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Adam Zaremba
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total: 95
Catalog Publications
Year 2019
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Is there a low-risk anomaly in the UAE stock market?
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Limits to arbitrage, investor sentiment, and factor returns in international government bond markets
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Picking winners to pick your winners: The momentum effect in commodity risk factors
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Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach
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Price range and the cross-section of expected country and industry returns
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Return seasonalities in government bonds and macroeconomic risk
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Reverse splits in international stock markets: Reconciling the evidence on long-term returns
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Short-term momentum (almost) everywhere
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The Cross Section of Country Equity Returns: A Review of Empirical Literature
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The cross-section of returns in frontier equity markets: Integrated or segmented pricing?
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The (lack of) momentum effect in the UAE stock market
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The sources of momentum in international government bond returns
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Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
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Year 2018
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Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
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Is there momentum in factor premia? Evidence from international equity markets
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Less pain, more gain: Volatility-adjusted residual momentum in international equity markets
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Paper profits or real money? Trading costs and stock market anomalies in country ETFs
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POST-MERGER RETURNS IN FRONTIER MARKETS, OR HOW WE LEARNED TO STOP WORRYING AND LOVE THE ACQUIRERS
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Size matters everywhere: Decomposing the small country and small industry premia
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
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The momentum effect in country-level stock market anomalies
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Year 2017
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Combining Equity Country Selection Strategies
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Country Asset Allocation
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Digesting anomalies in emerging European markets: A comparison of factor pricing models
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Merger imbalance and returns in international equity markets
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Performance persistence of government bond factor premia
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Seasonality in government bond returns and factor premia
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Seasonality in the cross section of factor premia
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The cross section of international government bond returns
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Year 2016
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Country Risk and Expected Returns across Global Equity Markets
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Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
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Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
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Is there a low-risk anomaly across countries?
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Is there momentum in equity anomalies? Evidence from the Polish emerging market
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MERGERS AND ACQUISITIONS: EVIDENCE ON POST-ANNOUNCEMENT PERFORMANCE FROM CEE STOCK MARKETS
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Quality investing and the cross-section of country returns
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Risk-based explanation for the country-level size and value effects
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The low price anomaly and the Intriguing Case of the Polish Stock Market
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Year 2015
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Country selection strategies based on quality
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Country selection strategies based on value, size and momentum
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Is Financialization Killing Commodity Investments?
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Skewness preference across countries
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The Financialization of Commodity Markets
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Value, Size, Momentum, and Unique Role of Microcaps in CEE Market Stock Returns
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Year 2011
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Sources of Return in the Index Futures Markets
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