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~language:"eng"
~language:"nor"
~person:"Zaremba, Adam"
~source:"econis"
~subject:"Equity anomalies"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Equity anomalies
Forecasting model
Kapitaleinkommen
Volatilität
Capital income
94
CAPM
63
Estimation
62
Schätzung
62
Börsenkurs
58
Share price
58
Stock market
47
Aktienmarkt
46
Welt
41
World
41
Prognoseverfahren
37
Return predictability
34
Portfolio selection
33
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29
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23
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Öffentliche Anleihe
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return predictability
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The cross-section of stock returns
10
Emerging economies
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102
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Zaremba, Adam
Gupta, Rangan
301
Pierdzioch, Christian
106
Bouri, Elie
105
Ma, Feng
104
McMillan, David G.
104
Wohar, Mark E.
100
McAleer, Michael
88
Tiwari, Aviral Kumar
84
Hammoudeh, Shawkat
81
Narayan, Paresh Kumar
81
Bahmani-Oskooee, Mohsen
73
Franses, Philip Hans
73
Wang, Yudong
73
Timmermann, Allan
72
Clements, Michael P.
71
Balcilar, Mehmet
65
Xuan Vinh Vo
65
Caporale, Guglielmo Maria
63
Demirer, Rıza
63
Faff, Robert W.
63
Salisu, Afees A.
62
Kang, Sang Hoon
61
Baghestani, Hamid
60
Fabozzi, Frank J.
60
Zhang, Yaojie
60
Bollerslev, Tim
57
Brooks, Robert
57
Fildes, Robert
57
Marcellino, Massimiliano
56
Bali, Turan G.
55
Mensi, Walid
55
Apergēs, Nikolaos
53
Nguyen, Duc Khuong
51
Ryu, Doojin
51
Gil-Alaña, Luis A.
50
Lucey, Brian M.
49
Moosa, Imad A.
49
Kumar, Dilip
48
Wang, Shouyang
48
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Finance research letters
8
Applied economics
6
Research in international business and finance
6
Economic research
5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
International review of financial analysis
4
Pacific-Basin finance journal
4
Economic modelling
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Contemporary economics
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Copernican Journal of Finance & Accounting : CJF&A
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E-Finanse : finansowy kwartalnik internetowy
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Energy economics
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Finance a úvěr
2
International journal of finance & banking studies : JJFBS
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Journal of business economics and management
2
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
2
The journal of investing : JOI
2
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Argumenta oeconomica
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Eurasian economic review : a journal in applied macroeconomics and finance
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Financial markets, institutions & instruments
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International journal of Islamic and Middle Eastern finance and management
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International journal of economics and finance
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International journal of management and economics
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Journal of financial stability
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Managerial finance
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ECONIS (ZBW)
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1
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
4
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
5
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:
6
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
7
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
9
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:
10
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
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