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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

Multiscale stock-bond correlation : implications for risk management

Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; McMillan, … - In: Research in international business and finance 58 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013286286

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

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

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

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

Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management

Al Rababa'a, Abdel Razzaq; Alomari, Mohammad; Ur … - In: Research in international business and finance 61 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10014246854

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

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

Combining equity country selection strategies

Zaremba, Adam - In: Contemporary economics 11 (2017) 1, pp. 107-126

The recent increase in passive investment products has provided investors with easy access to international markets. The basic motivation of this paper is to offer new tools to investors who want to allocate assets across countries. This study investigates the performance of equity country...

Persistent link: https://www.econbiz.de/10011632627