Zaremba, Adam; Konieczka, Przemysław - In: e-Finanse: Financial Internet Quarterly 11 (2015) 3, pp. 58-69
In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market …. The research aims to broaden the academic knowledge in a few ways. First, we deliver fresh out-of-sample evidence on value … value, momentum, and size premiums are to some extent present on the Polish market. Furthermore, they strengthen each other …