Similar Search Results

Market Segmentation and International Diversification Across Country and Industry Portfolios

Umutlu, Mehmet; Gören Yargi, Seher; Zaremba, Adam - 2023

We conjecture that partially segmented stock indexes that are characterized by low correlation with the world market are mainly priced by local factors and should produce abnormal returns relative to a global asset-pricing model. This implies a negative relation between correlation and future...

Persistent link: https://www.econbiz.de/10014351192

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

Political risk and portfolio performance : implications for Shariah-compliant investors

Raza, Muhammad Wajid; Suleman, Muhammad Tahir; Zaremba, Adam - In: International journal of Islamic and Middle Eastern … 16 (2023) 5, pp. 996-1008

Persistent link: https://www.econbiz.de/10014340024

Return seasonalities in government bonds and macroeconomic risk

Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116

Persistent link: https://www.econbiz.de/10012121248

Two centuries of global financial market integration : equities, government bonds, treasury bills, and currencies

Zaremba, Adam; Kambouris, George D.; Karathanasopoulos, … - In: Economics letters 182 (2019), pp. 26-29

Persistent link: https://www.econbiz.de/10012122419

Cross-sectional seasonalities in international government bond returns

Zaremba, Adam - In: Journal of banking & finance 98 (2019), pp. 80-94

Persistent link: https://www.econbiz.de/10012162242

Performance persistence of government bond factor premia

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

The cross section of international government bond returns

Zaremba, Adam; Czapkiewicz, Anna - In: Economic modelling 66 (2017), pp. 171-183

Persistent link: https://www.econbiz.de/10011813710

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

Term spreads and the COVID-19 pandemic : evidence from international sovereign bond markets

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Umar, … - In: Finance research letters 44 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014494748