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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
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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
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The momentum effect in country-level stock market anomalies
Zaremba, Adam - In: Economic research 31 (2018) 1,1, pp. 703-721
Persistent link: https://www.econbiz.de/10012486546
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Performance persistence in anomaly returns : evidence from frontier markets
Zaremba, Adam - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 12, pp. 2852-2873
Persistent link: https://www.econbiz.de/10012312684
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Quality investing and the cross-section of country returns
Zaremba, Adam - In: Studies in economics and finance 33 (2016) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10011719150
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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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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
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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
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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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Country selection strategies based on quality
Zaremba, Adam - In: Managerial finance 41 (2015) 12, pp. 1336-1356
Persistent link: https://www.econbiz.de/10011504225