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Sources of return in the index futures markets

Zaremba, Adam - In: Contemporary economics 5 (2011) 2, pp. 54-71

The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in...

Persistent link: https://www.econbiz.de/10009244093

A performance evaluation model for global macro funds

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 161-172

Persistent link: https://www.econbiz.de/10010532770

Country value premiums and financial crises

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 12-50

Persistent link: https://www.econbiz.de/10010532782

Value, size, momentum, and unique role of microcaps in CEE market stock returns

Zaremba, Adam - In: Eastern European economics 53 (2015) 3, pp. 221-241

Persistent link: https://www.econbiz.de/10011373707

Is there a low-risk anomaly across countries?

Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10011441281

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

The momentum effect in country-level stock market anomalies

Zaremba, Adam - In: Economic research 31 (2018) 1,1, pp. 703-721

Persistent link: https://www.econbiz.de/10012486546

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

Quality investing and the cross-section of country returns

Zaremba, Adam - In: Studies in economics and finance 33 (2016) 2, pp. 281-301

Persistent link: https://www.econbiz.de/10011719150

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

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