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~person:"Drew, Michael E."
~person:"Polk, Christopher"
~person:"Zaremba, Adam"
~subject:"Australien"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Australien
Risk
CAPM
81
Capital income
73
Kapitaleinkommen
73
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48
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48
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38
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38
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Drew, Michael E.
Polk, Christopher
Zaremba, Adam
Faff, Robert W.
16
Zhong, Angel
9
Chan, Howard Wei-hong
8
Demirer, Rıza
8
Bali, Turan G.
6
Bergeron, Claude
6
Cakici, Nusret
6
Docherty, Paul
6
Gharghori, Philip
6
Chai, Daniel
5
Duc Hong Vo
5
Durand, Robert B.
5
Gray, Philip K.
5
Hansen, Lars Peter
5
Liu, Hening
5
Long, Huaigang
5
Reeves, Jonathan J.
5
Savva, Christos S.
5
Wagner, Niklas F.
5
Batten, Jonathan A.
4
Brailsford, Timothy J.
4
Brown, Stephen J.
4
Chiah, Mardy
4
Christiansen, Charlotte
4
Easton, Steve
4
Epstein, Larry G.
4
Ferson, Wayne E.
4
Gospodinov, Nikolaj
4
Harvey, Campbell R.
4
Jarrow, Robert A.
4
Li, Bin
4
Lin, Chien-ting
4
Liu, Bin
4
Madan, Dilip B.
4
Robotti, Cesare
4
Semenov, Andrei
4
Veeraraghavan, Madhu
4
Almeida, Caio
3
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Applied economics
2
Finance research letters
2
Review of Pacific Basin financial markets and policies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Economic modelling
1
Economic research
1
Economics letters
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance a úvěr
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Journal of emerging market finance
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Journal of financial stability
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Pacific-Basin finance journal
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ECONIS (ZBW)
16
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1
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:
2
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
3
When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam
;
Cakici, Nusret
;
Demir, Ender
;
Long, Huaigang
- In:
Journal of financial stability
58
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
Saved in:
4
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
5
False discoveries in the anomaly research : new insights from the Stock Exchange of Melbourne (1927-1987)
Cakici, Nusret
;
Zaremba, Adam
;
Bianchi, Robert
;
Pham, Nga
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013392350
Saved in:
6
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:
7
Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz
;
Karathanasopoulos, Andreas
; …
- In:
Economics letters
176
(
2019
),
pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
Saved in:
8
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:
9
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:
10
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
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