Do extreme returns matter in emerging markets? Evidence from the Chinese stock market von Nartea, Gilbert V., Kong, Dongmin, Wu, Ji

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Earnings management and earnings predictability: A quantile regression approach von Li, Leon, Hwang, Nen-Chen Richard, Nartea, Gilbert V

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Formal and informal rural credit in the Mekong River Delta of Vietnam: Interaction and accessibility von Khoi, Phan Dinh, Gan, Christopher, Nartea, Gilbert V., Cohen, David A.

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Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis von Dhungana, B.R, Nuthall, P.L, Nartea, G.V

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Momentum returns, market states, and market dynamics: Is China different? von Cheema, Muhammad A., Nartea, Gilbert V.

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Extreme returns and the idiosyncratic volatility puzzle: African evidence von Wu, Ji, Chimezie, Eze Peter, Nartea, Gilbert V., Zhang, Jing

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Cross‐Sectional and Time Series Momentum Returns and Market States von Cheema, Muhammad A., Nartea, Gilbert V., Man, Yimei

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Cross-sectional and time-series momentum returns: are Islamic stocks different? von Cheema, Muhammad A., Nartea, Gilbert V.

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Bubble footprints in the Malaysian stock market: are they rational? von Nartea, Gilbert V, Cheema, Muhammand A

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Momentum, idiosyncratic volatility and market dynamics: Evidence from China von Cheema, Muhammad A., Nartea, Gilbert V.

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The impact of microcredit on rural households in the Mekong River Delta of Vietnam von Phan, Dinh Khoi, Gan, Christopher, Nartea, Gilbert V., Cohen, David A.

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Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests von Nartea, Gilbert V., Valera, Harold Glenn A., Valera, Maria Luisa G.

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Maxing Out in China: Optimism or Attention? von Cheema, Muhammad A., Nartea, Gilbert V., Man, Yimei

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Does idiosyncratic volatility matter in emerging markets? Evidence from China von Nartea, Gilbert V., Wu, Ji, Liu, Zhentao

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Momentum returns and information uncertainty: Evidence from China von Cheema, Muhammad A., Nartea, Gilbert V.

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Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan von Cheema, Muhammad A., Nartea, Gilbert V., Szulczyk, Kenneth R.

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Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets von Yu, Hao, Nartea, Gilbert V., Gan, Christopher, Yao, Lee J.

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Is there a volatility effect in the Hong Kong stock market? von Nartea, Gilbert V., Wu, Ji

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Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market von Liu, Zhentao, Nartea, Gilbert V., Wu, Ji

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Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets von Gan, Christopher, Nartea, Gilbert V., Wu, Ji (George)

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