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subject:"Estimation"
~isPartOf:"Economic research"
~isPartOf:"Investment management and financial innovations"
~person:"Zaremba, Adam"
~subject:"Aktienmarkt"
~subject:"Auslandsinvestition"
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Estimation
Aktienmarkt
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Börsenkurs
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Capital income
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Emerging economies
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Kapitaleinkommen
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Schwellenländer
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Schätzung
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Share price
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Stock market
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emerging stock markets
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equity anomalies
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Forecasting model
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Markov switching model
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Portfolio selection
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Transaktionskosten
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cross section of stock returns
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factor allocation
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frontier equity markets
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return predictability
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short-sale constraints
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Zaremba, Adam
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Economic research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
Zaremba, Adam
;
Nikorowski, Jerzy
- In:
Economic research
32
(
2019
)
1,1
,
pp. 403-422
Persistent link: https://www.econbiz.de/10012388032
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2
Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach
Czapkiewicz, Anna
;
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3083-3099
Persistent link: https://www.econbiz.de/10012395129
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