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The size and book-to-market effects and the Fama-French three-factor model in small markets : preliminary findings from New Zealand

Djajadikerta, Hadrian (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003220907

Do extreme returns matter in emerging markets? : evidence from the Chinese stock market

Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197

Persistent link: https://www.econbiz.de/10011814322

An empirical study of the Chinese short-term interest rate : a comparison of the predictive power of rival one-factor models

Xu, Hai Yan; Ward, Bert; Nartea, Gilbert V. - In: Review of applied economics 3 (2007) 1/2, pp. 61-78

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Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests

Nartea, Gilbert V.; Valera, Harold Glenn A.; Valera, … - In: International review of economics & finance : IREF 73 (2021), pp. 214-230

Persistent link: https://www.econbiz.de/10012692224

Cross-sectional and time-series momentum returns : are Islamic stocks different?

Cheema, Muhammad A.; Nartea, Gilbert V. - In: Applied economics 50 (2018) 54, pp. 5830-5845

Persistent link: https://www.econbiz.de/10012062915

Earnings management and earnings predictability : a quantile regression approach

Li, Leon; Hwang, Nen-Chen Richard; Nartea, Gilbert V. - In: Australian journal of management 46 (2021) 3, pp. 389-408

Persistent link: https://www.econbiz.de/10012592726

Is There a Volatility Puzzle in the Hong Kong Stock Market?

Wu, Ji (George) - 2013

Recent studies suggest an increasing trend in return idiosyncratic volatility and a ‘puzzling' negative relationship between idiosyncratic and total volatility and stock returns. We investigate in an emerging market, the time-series behaviour of total and idiosyncratic volatility and their...

Persistent link: https://www.econbiz.de/10013088561