Similar Search Results

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore … 2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the … world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed …

Persistent link: https://www.econbiz.de/10012799942

Infected markets : novel coronavirus, government interventions, and stock return volatility around the globe

Zaremba, Adam; Kizys, Renatas; Aharon, David Y.; Demir, … - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012439082

Strategies can be expensive too! The value spread and asset allocation in global equity markets

Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546

Persistent link: https://www.econbiz.de/10012063443

The long-run reversal in the long run : Insights from two centuries of international equity returns

Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199

Persistent link: https://www.econbiz.de/10012175753

The cross section of country equity returns : a review of empirical literature

Zaremba, Adam - In: Journal of risk and financial management : JRFM 12 (2019) 4/165, pp. 1-26

The last three decades brought mounting evidence regarding the cross-sectional predictability of country equity returns. The studies not only documented country-level counterparts of well-established stock-level anomalies, such as size, value, or momentum, but also demonstrated some unique...

Persistent link: https://www.econbiz.de/10012171448

Paper profits or real money? : trading costs and stock market anomalies in country ETFs

Zaremba, Adam; Andreu, Laura - In: International review of financial analysis 56 (2018), pp. 181-192

Persistent link: https://www.econbiz.de/10012006248

Share issurance and expected returns around the world

Zaremba, Adam; Okoń, Szymon - In: The journal of investing 25 (2016) 4, pp. 97-107

Persistent link: https://www.econbiz.de/10011687610

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

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