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Post-merger returns in frontier markets, or how we learned to stop worrying and love the acquirers
Zaremba, Adam; Szyszka, Adam; Płotnicki, Michał; … - In: Journal of business economics and management 19 (2018) 1, pp. 96-109
This study presents the results from a comprehensive out-of-sample test of long-run returns following mergers and acquisitions (M&As). Using a unique sample from 23 frontier markets of almost 800 transactions conducted during the years 1992 to 2016, we implement both cross-sectional tests and...
Persistent link: https://www.econbiz.de/10012174722
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Quality Investing and the Cross-Section of Country Returns
Zaremba, Adam - 2016
practical implications include such issues as the global asset allocation, the development of investment products, asset pricing … and investment performance measurement. The country selection strategies based on leverage and profitability prove a … useful tool for investors with global investment mandate. Furthermore, additional sorting on quality metrics may markedly …
Persistent link: https://www.econbiz.de/10013006894
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Green bond credit spreads and bank loans in China
Wang, Congcong; Wang, Chong; Long, Huaigang; Zaremba, Adam - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014544015
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Inflation, Business Cycles, and Commodity Investing in Financialized Markets
Zaremba, Adam - 2015
Financialization of commodity markets has been a broadly discussed topic in recent years. However, its implications for commodity investors have not yet been fully explored. This paper concentrates on the macroeconomic determinants of commodity returns in financialized and non-financialized...
Persistent link: https://www.econbiz.de/10013034279
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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
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IPOS - not so much money on the table : the cost compensation hypothesis
Zaremba, Adam; Kami´nski, Karol - In: Argumenta oeconomica (2011) 1, pp. 149-175
Persistent link: https://www.econbiz.de/10009158563
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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
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The profitability of following analyst recommendations on the Polish stock market
Zaremba, Adam; Konieczka, Przemysław - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 22-31
The profitability of analysts' recommendations is documented in numerous studies from all over the world. However, the evidence from the Polish market is relatively modest. The primary aim of this study is to fill this gap. The paper contributes to the economic literature in four ways. First, it...
Persistent link: https://www.econbiz.de/10011393259
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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
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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