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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
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Economic research 33 (2020) 1,1, pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
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Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang; Zaremba, Adam; Demir, Ender; … - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
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Business sentiment and the cross-section of global equity returns
Zaremba, Adam; Szyszka, Adam; Long, Huaigang; Zawadka, … - In: Pacific-Basin finance journal 61 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012494421
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Short-term momentum (almost) everywhere
Zaremba, Adam; Long, Huaigang; Karathanasopoulos, Andreas - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263330
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Tail risk and expected stock returns around the world
Long, Huaigang; Zhu, Yanjian; Chen, Lifang; Jiang, Yuexiang - In: Pacific-Basin finance journal 56 (2019), pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
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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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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731