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Adam Zaremba
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total: 95
Catalog Publications
Year 2024
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Air temperature and sovereign bond returns
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Beyond traditional financial asset classes: The demand for infrastructure in a multi‐period asset allocation framework
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Changes in shares outstanding and country stock returns around the world
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Cross-country factor momentum
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Cryptocurrency anomalies and economic constraints
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ESG investing in good and bad times: An international study
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ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine
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Non-standard errors in the cryptocurrency world
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Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China
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Year 2023
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ChatGPT: Unlocking the future of NLP in finance
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Composite equity issuance and the cross-section of country and industry returns
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Cryptocurrency factor momentum
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Factor seasonalities: International and further evidence
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
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Interest rate changes and the cross-section of global equity returns
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Machine learning goes global: Cross-sectional return predictability in international stock markets
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Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
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Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
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Trade competitiveness and the aggregate returns in global stock markets
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Year 2022
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Is geopolitical risk priced in the cross-section of cryptocurrency returns?
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Is tail risk priced in the cross-section of Chinese mutual fund returns?
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Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
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Sail Away to a Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies
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Salience theory and the cross-section of stock returns: International and further evidence
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Seven centuries of commodity co-movement: a wavelet analysis approach
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Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
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The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic
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Twitter-Based uncertainty and cryptocurrency returns
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Year 2021
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Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy
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COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets
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Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
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Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models
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FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE
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How to survive a pandemic: The corporate resiliency of travel and leisure companies to the COVID-19 outbreak
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Liquidity and the cross-section of international stock returns
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Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
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Spillover and risk transmission in the components of the term structure of eurozone yield curve
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Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
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Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
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Year 2020
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Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective
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Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?
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Performance Persistence in Anomaly Returns: Evidence from Frontier Markets
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
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Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing
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Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns
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Year 2019
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A note on value investing in the UAE stock market
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An Application of Factor Pricing Models to the Polish Stock Market
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Beware of the crash risk: Tail beta and the cross-section of stock returns in China
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Cross-sectional seasonalities in international government bond returns
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Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally?
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