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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

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

The January seasonality and the performance of country-level value and momentum strategies

Zaremba, Adam - In: Copernican Journal of Finance & Accounting : CJF&A 4 (2015) 2, pp. 195-209

Persistent link: https://www.econbiz.de/10012221343

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

Seasonality in the cross-section of cryptocurrency returns

Long, Huaigang; Zaremba, Adam; Demir, Ender; … - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012439072

Is there an illiquidity premium in frontier markets?

Stereńczak, Szymon; Zaremba, Adam; Umar, Zaghum - In: Emerging markets review 42 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012414420

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