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person:"Lakonishok, Josef"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~person:"Harvey, Campbell R."
~person:"Timmermann, Allan"
~person:"Zaremba, Adam"
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Lakonishok, Josef
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International review of financial analysis
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ECONIS (ZBW)
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1
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:
2
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:
3
Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Zaremba, Adam
;
Andreu, Laura
- In:
International review of financial analysis
56
(
2018
),
pp. 181-192
Persistent link: https://www.econbiz.de/10012006248
Saved in:
4
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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5
The specification of conditional expectations
Harvey, Campbell R.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 573-637
Persistent link: https://www.econbiz.de/10001655355
Saved in:
6
Instability of return prediction models
Paye, Bradley S.
;
Timmermann, Allan
- In:
Journal of empirical finance
13
(
2006
)
3
,
pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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7
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
8
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
9
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
10
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret
;
Shahzad, Syed Jawad Hussain
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
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