Dr Muhammad A. Cheema

2024

Journal - Research Article

Cheema, M. A., & Fianto, B. A. (2024). Investor sentiment and stock market anomalies: Evidence from Islamic countries. Pacific-Basin Finance Journal, 88, 102557. doi: 10.1016/j.pacfin.2024.102557

Bhuiyan, M. B. U., & Cheema, M. A. (2024). Overlapping committee membership and cost of equity capital. Pacific-Basin Finance Journal, 84, 102282. doi: 10.1016/j.pacfin.2024.102282

2023

Journal - Research Article

Cheema, M. A., Faff, R., & Ryan, M. (2023). Are there any safe haven assets against oil price falls? Applied Economics. Advance online publication. doi: 10.1080/00036846.2023.2288067

Cheema, M. A., Chiah, M., & Zhong, A. (2023). Corporate payouts in Australia. Pacific-Basin Finance Journal. Advance online publication. doi: 10.1016/j.pacfin.2023.101990

Conference Contribution - Verbal presentation and other Conference outputs

Cheema, M. (2023, September). Investor sentiment dynamics and the MAX Effect. Verbal presentation at the International Conference in Finance, Banking and Accounting (ICFBA), Montpellier, France.

2022

Journal - Research Article

Szulczyk, K. R., Cheema, M. A., & Ziaei, S. M. (2022). The economic feasibility of microalga to produce commercial biodiesel and reduce carbon dioxide emissions in Malaysia. Algal Research, 68, 102871. doi: 10.1016/j.algal.2022.102871

Cheema, M. A., Faff, R., & Szulczyk, K. R. (2022). The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? International Review of Financial Analysis, 83, 102316. doi: 10.1016/j.irfa.2022.102316

Cheema, M. A., Chiah, M., & Man, Y. (2022). Overnight returns, daytime reversals, and future stock returns: Is China different? Pacific-Basin Finance Journal, 74, 101809. doi: 10.1016/j.pacfin.2022.101809

Conference Contribution - Published proceedings: Abstract

Cheema, M., Faff, R., & Ryan, M. (2022). Different safe harbours in different winds: Do safe havens differ when the oil price falls for different reasons? Proceedings of the Vietnam Symposium in Banking and Finance. (pp. 64). Retrieved from https://vsbf2022.sciencesconf.org

Cheema, M., Chiah, M., & Zhong, A. (2022). Corporate payouts in Australia: Does share repurchase matter? Proceedings of the Vietnam Symposium in Banking and Finance. (pp. 45-46). Retrieved from https://vsbf2022.sciencesconf.org

Conference Contribution - Verbal presentation and other Conference outputs

Cheema, M. A. (2022, February). Different safe harbours in different winds: Do safe havens differ when the oil price falls for different reasons? Verbal presentation at the New Zealand Finance Colloquium, [Online].

Cheema, M. A. (2022, February). The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? Verbal presentation at the New Zealand Finance Colloquium, [Online].

2021

Journal - Research Article

Cheema, M. A., Chiah, M., & Zhong, A. (2021). Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns. Pacific-Basin Finance Journal, 69, 101641. doi: 10.1016/j.pacfin.2021.101641

Szulczyk, K. R., & Cheema, M. A. (2021). The economic feasibility and environmental ramifications of biobutanol production in Malaysia. Journal of Cleaner Production, 286, 124953. doi: 10.1016/j.jclepro.2020.124953

Bhuiyan, M. B. U., Cheema, M. A., & Man, Y. (2021). Risk committee, corporate risk-taking and firm value. Managerial Finance, 47(3), 285-309. doi: 10.1108/MF-07-2019-0322

2020

Journal - Research Article

Szulczyk, K. R., Cheema, M. A., Cullen, R., & Khan, A. R. (2020). Bioelectricity in Malaysia: Economic feasibility, environmental and deforestation implications. Australian Journal of Agricultural & Resource Economics, 64(2), 294-321. doi: 10.1111/1467-8489.12345

