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Idiosyncratic risk and cross-section of stock returns in emerging European markets

Czapkiewicz, Anna; Wójtowicz, Tomasz; Zaremba, Adam - In: Economic modelling 124 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014463293

Użyteczno´s´c stosowania modelu Famy i Frencha w okresach hossy i bessy na rynku akcji GPW w Warszawie

Czapkiewicz, Anna; Skalna, Iwona - In: Bank i kredyt 42 (2011) 3, pp. 61-80

Persistent link: https://www.econbiz.de/10009231585

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

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

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

Risk-based explanation for the country-level size and value effects

Zaremba, Adam - In: Finance research letters 18 (2016), pp. 226-233

Persistent link: https://www.econbiz.de/10011657029

Is there Momentum in Factor Premia? Evidence from International Equity Markets

Zaremba, Adam - 2019

This study examines the momentum effect in the returns of factor premia representing a broad set of stock market strategies. Using cross-sectional and time-series tests, we investigate the performance persistence of market, value, size, momentum, low-risk, and quality premia within a sample of...

Persistent link: https://www.econbiz.de/10012893036

Seasonality in the Cross Section of Factor Premia

Zaremba, Adam - 2019

This study examines the seasonality effect in the cross section of factor premia representing a broad set of stock market strategies. Using cross-sectional and time-series tests, we investigated the cross-sectional seasonality of market, value, size, momentum, quality, and low-risk premia within...

Persistent link: https://www.econbiz.de/10012893040