Year 2019

• Is there a low-risk anomaly in the UAE stock market?

  Publication

  • J. Szczygielski
  • M. Mikutowski
  • A. Zaremba

  - Journal of Research in Emerging Markets - Year 2019

  Full text to download in external service

• Limits to arbitrage, investor sentiment, and factor returns in international government bond markets

  Publication

  • A. Zaremba
  • J. Szczygielski

  - Economic Research-Ekonomska Istrazivanja - Year 2019

  Full text to download in external service

• Picking winners to pick your winners: The momentum effect in commodity risk factors

  Publication

  • A. Zaremba
  • M. Mikutowski
  • A. Karathanasopoulos
  • M. Osman

  - North American Journal of Economics and Finance - Year 2019

  Full text to download in external service

• Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach

  Publication

  • A. Czapkiewicz
  • A. Zaremba
  • J. Szczygielski

  - Economic Research-Ekonomska Istrazivanja - Year 2019

  Full text to download in external service

• Price range and the cross-section of expected country and industry returns

  Publication

  • A. Zaremba

  - International Review of Financial Analysis - Year 2019

  Full text to download in external service

• Return seasonalities in government bonds and macroeconomic risk

  Publication

  • M. Mikutowski
  • A. Karathanasopoulos
  • A. Zaremba

  - ECONOMICS LETTERS - Year 2019

  Full text to download in external service

• Reverse splits in international stock markets: Reconciling the evidence on long-term returns

  Publication

  • A. Zaremba
  • S. Okoń
  • R. Asyngier
  • L. Schroeter

  - Research in International Business and Finance - Year 2019

  Full text to download in external service

• Short-term momentum (almost) everywhere

  Publication

  • A. Zaremba
  • H. Long
  • A. Karathanasopoulos

  - Journal of International Financial Markets Institutions & Money - Year 2019

  Full text to download in external service

• The Cross Section of Country Equity Returns: A Review of Empirical Literature

  Publication

  • A. Zaremba

  - Journal of Risk and Financial Management - Year 2019

  Full text to download in external service

• The cross-section of returns in frontier equity markets: Integrated or segmented pricing?

  Publication

  • A. Zaremba
  • A. Maydybura

  - Emerging Markets Review - Year 2019

  Full text to download in external service

• The (lack of) momentum effect in the UAE stock market

  Publication

  • M. Mikutowski
  • M. Arnaut
  • A. Zaremba

  - Journal of Research in Emerging Markets - Year 2019

  Full text to download in external service

• The sources of momentum in international government bond returns

  Publication

  • A. Zaremba
  • G. Kambouris

  - APPLIED ECONOMICS - Year 2019

  Full text to download in external service

• Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe

  Publication

  • A. Zaremba
  • J. Nikorowski

  - Economic Research-Ekonomska Istrazivanja - Year 2019

  Full text to download in external service

Year 2018

• Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight

  Publication

  • A. Zaremba
  • A. Czapkiewicz
  • B. Będowska-Sójka

  - Finance Research Letters - Year 2018

  Full text to download in external service

• Is there momentum in factor premia? Evidence from international equity markets

  Publication

  • A. Zaremba
  • J. Shemer

  - Research in International Business and Finance - Year 2018

  Full text to download in external service

• Less pain, more gain: Volatility-adjusted residual momentum in international equity markets

  Publication

  • A. Zaremba
  • M. Umutlu
  • A. Maydybura

  - Investment Analysts Journal - Year 2018

  Full text to download in external service

• Paper profits or real money? Trading costs and stock market anomalies in country ETFs

  Publication

  • A. Zaremba
  • L. Andreu

  - International Review of Financial Analysis - Year 2018

  Full text to download in external service

• POST-MERGER RETURNS IN FRONTIER MARKETS, OR HOW WE LEARNED TO STOP WORRYING AND LOVE THE ACQUIRERS

  Publication

  • A. Zaremba
  • A. SZYSZKA
  • M. PŁOTNICKI
  • P. GROBELNY

  - Journal of Business Economics and Management - Year 2018

  Full text to download in external service

• Size matters everywhere: Decomposing the small country and small industry premia

  Publication

  • A. Zaremba
  • M. Umutlu

  - North American Journal of Economics and Finance - Year 2018

  Full text to download in external service

• Strategies can be expensive too! The value spread and asset allocation in global equity markets

