Similar Search Results

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

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

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

Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight

Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167

Persistent link: https://www.econbiz.de/10011982555

Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?

Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397

Persistent link: https://www.econbiz.de/10012197236

Idiosyncratic Volatility and the Cross-Section of Anomaly Returns : Is Risk Your Ally?

Zaremba, Adam - 2018

) legs of the anomaly portfolios with the highest idiosyncratic volatility produces monthly abnormal returns ranging from 0 …

Persistent link: https://www.econbiz.de/10012913480

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

COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore … 2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the … world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed …

Persistent link: https://www.econbiz.de/10012799942

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

Sail Away to the Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - 2021

This paper examines the impact vaccination programs have on the stock market volatility of the travel and leisure … a decrease in the investment risk of travel and leisure companies. The drop in volatility is robust to many alternative …

Persistent link: https://www.econbiz.de/10013231386