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Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
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Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Zaremba, Adam; Andreu, Laura - In: International review of financial analysis 56 (2018), pp. 181-192
Persistent link: https://www.econbiz.de/10012006248
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Price range and the cross-section of expected country and industry returns
Zaremba, Adam - In: International review of financial analysis 64 (2019), pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
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Cryptocurrency anomalies and economic constraints
Fieberg, Christian; Liedtke, Gerrit; Zaremba, Adam - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
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Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret; Shahzad, Syed Jawad Hussain; … - In: International review of financial analysis 94 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014543950