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~person:"Zaremba, Adam"
~subject:"Schätzung"
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Schätzung
Capital income
155
Kapitaleinkommen
155
Börsenkurs
82
Share price
82
CAPM
79
Estimation
69
Aktienmarkt
62
Stock market
62
Welt
46
World
46
Portfolio selection
41
Portfolio-Management
41
Forecasting model
38
Prognoseverfahren
38
Risikoprämie
35
Risk premium
35
Return predictability
32
Asset pricing
27
Capital market returns
27
Kapitalmarktrendite
27
Anlageverhalten
18
Behavioural finance
18
Volatility
17
Volatilität
17
Public bond
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16
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Öffentliche Anleihe
16
Equity anomalies
12
Theorie
12
Theory
12
Emerging economies
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11
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11
return predictability
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English
69
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Zaremba, Adam
Gupta, Rangan
78
McMillan, David G.
46
Stambaugh, Robert F.
39
Bollerslev, Tim
37
Pierdzioch, Christian
36
Bohl, Martin T.
35
Timmermann, Allan
35
Massa, Massimo
30
Wohar, Mark E.
29
Bali, Turan G.
28
McAleer, Michael
25
Todorov, Viktor
25
Zhou, Guofu
24
Bouri, Elie
23
Campbell, John Y.
23
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
23
Nitschka, Thomas
23
Pástor, Ľuboš
23
Ammann, Manuel
22
Pesaran, M. Hashem
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Tiwari, Aviral Kumar
20
Wang, Yudong
20
Engle, Robert F.
19
Guidolin, Massimo
18
Hoesli, Martin
18
Kempf, Alexander
18
Ma, Feng
18
Umutlu, Mehmet
18
Zhou, Hao
18
Goetzmann, William N.
17
Jank, Stephan
17
Schröder, Michael
17
Lux, Thomas
16
Moskowitz, Tobias J.
16
Taylor, Lucian A.
16
Winkelmann, Rainer
16
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Applied economics
5
Economic research
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Emerging markets, finance and trade : EMFT
3
Finance research letters
3
International review of financial analysis
3
Contemporary economics
2
Economic modelling
2
Finance a úvěr
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of investing : JOI
2
E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Energy economics
1
Financial markets, institutions & instruments
1
International journal of management and economics
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Studies in economics and finance
1
The journal of impact and ESG investing
1
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1
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ECONIS (ZBW)
69
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1
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
The alpha momentum effect in commodity markets
Zaremba, Adam
;
Mikutowski, Mateusz
;
Szczygielski, Jan Jakub
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012643310
Saved in:
6
Limits to arbitrage, investor sentiment, and factor returns in international government bond markets
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1727-1743
Persistent link: https://www.econbiz.de/10012433862
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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