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Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam; Umutlu, Mehmet - In: The North American journal of economics and finance : a … 43 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
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Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam; Shemer, Jacob - In: Research in international business and finance 46 (2018), pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
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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
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Risk-based explanation for the country-level size and value effects
Zaremba, Adam - In: Finance research letters 18 (2016), pp. 226-233
Persistent link: https://www.econbiz.de/10011657029
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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
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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
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Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima - In: International review of financial analysis 58 (2018), pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
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Performance persistence of government bond factor premia
Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
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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
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Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366
Persistent link: https://www.econbiz.de/10014370380