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~language:"eng"
~language:"jpn"
~person:"Zaremba, Adam"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
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Volatility
Welt
Capital income
99
Kapitaleinkommen
99
CAPM
66
Estimation
63
Schätzung
63
Börsenkurs
61
Share price
61
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49
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48
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43
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40
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40
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35
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35
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34
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30
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26
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26
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25
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25
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18
Coronavirus
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12
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11
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11
The cross-section of stock returns
11
Wirkungsanalyse
11
return predictability
11
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9
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9
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55
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Article in journal
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55
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Zaremba, Adam
Gupta, Rangan
196
Bouri, Elie
127
Hammoudeh, Shawkat
104
Eichengreen, Barry
103
Bahmani-Oskooee, Mohsen
102
Tiwari, Aviral Kumar
99
Ma, Feng
97
Lucey, Brian M.
92
Lee, Chien-chiang
89
McAleer, Michael
89
Apergēs, Nikolaos
88
Xuan Vinh Vo
79
Aizenman, Joshua
78
Kang, Sang Hoon
70
Dreher, Axel
69
Wohar, Mark E.
69
Mensi, Walid
68
Demirgüç-Kunt, Asli
66
Ji, Qiang
66
Hassan, M. Kabir
61
McMillan, David G.
60
Anderson, Kym
58
Goel, Rajeev K.
58
Corbet, Shaen
57
Hoekman, Bernard M.
57
Rose, Andrew
57
Bollerslev, Tim
56
Salisu, Afees A.
56
Gozgor, Giray
55
Haan, Jakob de
55
Demirer, Rıza
54
Moshirian, Fariborz
54
Pierdzioch, Christian
54
Wang, Yudong
54
Caporale, Guglielmo Maria
53
Goodell, John W.
53
Egger, Peter
52
Shahbaz, Muhammad
52
Umar, Zaghum
52
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Finance research letters
10
Applied economics
4
International review of financial analysis
4
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Research in international business and finance
3
Economic research
2
Economics letters
2
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2
Journal of empirical finance
2
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1
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1
Eurasian economic review : a journal in applied macroeconomics and finance
1
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1
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1
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1
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Studies in economics and finance
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ECONIS (ZBW)
55
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1
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
Saved in:
2
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
7
Does realized skewness predict the cross-section of Chinese stock returns?
Jiang, Yuexiang
;
Long, Huaigang
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014583518
Saved in:
8
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:
9
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
Saved in:
10
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
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