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Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - In: Research in international business and finance 64 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
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Stock market reactions under the shadow of the COVID-19 pandemic : evidence from China
Zhou, Wenyu; Zhou, Yujun; Zaremba, Adam; Long, Huaigang - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014547441
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Oil shocks and equity markets : the case of GCC and BRICS economies
Umar, Zaghum; Trabelsi, Nader; Zaremba, Adam - In: Energy economics 96 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012817858
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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
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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
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Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
Zaremba, Adam - 2014
No, it is not. Using sorting, cross-sectional tests, regression, and tests of a monotonic relation, we investigate the long-run post-IPO performance and its sources in the Central and Eastern European (CEE) markets. We examine over 1100 stocks from 11 CEE countries for the period 2002-2014....
Persistent link: https://www.econbiz.de/10013048355
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Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
Zaremba, Adam; Nikorowski, Jerzy - In: Economic research 32 (2019) 1,1, pp. 403-422
Persistent link: https://www.econbiz.de/10012388032
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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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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
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Trading Costs, Short Sale Constraints, and the Performance of Stock Market Anomalies in Emerging Europe
Zaremba, Adam - 2019
The study has investigated the impact of trading costs and short sale constraints on the performance of 70 stock market anomalies in Emerging Europe. While over 30 of the replicated strategies – mostly related to value, momentum, technical analysis, profitability, and issuance effects –...
Persistent link: https://www.econbiz.de/10012903346