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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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Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam; Shemer, Jacob - In: Research in international business and finance 46 (2018), pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
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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
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Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander; Pesaran, M. Hashem - In: Economics letters 175 (2019), pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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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
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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
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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
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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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