Cheema, M. A., Chiah, M., & Man, Y. (2020). Cross-sectional and time-series momentum returns: Is China different? Pacific-Basin Finance Journal, 64, 101458. doi: 10.1016/j.pacfin.2020.101458

Cheema, M. A., Nartea, G. V., & Man, Y. (2020). Maxing out in China: Optimism or attention? International Review of Finance, 20(4), 961-971. doi: 10.1111/irfi.12241

Cheema, M. A., Man, Y., & Szulczyk, K. R. (2020). Does investor sentiment predict the near-term returns of the Chinese stock market? International Review of Finance, 20(1), 225-233. doi: 10.1111/irfi.12202

Other Research Output

Cheema, M., Faff, R., and Szulczyk, K. (2020, July). The influence of the COVID-19 pandemic on safe haven assets. VoxEU CEPR. Retrieved from https://voxeu.org/article/influence-covid-19-pandemic-safe-haven-assets

2019

Journal - Research Article

Cheema, M. A., & Scrimgeour, F. (2019). Oil prices and stock market anomalies. Energy Economics, 83, 578-587. doi: 10.1016/j.eneco.2019.08.003

2018

Journal - Research Article

Cheema, M. A., & Nartea, G. V. (2018). Cross-sectional and time-series momentum returns: Are Islamic stocks different? Applied Economics, 50(54), 5830-5845. doi: 10.1080/00036846.2018.1488068

Cheema, M. A., Nartea, G. V., & Szulczyk, K. R. (2018). Cross-sectional and time-series momentum returns and market dynamics: Evidence from Japan. Applied Economics, 50(23), 2600-2612. doi: 10.1080/00036846.2017.1403560

Cheema, M. A., Nartea, G. V., & Man, Y. (2018). Cross-sectional and time series momentum returns and market states. International Review of Finance, 18(4), 705-715. doi: 10.1111/irfi.12148

2017

Chapter in Book - Research

Cheema, M. A., & Nartea, G. V. (2017). Momentum returns, market states and financial crises: Evidence from China and Hong Kong. In Q. Munir & S. C. Kok (Eds.), Information efficiency and anomalies in Asian equity markets: Theories and evidence. (pp. 138-157). Abingdon, UK: Routledge.

Journal - Research Article

Cheema, M. A., & Nartea, G. V. (2017). Momentum returns, market states, and market dynamics: Is China different? International Review of Economics & Finance, 50, 85-97. doi: 10.1016/j.iref.2017.04.003

Nartea, G. V., Cheema, M. A., & Szulczyk, K. R. (2017). Searching for rational bubble footprints in the Singaporean and Indonesian stock markets. Journal of Economics & Finance, 41, 529-552. doi: 10.1007/s12197-016-9369-3

Cheema, M. A., & Nartea, G. V. (2017). Momentum, idiosyncratic volatility and market dynamics: Evidence from China. Pacific-Basin Finance Journal, 46(A), 109-123. doi: 10.1016/j.pacfin.2017.09.001

Conference Contribution - Published proceedings: Abstract

Bhuiyan, M. B. U., Cheema, M. A., & Man, Y. (2017). Risk committee, corporate risk-taking and firm value. Proceedings of the Auckland Finance Meeting. Retrieved from https://acfr.aut.ac.nz/conferences-and-events/past-conferences-and-events/2017-auckland-finance-meeting

2014

Journal - Research Article

Cheema, M. A., & Nartea, G. V. (2014). Momentum returns and information uncertainty: Evidence from China. Pacific-Basin Finance Journal, 30, 173-188. doi: 10.1108/IJAIM-11-2013-0063

Nartea, G. V., & Cheema, M. A. (2014). Bubble footprints in the Malaysian stock market: Are they rational? International Journal of Accounting & Information Management, 22(3), 223-236. doi: 10.1108/IJAIM-11-2013-0063