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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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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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Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: Journal of empirical finance 53 (2019), pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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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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Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 149 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
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Changes in shares outstanding and country stock returns around the world
Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Journal of international financial markets, … 90 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam; Umutlu, Mehmet; Maydybura, Alina - In: Journal of banking & finance 121 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
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Dissecting anomalies in Islamic stocks : integrated or segmented pricing?
Zaremba, Adam; Karathanasopoulos, Andreas; Maydybura, Alina - In: Pacific-Basin finance journal 62 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012492002
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When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam; Cakici, Nusret; Demir, Ender; Long, Huaigang - In: Journal of financial stability 58 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
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Salience theory and the cross-section of stock returns : International and further evidence
Cakici, Nusret; Zaremba, Adam - In: Journal of financial economics 146 (2022) 2, pp. 689-725
Persistent link: https://www.econbiz.de/10013482348