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~language:"eng"
~language:"nor"
~person:"Zaremba, Adam"
~source:"econis"
~subject:"Equity anomalies"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Equity anomalies
Kapitaleinkommen
Volatilität
Capital income
99
CAPM
66
Estimation
63
Schätzung
63
Börsenkurs
61
Share price
61
Stock market
49
Aktienmarkt
48
Welt
43
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43
Forecasting model
40
Prognoseverfahren
40
Portfolio selection
35
Portfolio-Management
35
Return predictability
34
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30
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26
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26
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25
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25
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18
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15
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14
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12
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11
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11
The cross-section of stock returns
11
Wirkungsanalyse
11
return predictability
11
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10
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10
Emerging economies
9
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9
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Article
106
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Article in journal
Aufsatz in Zeitschrift
106
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Zaremba, Adam
Gupta, Rangan
219
Bouri, Elie
112
Ma, Feng
106
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
64
Xuan Vinh Vo
63
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Zhang, Yaojie
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
58
Brooks, Robert
55
Mensi, Walid
55
Bali, Turan G.
54
Bollerslev, Tim
53
Salisu, Afees A.
52
Lucey, Brian M.
51
Nguyen, Duc Khuong
50
Ryu, Doojin
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Gil-Alaña, Luis A.
47
Corbet, Shaen
46
Fabozzi, Frank J.
46
Zhang, Wei
46
Cakici, Nusret
45
Liang, Chao
45
Sehgal, Sanjay
45
Shahzad, Syed Jawad Hussain
45
Yin, Libo
44
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43
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Finance research letters
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Applied economics
6
International review of financial analysis
6
Research in international business and finance
6
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5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
4
Economic modelling
3
Emerging markets review
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
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2
Copernican Journal of Finance & Accounting : CJF&A
2
E-Finanse : finansowy kwartalnik internetowy
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Energy economics
2
Finance a úvěr
2
International journal of finance & banking studies : JJFBS
2
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2
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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2
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Argumenta oeconomica
1
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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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International journal of Islamic and Middle Eastern finance and management
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International journal of management and economics
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Journal of financial economics
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ECONIS (ZBW)
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51
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
52
One shape fits all? : a comprehensive examination of cryptocurrency return distributions
Szczygielski, Jan Jakub
;
Karathanasopoulos, Andreas
; …
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1567-1573
Persistent link: https://www.econbiz.de/10012315670
Saved in:
53
Opposites attract : combining alpha momentum and alpha reversal in international equity markets
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
The journal of investing : JOI
29
(
2020
)
3
,
pp. 38-62
Persistent link: https://www.econbiz.de/10013177472
Saved in:
54
Performance persistence in anomaly returns : evidence from frontier markets
Zaremba, Adam
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
12
,
pp. 2852-2873
Persistent link: https://www.econbiz.de/10012312684
Saved in:
55
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Economic research
33
(
2020
)
1,1
,
pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
Saved in:
56
Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang
;
Zaremba, Adam
;
Demir, Ender
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
Saved in:
57
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam
;
Umutlu, Mehmet
;
Maydybura, Alina
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Saved in:
58
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
59
An application of factor pricing models to the Polish stock market
Zaremba, Adam
;
Czapkiewicz, Anna
;
Szczygielski, Jan Jakub
; …
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
9
,
pp. 2039-2056
Persistent link: https://www.econbiz.de/10012210940
Saved in:
60
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:
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