Access Statistics for Gilbert Nartea

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different? 0 0 0 24 1 1 2 73
Cross-Sectional and Time-Series Momentum Returns and Market States 0 1 1 18 0 2 5 92
EXPLAINING ECONOMIC INEFFICIENCY OF NEPALESE RICE FARMS: AN EMPIRICAL INVESTIGATION 0 0 0 9 0 0 1 95
Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management 0 0 2 47 5 7 12 113
Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect 0 0 1 19 0 0 2 65
Investor Sentiment and the Economic Policy Uncertainty Premium 0 0 1 53 5 8 19 197
Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests 0 0 1 36 3 6 13 131
Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash 0 0 1 78 0 3 15 198
Role of Farm Real Estate in a Globally Diversified Asset Portfolio 0 0 0 2 1 1 2 13
Should Farmers Invest in Financial Assets as a Risk Management Strategy? Some Evidence from New Zealand 0 0 0 12 0 0 1 144
Total Working Papers 0 1 7 298 15 28 72 1,121

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models 0 0 1 89 1 1 3 394
Are there rational speculative bubbles in the Philippine stock market? 0 0 0 8 0 2 2 140
Bubble footprints in the Malaysian stock market: are they rational? 0 0 0 0 0 1 2 2
Changing Time Attitudes in Intertemporal Analysis 0 0 0 1 1 2 3 27
Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan 0 0 0 2 2 2 3 25
Cross-sectional and time-series momentum returns: are Islamic stocks different? 0 0 0 2 0 1 3 15
Cross‐Sectional and Time Series Momentum Returns and Market States 0 0 0 7 0 0 3 30
Determinants of microcredit loans repayment problem among microfinance borrowers in Malaysia 0 0 1 50 1 1 7 213
Determinants of microcredit loans repayment problem among microfinance borrowers in Malaysia 0 0 0 6 3 3 4 52
Do extreme returns matter in emerging markets? Evidence from the Chinese stock market 0 0 1 39 1 4 6 106
Does idiosyncratic volatility matter in emerging markets? Evidence from China 0 0 0 15 3 3 6 104
Earnings management and earnings predictability: A quantile regression approach 0 0 1 10 0 3 12 30
Economic risk analysis of alternative farming systems for smallholder farmers in central and north-east Thailand 0 0 0 4 0 0 0 20
Extreme returns and the idiosyncratic volatility puzzle: African evidence 0 0 0 1 1 2 3 14
Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea 0 0 0 17 1 3 5 92
Formal and informal rural credit in the Mekong River Delta of Vietnam: Interaction and accessibility 0 0 1 106 1 2 7 352
Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets 0 1 1 37 0 3 4 101
Interrelation between Economic Sectors, Capital Structure and A Firm's Financial Performance: The Indonesian Evidence 0 0 2 45 3 3 10 440
Investor sentiment and the economic policy uncertainty premium 1 2 3 13 3 5 8 43
Is there a volatility effect in the Hong Kong stock market? 0 0 0 19 1 1 2 84
Maxing Out in China: Optimism or Attention? 0 0 0 3 0 0 0 18
Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests 0 0 1 1 2 3 8 26
Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis 0 0 1 25 1 1 3 134
Measuring the economic inefficiency of Nepalese rice farms using data envelopment analysis 0 0 0 117 0 2 5 503
Mediation Effects of Firm Leverage in Malaysia: Partial Least Squares - Structural Equation Modeling 0 0 1 38 1 3 8 144
Momentum returns and information uncertainty: Evidence from China 0 0 0 25 1 2 6 91
Momentum returns, market states, and market dynamics: Is China different? 0 0 0 7 0 2 3 55
Momentum, idiosyncratic volatility and market dynamics: Evidence from China 0 0 0 8 2 4 5 75
Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets 1 3 4 104 3 7 12 344
Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets 0 0 0 4 0 0 1 34
Risk Efficiency and Cost Effects of Geographic Diversification 0 0 0 2 0 1 3 17
Role of farm real estate in a globally diversified asset portfolio 0 0 0 0 0 0 1 2
Searching for rational bubble footprints in the Singaporean and Indonesian stock markets 0 0 0 5 1 1 5 30
Should farmers invest in financial assets as a risk management strategy? Some evidence from New Zealand 0 0 1 6 0 2 3 68
Should farmers invest in financial assets as a risk management strategy? Some evidence from New Zealand * 0 0 0 15 1 1 2 154
Size, BM, and momentum effects and the robustness of the Fama‐French three‐factor model 0 0 2 141 0 1 4 733
The impact of microcredit on rural households in the Mekong River Delta of Vietnam 0 1 1 8 1 3 6 52
Total Journal Articles 2 7 22 980 35 75 168 4,764
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Microfinance in Asia 0 0 2 63 1 2 12 254
Total Books 0 0 2 63 1 2 12 254

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Overview of Microfinance 0 0 1 36 1 2 3 204
Conclusions 0 0 0 1 1 1 4 24
Sources of Risk and Risk Management Strategies: The Case of Smallholder Farmers in a Developing Economy 0 0 1 14 0 3 8 55
Why Should PLS-SEM Be Used Rather Than Regression? Evidence from the Capital Structure Perspective 0 0 0 0 5 15 43 253
Total Chapters 0 0 2 51 7 21 58 536

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06