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Are institutions informed about news?

Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - In: Journal of financial economics 117 (2015) 2, pp. 249-287

Persistent link: https://www.econbiz.de/10011479892

Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight

Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167

Persistent link: https://www.econbiz.de/10011982555

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

Is there momentum in equity anomalies? : evidence from the Polish emerging market

Zaremba, Adam; Szyszka, Adam - In: Research in international business and finance 38 (2016), pp. 546-564

Persistent link: https://www.econbiz.de/10011640746

Post-merger returns in frontier markets, or how we learned to stop worrying and love the acquirers

Zaremba, Adam; Szyszka, Adam; Płotnicki, Michał; … - In: Journal of business economics and management 19 (2018) 1, pp. 96-109

This study presents the results from a comprehensive out-of-sample test of long-run returns following mergers and acquisitions (M&As). Using a unique sample from 23 frontier markets of almost 800 transactions conducted during the years 1992 to 2016, we implement both cross-sectional tests and...

Persistent link: https://www.econbiz.de/10012174722

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

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

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

Cross-sectional seasonalities in international government bond returns

Zaremba, Adam - In: Journal of banking & finance 98 (2019), pp. 80-94

Persistent link: https://www.econbiz.de/10012162242

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