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type:"article"
~person:"Kraft, Holger"
~person:"Zaremba, Adam"
~subject:"Momentum"
~subject:"Return predictability"
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ECONIS (ZBW)
11
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1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
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
Saved in:
3
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
4
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
5
Herding for profits : market breadth and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Karathanasopoulos, Andreas
; …
- In:
Economic modelling
97
(
2021
),
pp. 348-364
Persistent link: https://www.econbiz.de/10012793470
Saved in:
6
The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Zaremba, Adam
;
Maydybura, Alina
- In:
Emerging markets review
38
(
2019
),
pp. 219-238
Persistent link: https://www.econbiz.de/10012312748
Saved in:
7
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
Saved in:
8
Predictors and portfolios over the life cycle
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
100
(
2019
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012162427
Saved in:
9
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
10
Predictors and portfolios over the life cycle
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing and …
,
(pp. 51-108)
.
2017
Persistent link: https://www.econbiz.de/10012306057
Saved in:
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