Details about Muhammad A. Cheema

Access statistics for papers by Muhammad A. Cheema.

Last updated 2025-04-07. 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

2024

1. Are there any safe haven assets against oil price falls?
   Applied Economics, 2024, 56, (57), 7845-7860
2. Investor sentiment and stock market anomalies: Evidence from Islamic countries
   Pacific-Basin Finance Journal, 2024, 88, (C)
3. Overlapping committee membership and cost of equity capital
   Pacific-Basin Finance Journal, 2024, 84, (C) View citations (1)

2023

4. Corporate payouts in Australia
   Pacific-Basin Finance Journal, 2023, 79, (C)

2022

5. Overnight returns, daytime reversals, and future stock returns: Is China different?
   Pacific-Basin Finance Journal, 2022, 74, (C) View citations (4)
6. The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?
   International Review of Financial Analysis, 2022, 83, (C) View citations (24)

2021

7. Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns
   Pacific-Basin Finance Journal, 2021, 69, (C)

2020

8. Bioelectricity in Malaysia: economic feasibility, environmental and deforestation implications
   Australian Journal of Agricultural and Resource Economics, 2020, 64, (2)
   Also in Australian Journal of Agricultural and Resource Economics, 2020, 64, (2), 294-321 (2020) View citations (4)
9. Cross-sectional and time-series momentum returns: Is China different?
   Pacific-Basin Finance Journal, 2020, 64, (C) View citations (5)
10. Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?
    International Review of Finance, 2020, 20, (1), 225-233 View citations (17)
11. Maxing Out in China: Optimism or Attention?
    International Review of Finance, 2020, 20, (4), 961-971 View citations (5)

2019

12. Oil prices and stock market anomalies
    Energy Economics, 2019, 83, (C), 578-587 View citations (23)

2018

13. Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan
    Applied Economics, 2018, 50, (23), 2600-2612 View citations (2)
14. Cross-sectional and time-series momentum returns: are Islamic stocks different?
    Applied Economics, 2018, 50, (54), 5830-5845 View citations (2)
15. 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

16. Momentum returns, market states, and market dynamics: Is China different?
    International Review of Economics & Finance, 2017, 50, (C), 85-97 View citations (19)
17. Momentum, idiosyncratic volatility and market dynamics: Evidence from China
    Pacific-Basin Finance Journal, 2017, 46, (PA), 109-123 View citations (13)
18. 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

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

Chapters

2025

1. Does Economic Policy Uncertainty Predict Cryptocurrency Returns?
   Chapter 11 in Digital Banking and Finance A Handbook, 2025, pp 281-309