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The quest for multidimensional financial immunity to the COVID-19 pandemic : Evidence from international stock markets

Zaremba, Adam; Kizys, Renatas; Tzouvanas, Panagiotis; … - In: Journal of international financial markets, … 71 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012800099

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 stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...

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

COVID-19, government policy responses, and stock market liquidity around the world : a note

Zaremba, Adam; Aharon, David Y.; Demir, Ender; Kizys, … - In: Research in international business and finance 56 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013266163

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

Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94

Persistent link: https://www.econbiz.de/10012121850

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

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