Similar Search Results

Sources of return in the index futures markets

Zaremba, Adam - In: Contemporary economics 5 (2011) 2, pp. 54-71

The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in...

Persistent link: https://www.econbiz.de/10009244093

Is there a low-risk anomaly across countries?

Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10011441281

Country selection strategies based on quality

Zaremba, Adam - In: Managerial finance 41 (2015) 12, pp. 1336-1356

Persistent link: https://www.econbiz.de/10011504225

Mergers and acquisitions : evidence on post-announcement performance from CEE stock markets

Zaremba, Adam; Płotnicki, Michał - In: Journal of business economics and management 17 (2016) 2, pp. 251-266

Persistent link: https://www.econbiz.de/10011516914

Stock return and cash flow predictability : the role of volatility risk

Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471

Persistent link: https://www.econbiz.de/10011499728

Tail risk premia and return predictability

Bollerslev, Tim; Todorov, Viktor; Xu, Lai - In: Journal of financial economics 118 (2015) 1, pp. 113-134

Persistent link: https://www.econbiz.de/10011480379

Liquidity and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820574

Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 72 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012801522

What drives the January seasonality in the illiquidity premium? : evidence from international stock markets

Zaremba, Adam; Cakici, Nusret - In: The journal of investment strategies 10 (2021) 1, pp. 43-66

Persistent link: https://www.econbiz.de/10012805362

Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns

Umutlu, Mehmet; Bengitöz, Pelin; Zaremba, Adam - In: Applied economics 53 (2021) 54, pp. 6213-6230

Persistent link: https://www.econbiz.de/10012650394

1
2
3
4
5
6
7
8
9
10
Next
Last