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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

Is there momentum in equity anomalies? : evidence from the Polish emerging market

Zaremba, Adam; Szyszka, Adam - In: Research in international business and finance 38 (2016), pp. 546-564

Persistent link: https://www.econbiz.de/10011640746

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

Performance persistence in anomaly returns : evidence from frontier markets

Zaremba, Adam - In: Emerging markets, finance and trade : EMFT 56 (2020) 12, pp. 2852-2873

Persistent link: https://www.econbiz.de/10012312684

Are Value, Size and Momentum Premiums in CEE Emerging Markets only Illusionary?

Zaremba, Adam; Konieczka, Przemyslaw - In: Czech Journal of Economics and Finance (Finance a uver) 65 (2015) 1, pp. 84-104

of illiquidity and transaction costs on value, size and momentum premiums in 11 CEE stock markets (Bulgaria, Croatia … find very high value and size premiums and strong synergy effects between value and momentum strategies. However, the …, only the value premium survives. The size and momentum effects get obliterated. …

Persistent link: https://www.econbiz.de/10011147544

Combining equity country selection strategies

Zaremba, Adam - In: Contemporary Economics 11 (2017) 1, pp. 107-126

The recent increase in passive investment products has provided investors with easy access to international markets. The basic motivation of this paper is to offer new tools to investors who want to allocate assets across countries. This study investigates the performance of equity country...

Persistent link: https://www.econbiz.de/10011659908