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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim - In: Journal of financial econometrics 20 (2022) 2, pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Economic research 33 (2020) 1,1, pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
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Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach
Czapkiewicz, Anna; Zaremba, Adam; Szczygielski, Jan Jakub - In: Economic research 32 (2019) 1,4, pp. 3083-3099
Persistent link: https://www.econbiz.de/10012395129
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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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Performance persistence in anomaly returns : evidence from frontier markets
Zaremba, Adam - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 12, pp. 2852-2873
Persistent link: https://www.econbiz.de/10012312684
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Country risk and expected returns across global equity markets
Zaremba, Adam - In: Finance a úvěr 68 (2018) 4, pp. 374-398
Persistent link: https://www.econbiz.de/10011919795
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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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Limits to arbitrage, investor sentiment, and factor returns in international government bond markets
Zaremba, Adam; Szczygielski, Jan Jakub - In: Economic research 32 (2019) 1,2, pp. 1727-1743
Persistent link: https://www.econbiz.de/10012433862