Wyszukiwarka
Adam Zaremba
Zatrudnienie
Obszary badawcze
- Brak danych
Publikacje
Filtry
wszystkich: 95
Katalog Publikacji
Rok 2019
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Is there a low-risk anomaly in the UAE stock market?
Publikacja -
Limits to arbitrage, investor sentiment, and factor returns in international government bond markets
Publikacja -
Picking winners to pick your winners: The momentum effect in commodity risk factors
Publikacja -
Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach
Publikacja -
Price range and the cross-section of expected country and industry returns
Publikacja -
Return seasonalities in government bonds and macroeconomic risk
Publikacja -
Reverse splits in international stock markets: Reconciling the evidence on long-term returns
Publikacja -
Short-term momentum (almost) everywhere
Publikacja -
The Cross Section of Country Equity Returns: A Review of Empirical Literature
Publikacja -
The cross-section of returns in frontier equity markets: Integrated or segmented pricing?
Publikacja -
The (lack of) momentum effect in the UAE stock market
Publikacja -
The sources of momentum in international government bond returns
Publikacja -
Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
Publikacja
Rok 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
Publikacja -
Less pain, more gain: Volatility-adjusted residual momentum in international equity markets
Publikacja -
Paper profits or real money? Trading costs and stock market anomalies in country ETFs
Publikacja -
POST-MERGER RETURNS IN FRONTIER MARKETS, OR HOW WE LEARNED TO STOP WORRYING AND LOVE THE ACQUIRERS
Publikacja -
Size matters everywhere: Decomposing the small country and small industry premia
Publikacja -
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Publikacja -
The momentum effect in country-level stock market anomalies
Publikacja
Rok 2017
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Combining Equity Country Selection Strategies
Publikacja -
Country Asset Allocation
Publikacja -
Digesting anomalies in emerging European markets: A comparison of factor pricing models
Publikacja -
Merger imbalance and returns in international equity markets
Publikacja -
Performance persistence of government bond factor premia
Publikacja -
Seasonality in government bond returns and factor premia
Publikacja -
Seasonality in the cross section of factor premia
Publikacja -
The cross section of international government bond returns
Publikacja
Rok 2016
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Country Risk and Expected Returns across Global Equity Markets
Publikacja -
Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
Publikacja -
Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
Publikacja -
Is there a low-risk anomaly across countries?
Publikacja -
Is there momentum in equity anomalies? Evidence from the Polish emerging market
Publikacja -
MERGERS AND ACQUISITIONS: EVIDENCE ON POST-ANNOUNCEMENT PERFORMANCE FROM CEE STOCK MARKETS
Publikacja -
Quality investing and the cross-section of country returns
Publikacja -
Risk-based explanation for the country-level size and value effects
Publikacja -
The low price anomaly and the Intriguing Case of the Polish Stock Market
Publikacja
Rok 2015
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Country selection strategies based on quality
Publikacja -
Country selection strategies based on value, size and momentum
Publikacja -
Is Financialization Killing Commodity Investments?
Publikacja -
Skewness preference across countries
Publikacja -
The Financialization of Commodity Markets
Publikacja -
Value, Size, Momentum, and Unique Role of Microcaps in CEE Market Stock Returns
Publikacja
Rok 2011
wyświetlono 282 razy