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Muhammad A. Cheema

Personal Details

First Name:Muhammad
Middle Name:A.
Last Name:Cheema
Suffix:
RePEc Short-ID:pch1635
[This author has chosen not to make the email address public]

Affiliation

School of Business
University of Otago

Dunedin, New Zealand
http://www.commerce.otago.ac.nz/
RePEc:edi:sbotanz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect," Working Papers in Economics 17/13, University of Canterbury, Department of Economics and Finance.
  2. 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.
  3. 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.

Articles

  1. Bhuiyan, Md. Borhan Uddin & Cheema, Muhammad A., 2024. "Overlapping committee membership and cost of equity capital," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
  2. Cheema, Muhammad A. & Fianto, Bayu Arie, 2024. "Investor sentiment and stock market anomalies: Evidence from Islamic countries," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
  3. Muhammad A. Cheema & Robert Faff & Michael Ryan, 2024. "Are there any safe haven assets against oil price falls?," Applied Economics, Taylor & Francis Journals, vol. 56(57), pages 7845-7860, December.
  4. Cheema, Muhammad A. & Chiah, Mardy & Zhong, Angel, 2023. "Corporate payouts in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  5. Cheema, Muhammad A. & Faff, Robert & Szulczyk, Kenneth R., 2022. "The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?," International Review of Financial Analysis, Elsevier, vol. 83(C).
  6. 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).
  7. Cheema, Muhammad A. & Chiah, Mardy & Zhong, Angel, 2021. "Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  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. Muhammad A. Cheema & Yimei Man & Kenneth R. Szulczyk, 2020. "Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?," International Review of Finance, International Review of Finance Ltd., vol. 20(1), pages 225-233, March.
  10. 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.
  11. Cheema, Muhammad A. & Scrimgeour, Frank, 2019. "Oil prices and stock market anomalies," Energy Economics, Elsevier, vol. 83(C), pages 578-587.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
    RePEc:eme:ijaipp:v:22:y:2014:i:3:p:223-236 is not listed on IDEAS
  19. Szulczyk, Kenneth R. & Cheema, Muhammad A. & Cullen, Ross & Khan, Atiqur Rahman, . "Bioelectricity in Malaysia: economic feasibility, environmental and deforestation implications," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(2).

Chapters

  1. Muhammad A. Cheema & Kenneth R. Szulczyk & Elie Bouri, 2025. "Does Economic Policy Uncertainty Predict Cryptocurrency Returns?," World Scientific Book Chapters, in: Christopher E C Gan & Nirosha Hewa-Wellalage & Ahmed Imran Hunjra (ed.), Digital Banking and Finance A Handbook, chapter 11, pages 281-309, World Scientific Publishing Co. Pte. Ltd..

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2018-01-01

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