. "Are competitive microfinance services worth regulating? Evidence from microfinance institutions in Sub‐Saharan Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 476-492, January.
    2. Jiguang Wang & Bing Ran, 2019. "Balancing Paradoxical Missions: How Does Microfinance Rebuild a Sustainable Path in Poverty Alleviation?," SAGE Open, , vol. 9(2), pages 21582440198, June.

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