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Details about Gilbert Nartea

Workplace:Department of Economics and Finance, Business School, University of Canterbury, (more information at EDIRC)

Access statistics for papers by Gilbert Nartea.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pna622


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Working Papers

2019

  1. Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
  2. Investor Sentiment and the Economic Policy Uncertainty Premium
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    See also Journal Article Investor sentiment and the economic policy uncertainty premium, Pacific-Basin Finance Journal, Elsevier (2020) Downloads View citations (13) (2020)
  3. Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
    See also Journal Article Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests, International Review of Economics & Finance, Elsevier (2021) Downloads View citations (2) (2021)

2017

  1. Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
  2. Cross-Sectional and Time-Series Momentum Returns and Market States
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article Cross‐Sectional and Time Series Momentum Returns and Market States, International Review of Finance, International Review of Finance Ltd. (2018) Downloads View citations (3) (2018)
  3. Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
  4. Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2009

  1. Role of Farm Real Estate in a Globally Diversified Asset Portfolio
    ERES, European Real Estate Society (ERES) Downloads
    See also Journal Article Role of farm real estate in a globally diversified asset portfolio, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2010) Downloads View citations (1) (2010)

2003

  1. 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, International Farm Management Association Downloads
    See also Journal Article 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 (2008) Downloads View citations (4) (2008)

2000

  1. EXPLAINING ECONOMIC INEFFICIENCY OF NEPALESE RICE FARMS: AN EMPIRICAL INVESTIGATION
    2000 Conference (44th), January 23-25, 2000, Sydney, Australia, Australian Agricultural and Resource Economics Society Downloads View citations (1)

Journal Articles

2021

  1. Earnings management and earnings predictability: A quantile regression approach
    Australian Journal of Management, 2021, 46, (3), 389-408 Downloads
  2. Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests
    International Review of Economics & Finance, 2021, 73, (C), 214-230 Downloads View citations (2)
    See also Working Paper Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests, Working Papers in Economics (2019) Downloads (2019)

2020

  1. Investor sentiment and the economic policy uncertainty premium
    Pacific-Basin Finance Journal, 2020, 64, (C) Downloads View citations (13)
    See also Working Paper Investor Sentiment and the Economic Policy Uncertainty Premium, Working Papers in Economics (2019) Downloads View citations (1) (2019)
  2. Maxing Out in China: Optimism or Attention?
    International Review of Finance, 2020, 20, (4), 961-971 Downloads View citations (5)

2019

  1. Extreme returns and the idiosyncratic volatility puzzle: African evidence
    Applied Economics, 2019, 51, (58), 6264-6279 Downloads View citations (2)

2018

  1. Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan
    Applied Economics, 2018, 50, (23), 2600-2612 Downloads View citations (2)
  2. Cross-sectional and time-series momentum returns: are Islamic stocks different?
    Applied Economics, 2018, 50, (54), 5830-5845 Downloads View citations (2)
  3. Cross‐Sectional and Time Series Momentum Returns and Market States
    International Review of Finance, 2018, 18, (4), 705-715 Downloads View citations (3)
    See also Working Paper Cross-Sectional and Time-Series Momentum Returns and Market States, MPRA Paper (2017) Downloads View citations (4) (2017)
  4. Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets
    Finance Research Letters, 2018, 26, (C), 40-46 Downloads

2017

  1. Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
    Journal of Banking & Finance, 2017, 76, (C), 189-197 Downloads View citations (70)
  2. Interrelation between Economic Sectors, Capital Structure and A Firm's Financial Performance: The Indonesian Evidence
    International Journal of Economics and Financial Issues, 2017, 7, (5), 380-388 Downloads View citations (1)
  3. Momentum returns, market states, and market dynamics: Is China different?
    International Review of Economics & Finance, 2017, 50, (C), 85-97 Downloads View citations (19)
  4. Momentum, idiosyncratic volatility and market dynamics: Evidence from China
    Pacific-Basin Finance Journal, 2017, 46, (PA), 109-123 Downloads View citations (13)
  5. Searching for rational bubble footprints in the Singaporean and Indonesian stock markets
    Journal of Economics and Finance, 2017, 41, (3), 529-552 Downloads View citations (2)

2016

  1. Mediation Effects of Firm Leverage in Malaysia: Partial Least Squares - Structural Equation Modeling
    International Journal of Economics and Financial Issues, 2016, 6, (1), 301-307 Downloads View citations (3)

