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Liquidity and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820574

Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 72 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012801522

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

Herding for profits : market breadth and the cross-section of global equity returns

Zaremba, Adam; Szyszka, Adam; Karathanasopoulos, Andreas; … - In: Economic modelling 97 (2021), pp. 348-364

Persistent link: https://www.econbiz.de/10012793470

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

The cross-section of returns in frontier equity markets : integrated or segmented pricing?

Zaremba, Adam; Maydybura, Alina - In: Emerging markets review 38 (2019), pp. 219-238

Persistent link: https://www.econbiz.de/10012312748

Is the abnormal post-IPO underperformance really abnormal? : the evidence from CEE emerging markets

Zaremba, Adam; Szyszka, Adam - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2721-2739

Persistent link: https://www.econbiz.de/10011675587

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

Size matters everywhere : decomposing the small country and small industry premia

Zaremba, Adam; Umutlu, Mehmet - In: The North American journal of economics and finance : a … 43 (2018), pp. 1-18

Persistent link: https://www.econbiz.de/10012036250