Details about Gilbert Nartea
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
- 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
- Investor Sentiment and the Economic Policy Uncertainty Premium
Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
See also Journal Article Investor sentiment and the economic policy uncertainty premium, Pacific-Basin Finance Journal, Elsevier (2020) View citations (13) (2020)
- 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](/downloads_econpapers.gif)
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) View citations (2) (2021)
2017
- 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
- Cross-Sectional and Time-Series Momentum Returns and Market States
MPRA Paper, University Library of Munich, Germany 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) View citations (3) (2018)
- 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
- Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash
MPRA Paper, University Library of Munich, Germany View citations (1)
2009
- Role of Farm Real Estate in a Globally Diversified Asset Portfolio
ERES, European Real Estate Society (ERES) ![Downloads](/downloads_econpapers.gif)
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) View citations (1) (2010)
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, International Farm Management Association ![Downloads](/downloads_econpapers.gif)
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) View citations (4) (2008)
2000
- 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 View citations (1)
Journal Articles
2021
- Earnings management and earnings predictability: A quantile regression approach
Australian Journal of Management, 2021, 46, (3), 389-408
- Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests
International Review of Economics & Finance, 2021, 73, (C), 214-230 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) (2019)
2020
- Investor sentiment and the economic policy uncertainty premium
Pacific-Basin Finance Journal, 2020, 64, (C) View citations (13)
See also Working Paper Investor Sentiment and the Economic Policy Uncertainty Premium, Working Papers in Economics (2019) View citations (1) (2019)
- Maxing Out in China: Optimism or Attention?
International Review of Finance, 2020, 20, (4), 961-971 View citations (5)
2019
- Extreme returns and the idiosyncratic volatility puzzle: African evidence
Applied Economics, 2019, 51, (58), 6264-6279 View citations (2)
2018
- Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan
Applied Economics, 2018, 50, (23), 2600-2612 View citations (2)
- Cross-sectional and time-series momentum returns: are Islamic stocks different?
Applied Economics, 2018, 50, (54), 5830-5845 View citations (2)
- Cross‐Sectional and Time Series Momentum Returns and Market States
International Review of Finance, 2018, 18, (4), 705-715 View citations (3)
See also Working Paper Cross-Sectional and Time-Series Momentum Returns and Market States, MPRA Paper (2017) View citations (4) (2017)
- Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets
Finance Research Letters, 2018, 26, (C), 40-46
2017
- Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
Journal of Banking & Finance, 2017, 76, (C), 189-197 View citations (70)
- 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 View citations (1)
- Momentum returns, market states, and market dynamics: Is China different?
International Review of Economics & Finance, 2017, 50, (C), 85-97 View citations (19)
- Momentum, idiosyncratic volatility and market dynamics: Evidence from China
Pacific-Basin Finance Journal, 2017, 46, (PA), 109-123 View citations (13)
- Searching for rational bubble footprints in the Singaporean and Indonesian stock markets
Journal of Economics and Finance, 2017, 41, (3), 529-552 View citations (2)
2016
- 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 View citations (3)
2014
- Bubble footprints in the Malaysian stock market: are they rational?
International Journal of Accounting & Information Management, 2014, 22, (3), 223-236
- 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
- Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea
Applied Financial Economics, 2014, 24, (6), 425-435 View citations (18)
- Momentum returns and information uncertainty: Evidence from China
Pacific-Basin Finance Journal, 2014, 30, (C), 173-188 View citations (22)
- 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 View citations (7)
2013
- Are there rational speculative bubbles in the Philippine stock market?
Philippine Review of Economics, 2013, 50, (1), 45-56
- Does idiosyncratic volatility matter in emerging markets? Evidence from China
Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 137-160 View citations (19)
- Formal and informal rural credit in the Mekong River Delta of Vietnam: Interaction and accessibility
Journal of Asian Economics, 2013, 26, (C), 1-13 View citations (29)
- Is there a volatility effect in the Hong Kong stock market?
Pacific-Basin Finance Journal, 2013, 25, (C), 119-135 View citations (13)
- 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 View citations (37)
2012
- Determinants of microcredit loans repayment problem among microfinance borrowers in Malaysia
International Journal of Business and Social Research, 2012, 2, (7), 33-45 View citations (11)
Also in International Journal of Business and Social Research, 2012, 2, (7), 33-45 (2012) View citations (13)
2011
- Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets
Accounting and Finance, 2011, 51, (4), 1031-1054 View citations (23)
2010
- Role of farm real estate in a globally diversified asset portfolio
Journal of Property Investment & Finance, 2010, 28, (3), 198-220 View citations (1)
See also Working Paper Role of Farm Real Estate in a Globally Diversified Asset Portfolio, ERES (2009) (2009)
2009
- 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 View citations (6)
2008
- 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 View citations (4)
Also in Australian Journal of Agricultural and Resource Economics, 2008, 52, (2), 183-202 (2008) 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) (2003)
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, 2007, 03, (01-2), 18
2004
- Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis
Australian Journal of Agricultural and Resource Economics, 2004, 48, (2), 23 View citations (67)
Also in Australian Journal of Agricultural and Resource Economics, 2004, 48, (2), 347-369 (2004) View citations (80)
1996
- Changing Time Attitudes in Intertemporal Analysis
American Journal of Agricultural Economics, 1996, 78, (4), 972-981 View citations (4)
1994
- Risk Efficiency and Cost Effects of Geographic Diversification
Review of Agricultural Economics, 1994, 16, (3), 341-351 View citations (8)
Books
2017
- Microfinance in Asia
World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (2)
Chapters
2018
- Why Should PLS-SEM Be Used Rather Than Regression? Evidence from the Capital Structure Perspective
Springer View citations (13)
2017
- An Overview of Microfinance
Chapter 1 in Microfinance in Asia, 2017, pp 1-22 View citations (1)
- Conclusions
Chapter 9 in Microfinance in Asia, 2017, pp 307-318
Undated
- Sources of Risk and Risk Management Strategies: The Case of Smallholder Farmers in a Developing Economy
IntechOpen View citations (7)
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