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Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 72 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
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The January seasonality and the performance of country-level value and momentum strategies
Zaremba, Adam - In: Copernican Journal of Finance & Accounting : CJF&A 4 (2015) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10012221343
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Price range and the cross-section of expected country and industry returns
Zaremba, Adam - In: International review of financial analysis 64 (2019), pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
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Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: Journal of empirical finance 53 (2019), pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret; Shahzad, Syed Jawad Hussain; … - In: International review of financial analysis 94 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
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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
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When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam; Cakici, Nusret; Demir, Ender; Long, Huaigang - In: Journal of financial stability 58 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
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Recency bias and the cross-section of international stock returns
Cakici, Nusret; Zaremba, Adam - In: Journal of international financial markets, … 84 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014333637