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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
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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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
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Seasonality in government bond returns and factor premia
Zaremba, Adam; Schabek, Tomasz - In: Research in international business and finance 41 (2017), pp. 292-302
Persistent link: https://www.econbiz.de/10011914502
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Reverse splits in international stock markets : reconciling the evidence on long-term returns
Zaremba, Adam; Okoń, Szymon; Asyngier, Roman; … - In: Research in international business and finance 47 (2019), pp. 552-562
Persistent link: https://www.econbiz.de/10012135800
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The sources of momentum in international government bond returns
Zaremba, Adam; Kambouris, George - In: Applied economics 51 (2019) 8, pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
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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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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
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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
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Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet; Yargı, Seher Gören; Zaremba, Adam - In: Research in international business and finance 65 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014434054