2014

  1. Bubble footprints in the Malaysian stock market: are they rational?
    International Journal of Accounting & Information Management, 2014, 22, (3), 223-236 Downloads
  2. Economic risk analysis of alternative farming systems for smallholder farmers in central and north-east Thailand
    International Journal of Social Economics, 2014, 41, (4), 294-320 Downloads
  3. Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea
    Applied Financial Economics, 2014, 24, (6), 425-435 Downloads View citations (18)
  4. Momentum returns and information uncertainty: Evidence from China
    Pacific-Basin Finance Journal, 2014, 30, (C), 173-188 Downloads View citations (22)
  5. The impact of microcredit on rural households in the Mekong River Delta of Vietnam
    Journal of the Asia Pacific Economy, 2014, 19, (4), 558-578 Downloads View citations (7)

2013

  1. Are there rational speculative bubbles in the Philippine stock market?
    Philippine Review of Economics, 2013, 50, (1), 45-56 Downloads
  2. Does idiosyncratic volatility matter in emerging markets? Evidence from China
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 137-160 Downloads View citations (19)
  3. Formal and informal rural credit in the Mekong River Delta of Vietnam: Interaction and accessibility
    Journal of Asian Economics, 2013, 26, (C), 1-13 Downloads View citations (29)
  4. Is there a volatility effect in the Hong Kong stock market?
    Pacific-Basin Finance Journal, 2013, 25, (C), 119-135 Downloads View citations (13)
  5. Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets
    International Review of Economics & Finance, 2013, 25, (C), 356-371 Downloads View citations (37)

2012

  1. Determinants of microcredit loans repayment problem among microfinance borrowers in Malaysia
    International Journal of Business and Social Research, 2012, 2, (7), 33-45 Downloads View citations (11)
    Also in International Journal of Business and Social Research, 2012, 2, (7), 33-45 (2012) Downloads View citations (13)

2011

  1. Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets
    Accounting and Finance, 2011, 51, (4), 1031-1054 Downloads View citations (23)

2010

  1. Role of farm real estate in a globally diversified asset portfolio
    Journal of Property Investment & Finance, 2010, 28, (3), 198-220 Downloads View citations (1)
    See also Working Paper Role of Farm Real Estate in a Globally Diversified Asset Portfolio, ERES (2009) Downloads (2009)

2009

  1. Size, BM, and momentum effects and the robustness of the Fama‐French three‐factor model
    International Journal of Managerial Finance, 2009, 5, (2), 179-200 Downloads View citations (6)

2008

  1. Should farmers invest in financial assets as a risk management strategy? Some evidence from New Zealand
    Australian Journal of Agricultural and Resource Economics, 2008, 52, (2), 20 Downloads View citations (4)
    Also in Australian Journal of Agricultural and Resource Economics, 2008, 52, (2), 183-202 (2008) Downloads View citations (4)

    See also Working Paper 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 (2003) Downloads (2003)

2007

  1. 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, 2007, 03, (01-2), 18 Downloads

2004

  1. Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis
    Australian Journal of Agricultural and Resource Economics, 2004, 48, (2), 23 Downloads View citations (67)
    Also in Australian Journal of Agricultural and Resource Economics, 2004, 48, (2), 347-369 (2004) Downloads View citations (80)

1996

  1. Changing Time Attitudes in Intertemporal Analysis
    American Journal of Agricultural Economics, 1996, 78, (4), 972-981 Downloads View citations (4)

1994

  1. Risk Efficiency and Cost Effects of Geographic Diversification
    Review of Agricultural Economics, 1994, 16, (3), 341-351 Downloads View citations (8)

Books

2017

  1. Microfinance in Asia
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (2)

Chapters

2018

  1. Why Should PLS-SEM Be Used Rather Than Regression? Evidence from the Capital Structure Perspective
    Springer View citations (13)

2017

  1. An Overview of Microfinance
    Chapter 1 in Microfinance in Asia, 2017, pp 1-22 Downloads View citations (1)
  2. Conclusions
    Chapter 9 in Microfinance in Asia, 2017, pp 307-318 Downloads

Undated

  1. Sources of Risk and Risk Management Strategies: The Case of Smallholder Farmers in a Developing Economy
    IntechOpen Downloads View citations (7)
 
Page updated 2025-02-14