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~isPartOf:"Applied economics"
~person:"Zaremba, Adam"
~subject:"CAPM"
~subject:"the cross-section of stock returns"
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CAPM
the cross-section of stock returns
Capital income
6
Kapitaleinkommen
6
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5
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5
return predictability
5
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4
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Zaremba, Adam
Atilgan, Yigit
2
Demirtas, K. Ozgur
2
Grobys, Klaus
2
Gunaydin, A. Doruk
2
Long, Huaigang
2
Umar, Zaghum
2
Akhtaruzzaman, Md.
1
Alles, Lakshman
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Alper, C. Emre
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Altay-Salih, Aslihan
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Bhaduri nee Chakraborty, Nilanjana
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics
Finance research letters
7
International review of financial analysis
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Economic modelling
3
Economic research
3
Emerging markets review
3
Journal of economic dynamics & control
3
Pacific-Basin finance journal
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & banking studies : JJFBS
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
5
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1
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
2
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
3
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
4
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
5
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
Saved in:
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