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Gilbert Nartea

Personal Details

First Name:Gilbert
Middle Name:
Last Name:Nartea
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RePEc Short-ID:pna622
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Affiliation

Department of Economics and Finance
Business School
University of Canterbury

Christchurch, New Zealand
https://www.canterbury.ac.nz/business/departments/department-of-economics-and-finance/
RePEc:edi:decannz (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters Books

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.
  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.
  3. Leon Li & Nen-Chen Richard Hwang & Gilbert V. Nartea, 2019. "Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management," Working Papers in Economics 19/09, University of Canterbury, Department of Economics and Finance.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Gilbert Nartea & Chris Eves, 2009. "Role of Farm Real Estate in a Globally Diversified Asset Portfolio," ERES eres2009_208, European Real Estate Society (ERES).
  9. 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.
  10. 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.

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.
  2. Leon Li & Nen-Chen Richard Hwang & Gilbert V Nartea, 2021. "Earnings management and earnings predictability: A quantile regression approach," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 389-408, August.
  3. Nartea, Gilbert V. & Bai, Hengyu & Wu, Ji, 2020. "Investor sentiment and the economic policy uncertainty premium," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Satit Aditto & Christopher Gan & Gilbert Nartea, 2014. "Economic risk analysis of alternative farming systems for smallholder farmers in central and north-east Thailand," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 41(4), pages 294-320, April.
  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.
  19. Gilbert V. Nartea & Muhammand A. Cheema, 2014. "Bubble footprints in the Malaysian stock market: are they rational?," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, vol. 22(3), pages 223-236, July.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Gilbert Nartea & Bo Hu & Baiding Hu, 2013. "Are there rational speculative bubbles in the Philippine stock market?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 50(1), pages 45-56, June.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Xu, Hai Yan & Ward, Bert D. & Nartea, Gilbert V., 2007. "An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(1-2), pages 1-18.
  31. 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.
  32. 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.
  33. 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.
    RePEc:eme:ijaipp:v:22:y:2014:i:3:p:223-236 is not listed on IDEAS
    RePEc:taf:apfiec:v:24:y:2014:i:6:p:425-435 is not listed on IDEAS

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.
  2. Christopher Gan & Gilbert V. Nartea & Judy Li Xia, 2017. "Conclusions," World Scientific Book Chapters, in: Microfinance in Asia, chapter 9, pages 307-318, World Scientific Publishing Co. Pte. Ltd..
  3. 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..
  4. 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.

Books

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

More information

Research fields, statistics, top rankings, if available.

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 5 papers 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 (3) 2017-10-22 2018-01-01 2019-12-02
  2. NEP-BEC: Business Economics (1) 2019-09-09
  3. NEP-CFN: Corporate Finance (1) 2019-09-09
  4. NEP-CNA: China (1) 2017-10-22
  5. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  6. NEP-ETS: Econometric Time Series (1) 2019-12-02
  7. NEP-MAC: Macroeconomics (1) 2019-11-18
  8. NEP-MST: Market Microstructure (1) 2017-10-22
  9. NEP-SEA: South East Asia (1) 2019-12-02
  10. NEP-TRA: Transition Economics (1) 2017-10-22
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2019-11-18

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