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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research in international business and finance"
~person:"Zaremba, Adam"
~subject:"asset pricing"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
asset pricing
Capital income
7
Estimation
7
Kapitaleinkommen
7
Return predictability
7
Schätzung
7
Asset pricing
5
CAPM
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Prognoseverfahren
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Portfolio selection
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Efficient market hypothesis
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International financial market
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Internationaler Finanzmarkt
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The cross-section of stock returns
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Country equity indexes
1
Country equity indices
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Country equity risk premium
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Zaremba, Adam
Gupta, Rangan
6
Ma, Feng
5
Degiannakis, Stavros
4
Abedin, Mohammad Zoynul
3
Gil-Alaña, Luis A.
3
Kim, Jae H.
3
Long, Huaigang
3
Nonejad, Nima
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Pierdzioch, Christian
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Umar, Zaghum
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2
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2
Salisu, Afees A.
2
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2
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International review of financial analysis
Journal of economic dynamics & control
Research in international business and finance
Applied economics
4
Economic research
4
Emerging markets, finance and trade : EMFT
3
Finance a úvěr
2
Finance research letters
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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E-Finanse : finansowy kwartalnik internetowy
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of management and economics
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
7
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1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
3
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
4
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
5
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
6
Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Zaremba, Adam
;
Andreu, Laura
- In:
International review of financial analysis
56
(
2018
),
pp. 181-192
Persistent link: https://www.econbiz.de/10012006248
Saved in:
7
Is there momentum in equity anomalies? : evidence from the Polish emerging market
Zaremba, Adam
;
Szyszka, Adam
- In:
Research in international business and finance
38
(
2016
),
pp. 546-564
Persistent link: https://www.econbiz.de/10011640746
Saved in:
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