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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

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

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

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

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

Idiosyncratic Volatility and the Cross-Section of Anomaly Returns : Is Risk Your Ally?

Zaremba, Adam - 2018

Due to arbitrage risk asymmetries, the relationship between idiosyncratic risk and expected returns is positive (negative) among overpriced (underpriced) stocks. We offer a new active anomaly-selection strategy that capitalizes on this effect. To this end, we consider eleven equity anomalies in...

Persistent link: https://www.econbiz.de/10012913480

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