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Zaremba, Adam; Long, Huaigang; Karathanasopoulos, Andreas - In: Journal of international financial markets, … 63 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012263330

The Sources of Momentum in International Government Bond Returns

Zaremba, Adam - 2019

This study aims to offer a new explanation for the momentum effect in international government bonds. Using cross-sectional and time-series tests, we examine a sample of bonds from 22 countries for the years 1980 through 2018. We document significant momentum profits that are not attributable to...

Persistent link: https://www.econbiz.de/10012893031

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

Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns

Umutlu, Mehmet; Bengitöz, Pelin; Zaremba, Adam - In: Applied economics 53 (2021) 54, pp. 6213-6230

Persistent link: https://www.econbiz.de/10012650394

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

Opposites attract : combining alpha momentum and alpha reversal in international equity markets

Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: The journal of investing : JOI 29 (2020) 3, pp. 38-62

Persistent link: https://www.econbiz.de/10013177472

Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China

Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Economic research 33 (2020) 1,1, pp. 160-181

Persistent link: https://www.econbiz.de/10013173486

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

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

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

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