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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

Size, value, and momentum in Polish equity returns : local or international factors?

Zaremba, Adam; Konieczka, Przemysław - In: International journal of management and economics 53 (2017) 3, pp. 26-47

This paper tests the performance of the Capital Asset Pricing Model (CAPM) and the Fama-French three-factor and Carhart four-factor models on the Polish market. We use stock level data from April 2001 to January 2014 and find strong evidence for value and momentum effects, but only weak evidence...

Persistent link: https://www.econbiz.de/10012026674

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

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