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Is there a low-risk anomaly across countries?
Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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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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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
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Country risk and expected returns across global equity markets
Zaremba, Adam - In: Finance a úvěr 68 (2018) 4, pp. 374-398
Persistent link: https://www.econbiz.de/10011919795
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna; Wójtowicz, Tomasz; Zaremba, Adam - In: Economic modelling 124 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
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Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Economic research 33 (2020) 1,1, pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
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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