  Publication

  • A. Zaremba
  • M. Umutlu

  - APPLIED ECONOMICS - Year 2018

  Full text to download in external service

• The momentum effect in country-level stock market anomalies

  Publication

  • A. Zaremba

  - Economic Research-Ekonomska Istrazivanja - Year 2018

  Full text to download in external service

Year 2017

• Combining Equity Country Selection Strategies

  Publication

  • A. Zaremba

  - Contemporary Economics - Year 2017

  Full text to download in external service

• Country Asset Allocation

  Publication

  • A. Zaremba
  • J. Shemer

  - Year 2017

  Full text to download in external service

• Digesting anomalies in emerging European markets: A comparison of factor pricing models

  Publication

  • A. Zaremba
  • A. Czapkiewicz

  - Emerging Markets Review - Year 2017

  Full text to download in external service

• Merger imbalance and returns in international equity markets

  Publication

  • A. Zaremba
  • P. Grobelny

  - Investment Analysts Journal - Year 2017

  Full text to download in external service

• Performance persistence of government bond factor premia

  Publication

  • A. Zaremba

  - Finance Research Letters - Year 2017

  Full text to download in external service

• Seasonality in government bond returns and factor premia

  Publication

  • A. Zaremba
  • T. Schabek

  - Research in International Business and Finance - Year 2017

  Full text to download in external service

• Seasonality in the cross section of factor premia

  Publication

  • A. Zaremba

  - Investment Analysts Journal - Year 2017

  Full text to download in external service

• The cross section of international government bond returns

  Publication

  • A. Zaremba
  • A. Czapkiewicz

  - ECONOMIC MODELLING - Year 2017

  Full text to download in external service

Year 2016

• Country Risk and Expected Returns across Global Equity Markets

  Publication

  • A. Zaremba

  - SSRN Electronic Journal - Year 2016

  Full text to download in external service

• Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies

  Publication

  • A. Zaremba

  - Journal of Behavioral and Experimental Finance - Year 2016

  Full text to download in external service

• Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets

  Publication

  • A. Zaremba
  • A. Szyszka

  - EMERGING MARKETS FINANCE AND TRADE - Year 2016

  Full text to download in external service

• Is there a low-risk anomaly across countries?

  Publication

  • A. Zaremba

  - Eurasian Economic Review - Year 2016

  Full text to download in external service

• Is there momentum in equity anomalies? Evidence from the Polish emerging market

  Publication

  • A. Zaremba
  • A. Szyszka

  - Research in International Business and Finance - Year 2016

  Full text to download in external service

• MERGERS AND ACQUISITIONS: EVIDENCE ON POST-ANNOUNCEMENT PERFORMANCE FROM CEE STOCK MARKETS

  Publication

  • A. Zaremba
  • M. PŁOTNICKI

  - Journal of Business Economics and Management - Year 2016

  Full text to download in external service

• Quality investing and the cross-section of country returns

  Publication

  • A. Zaremba

  - Studies in Economics and Finance - Year 2016

  Full text to download in external service

• Risk-based explanation for the country-level size and value effects

  Publication

  • A. Zaremba

  - Finance Research Letters - Year 2016

  Full text to download in external service

• The low price anomaly and the Intriguing Case of the Polish Stock Market

  Publication

  • A. Zaremba
  • P. Konieczka
  • S. Okon
  • A. Nowak

  - Inzinerine Ekonomika-Engineering Economics - Year 2016

  Full text to download in external service

Year 2015

• Country selection strategies based on quality

  Publication

  • A. Zaremba

  - Managerial Finance - Year 2015

  Full text to download in external service

• Country selection strategies based on value, size and momentum

  Publication

  • A. Zaremba

  - Investment Analysts Journal - Year 2015

  Full text to download in external service

• Is Financialization Killing Commodity Investments?

  Publication

  • A. Zaremba

  - Journal of Alternative Investments - Year 2015

  Full text to download in external service

• Skewness preference across countries

  Publication

  • A. Zaremba
  • A. Nowak

  - Business and Economic Horizons - Year 2015

  Full text to download in external service

• The Financialization of Commodity Markets

  Publication

  • A. Zaremba

  - Year 2015

  Full text to download in external service

• Value, Size, Momentum, and Unique Role of Microcaps in CEE Market Stock Returns

  Publication

  • A. Zaremba

  - EASTERN EUROPEAN ECONOMICS - Year 2015

  Full text to download in external service

Year 2011

• Sources of Return in the Index Futures Markets

  Publication

  • A. Adam
  • A. Zaremba

  - Contemporary Economics - Year 2011

  Full text to download in external service