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Explaining equity anomalies in frontier markets : a horserace of factor pricing models

Zaremba, Adam; Maydybura, Alina; Czapkiewicz, Anna; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3604-3633

Persistent link: https://www.econbiz.de/10012623456

Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach

Czapkiewicz, Anna; Zaremba, Adam; Szczygielski, Jan Jakub - In: Economic research 32 (2019) 1,4, pp. 3083-3099

Persistent link: https://www.econbiz.de/10012395129

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

An application of factor pricing models to the Polish stock market

Zaremba, Adam; Czapkiewicz, Anna; Szczygielski, Jan Jakub; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 9, pp. 2039-2056

Persistent link: https://www.econbiz.de/10012210940

Dissecting anomalies in Islamic stocks : integrated or segmented pricing?

Zaremba, Adam; Karathanasopoulos, Andreas; Maydybura, Alina - In: Pacific-Basin finance journal 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012492002

Digesting anomalies in emerging European markets : a comparison of factor pricing models

Zaremba, Adam; Czapkiewicz, Anna - In: Emerging markets review 31 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011803140

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

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

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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