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The long-run reversal in the long run : Insights from two centuries of international equity returns

Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199

Persistent link: https://www.econbiz.de/10012175753

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 geopolitical risk priced in the cross-section of cryptocurrency returns?

Long, Huaigang; Demir, Ender; Będowska-Sójka, Barbara; … - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479434

Performance persistence in anomaly returns : evidence from frontier markets

Zaremba, Adam - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 12, pp. 2852-2873

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

Performance persistence of government bond factor premia

Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189

Persistent link: https://www.econbiz.de/10011808138

Country risk and expected returns across global equity markets

Zaremba, Adam - In: Finance a úvěr 68 (2018) 4, pp. 374-398

Persistent link: https://www.econbiz.de/10011919795

Price range and the cross-section of expected country and industry returns

Zaremba, Adam - In: International review of financial analysis 64 (2019), pp. 174-189

Persistent link: https://www.econbiz.de/10012208379

Cross-sectional seasonalities in international government bond returns

Zaremba, Adam - In: Journal of banking & finance 98 (2019), pp. 80-94

Persistent link: https://www.econbiz.de/10012162242

Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation

Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149

Persistent link: https://www.econbiz.de/10012005628

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