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Post-merger returns in frontier markets, or how we learned to stop worrying and love the acquirers
Zaremba, Adam; Szyszka, Adam; Płotnicki, Michał; … - In: Journal of business economics and management 19 (2018) 1, pp. 96-109
This study presents the results from a comprehensive out-of-sample test of long-run returns following mergers and acquisitions (M&As). Using a unique sample from 23 frontier markets of almost 800 transactions conducted during the years 1992 to 2016, we implement both cross-sectional tests and...
Persistent link: https://www.econbiz.de/10012174722
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Quality Investing and the Cross-Section of Country Returns
Zaremba, Adam - 2016
practical implications include such issues as the global asset allocation, the development of investment products, asset pricing … and investment performance measurement. The country selection strategies based on leverage and profitability prove a … useful tool for investors with global investment mandate. Furthermore, additional sorting on quality metrics may markedly …
Persistent link: https://www.econbiz.de/10013006894
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Inflation, Business Cycles, and Commodity Investing in Financialized Markets
Zaremba, Adam - 2015
Financialization of commodity markets has been a broadly discussed topic in recent years. However, its implications for commodity investors have not yet been fully explored. This paper concentrates on the macroeconomic determinants of commodity returns in financialized and non-financialized...
Persistent link: https://www.econbiz.de/10013034279
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The cross-section of returns in frontier equity markets : integrated or segmented pricing?
Zaremba, Adam; Maydybura, Alina - In: Emerging markets review 38 (2019), pp. 219-238
Persistent link: https://www.econbiz.de/10012312748
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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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Country selection strategies based on quality
Zaremba, Adam - In: Managerial finance 41 (2015) 12, pp. 1336-1356
Persistent link: https://www.econbiz.de/10011504225
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Value, size, momentum, and unique role of microcaps in CEE market stock returns
Zaremba, Adam - In: Eastern European economics 53 (2015) 3, pp. 221-241
Persistent link: https://www.econbiz.de/10011373707
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Paper profits from value, size and momentum : Evidence from the Polish market
Zaremba, Adam; Konieczka, Przemysław - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 58-69
In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market. The research aims to broaden the academic knowledge in a few ways. First, we deliver fresh out-of-sample evidence on value, momentum, and size premiums. Second, we analyzemthe...
Persistent link: https://www.econbiz.de/10011455379
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Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam; Umutlu, Mehmet - In: The North American journal of economics and finance : a … 43 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
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Reverse splits in international stock markets : reconciling the evidence on long-term returns
Zaremba, Adam; Okoń, Szymon; Asyngier, Roman; … - In: Research in international business and finance 47 (2019), pp. 552-562
Persistent link: https://www.econbiz.de/10012135800