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Stock Returns under the Shadow of the COVID-19 Pandemic : Evidence from China

Zhou, Wenyu; Zhou, Yujun; Zaremba, Adam; Long, Huaigang - 2023

We investigate the impacts of new COVID-19 infections on stock returns within China’s unique zero-COVID policy framework. We document a remarkable negative pattern: a COVID-19 outbreak within a city adversely affects the performance of local firms in a nonlinear fashion. This effect...

Persistent link: https://www.econbiz.de/10014354318

Cryptocurrency factor momentum

Fieberg, Christian; Liedtke, Gerrit; Metko, Daniel; … - In: Quantitative finance 23 (2023) 12, pp. 1853-1869

Persistent link: https://www.econbiz.de/10014452477

Machine learning goes global : cross-sectional return predictability in international stock markets

Cakici, Nusret; Fieberg, Christian; Metko, Daniel; … - In: Journal of economic dynamics & control 155 (2023), pp. 1-32

Persistent link: https://www.econbiz.de/10014479641

Non-standard errors in the cryptocurrency world

Fieberg, Christian; Günther, Steffen; Poddig, Thorsten; … - In: International review of financial analysis 92 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492424

Changes in shares outstanding and country stock returns around the world

Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Journal of international financial markets, … 90 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014494713

ESG investing in good and bad times : an international study

Long, Huaigang; Chiah, Mardy; Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494745

Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 149 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014462426

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

Market segmentation and international diversification across country and industry portfolios

Umutlu, Mehmet; Yargı, Seher Gören; Zaremba, Adam - In: Research in international business and finance 65 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014434054

Composite equity issuance and the cross-section of country and industry returns

Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Applied economics 55 (2023) 56, pp. 6627-6645

Persistent link: https://www.econbiz.de/10014382720