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Real estate climate index and aggregate stock returns : evidence from China

Jiang, Yuexiang; Fu, Tao; Long, Huaigang; Zaremba, Adam; … - In: Pacific-Basin finance journal 75 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013552561

Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013253483

Opposites attract : combining alpha momentum and alpha reversal in international equity markets

Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: The journal of investing : JOI 29 (2020) 3, pp. 38-62

Persistent link: https://www.econbiz.de/10013177472

Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy

Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013286466

Business sentiment and the cross-section of global equity returns

Zaremba, Adam; Szyszka, Adam; Long, Huaigang; Zawadka, … - In: Pacific-Basin finance journal 61 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012494421

Is there momentum in equity anomalies? : evidence from the Polish emerging market

Zaremba, Adam; Szyszka, Adam - In: Research in international business and finance 38 (2016), pp. 546-564

Persistent link: https://www.econbiz.de/10011640746

Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns

Zaremba, Adam; Umutlu, Mehmet; Maydybura, Alina - In: Journal of banking & finance 121 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012521610

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

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

Relative Signal Jump Variance, Investor Attention, and the Cross-Section of Chinese Stock Returns

Dai, Yiming; Long, Huaigang; Zaremba, Adam; Zhu, Yanjian - 2023

WWe estimate the relative signal jump variance (RSJV) as the difference between the realized positive half-variance and negative half-variance divided by the realized variance using high-frequency intraday data and investigate its role in the cross-sectional pricing in the Chinese stock market....

Persistent link: https://www.econbiz.de/10014254828