Details about Muhammad A. Cheema

Access statistics for papers by Muhammad A. Cheema.

Last updated 2018-12-28. Update your information in the RePEc Author Service.

Short-id: pch1635

Working Papers

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
2. 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)
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

Journal Articles

2018

1. Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan
   Applied Economics, 2018, 50, (23), 2600-2612 View citations (2)
2. Cross-sectional and time-series momentum returns: are Islamic stocks different?
   Applied Economics, 2018, 50, (54), 5830-5845 View citations (2)
3. 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)

2017

4. Momentum returns, market states, and market dynamics: Is China different?
   International Review of Economics & Finance, 2017, 50, (C), 85-97 View citations (19)
5. Momentum, idiosyncratic volatility and market dynamics: Evidence from China
   Pacific-Basin Finance Journal, 2017, 46, (PA), 109-123 View citations (13)
6. 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)

2014

7. Momentum returns and information uncertainty: Evidence from China
   Pacific-Basin Finance Journal, 2014, 30, (C), 173-188 View citations (22)