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False discoveries in the anomaly research : new insights from the Stock Exchange of Melbourne (1927-1987)
Cakici, Nusret; Zaremba, Adam; Bianchi, Robert; Pham, Nga - In: Pacific-Basin finance journal 70 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013392350
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Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy
Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013286466
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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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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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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
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Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang; Fu, Tao; Long, Huaigang; Zaremba, Adam; … - In: Pacific-Basin finance journal 75 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
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Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - In: Research in international business and finance 64 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014266177