Dissecting anomalies in Islamic stocks: Integrated or segmented pricing? IF: 1,603
Autorzy:
Adam Zaremba, Andreas Karathanasopoulos, Alina Maydybura, Anna Czapkiewicz, Noushin Bagheri
Czasopismo:
Pacific-Basin Finance Journal (rok: 2020, tom: 62, strony: 101024), Wydawca: Elsevier
Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? IF: 0,968
Autorzy:
Adam Zaremba, Alina Maydybura
Czasopismo:
Applied Economics (rok: 2019, tom: 51(49), strony: 5388-5397), Wydawca: Taylor & Francis
Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe IF: 3,527
Autorzy:
Adam Zaremba, Renatas Kizys, David Y. Aharon, Ender Demir
Czasopismo:
Finance Research Letters (rok: 2020, tom: 35, strony: 101597), Wydawca: Elsevier
Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns IF: 2,269
Autorzy:
Adam Zaremba, Mehmet Umutlu, Alina Maydybura
Czasopismo:
Journal of Banking & Finance (rok: 2020, tom: 121, strony: 105966), Wydawca: Elsevier
Are macroeconomic factors adequate proxies for systematic influences in stock returns A South African perspective IF: 1,132
Autorzy:
JJan J. Szczygielski,Leon M. Brümmer, Hendrik P. Wolmarans, Adam Zaremba
Czasopismo:
Investment Analysts Journal (rok: 2020, tom: -, strony: -), Wydawca: Taylor & Francis
Beware of the crash risk: Tail beta and the cross section of stock returns in China IF: 0,968
Autorzy:
Huaigang Long, Adam Zaremba, Yuexiang Jiang
Czasopismo:
Applied Economics (rok: 2019, tom: 51(44), strony: 4870-4881), Wydawca: Taylor & Francis
COVID-19, government policy responses, and stock market liquidity around the world: A note IF: 1,801
Autorzy:
Adam Zaremba, David Y. Aharon, Ender Demir, Renatas Kizys, DariuszZawadka
Czasopismo:
Research in International Business and Finance (rok: 2021, tom: 56, strony: 101359), Wydawca: Elsevier
Price nonsynchronicity, idiosyncratic risk, and the expected stock returns in China IF: 1,381
Autorzy:
Huaigang Long, Adam Zaremba, Yuexiang Jiang
Czasopismo:
Economic Research-Ekonomska Istraživanja (rok: 2020, tom: 33(1), strony: 160-181), Wydawca: Taylor & Francis
The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets IF: 2,533
Autorzy:
Adam Zaremba, Renatas Kizys, Panagiotis Tzouvanas, David Y. Aharon, Ender Demir
Czasopismo:
Journal of International Financial Markets, Institutions and Money (rok: 2021, tom: 71, strony: 101284), Wydawca: Elsevier
An Application of Factor Pricing Models to the Polish Stock Market IF: 0,934
Autorzy:
Adam Zaremba, Anna Czapkiewicz, Jan Jakub Szczygielski & Vitaly Kaganov
Czasopismo:
Emerging Markets Finance & Trade (rok: 2019, tom: 55(9), strony: 2039-2056), Wydawca: Taylor & Francis
Herding for profits: Market breadth and the cross-section of global equity returns IF: 1,93
Autorzy:
Adam Zaremba, Adam Szyszka, Andreas Karathanasopoulos, Mateusz Mikutowski
Czasopismo:
Economic Modelling (rok: 2021, tom: 97, strony: 348-364), Wydawca: Elsevier
Oil shocks and equity markets: The case of GCC and BRICS economies IF: 5,203
Autorzy:
Zaghum Umar, Nader Trabelsi, Adam Zaremba
Czasopismo:
Energy Economics (rok: 2021, tom: 96, strony: 105155), Wydawca: Elsveier
Predicting the performance of equity anomalies in frontier emerging markets: A Markov switching model approach IF: 1,137
Autorzy:
Adam Zaremba, Anna Czapkiewicz, Jan Jakub Szczygielski
Czasopismo:
Economic Research-Ekonomska Istraživanja (rok: 2019, tom: 31(2), strony: 3077-3093), Wydawca: Taylor & Francis
When Bad News is Good News: Geopolitical Risk and the Cross-Section of Emerging Market Stock Returns IF: 3,727
Autorzy:
Adam Zaremba, Nusret Cakici, Ender Demir
Czasopismo:
Journal of Financial Stability , Wydawca: Elsevier
Explaining equity anomalies in frontier markets: A horserace of factor pricing models IF: 0,934
Autorzy:
Adam Zaremba, Alina Maydybura, Anna Czapkiewicz, Marina Arnaut
Czasopismo:
Emerging Markets Finance and Trade (rok: 2019, tom: -, strony: -), Wydawca: Taylor & Francis
Liquidity and the cross-section of international stock returns IF: 3,07
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of Banking and Finance (rok: 2021, tom: 127, strony: 106123), Wydawca: Elsevier
The Cross Section of Country Equity Returns: A Review of Empirical Literature
Czasopismo:
Journal of Risk and Financial Management (rok: 2019, tom: 12(165), strony: 44952), Wydawca: MDPI
Idiosyncratic risk and cross-section of stock returns in European emerging markets IF: 3,127
Autorzy:
Tomasz Wójtowicz, Anna Czapkiewicz, Adam Zaremba
Czasopismo:
Economic Modelling , Wydawca: Elsevier
Decomposing the Earnings-to-Price Ratio and the Cross-section of International Equity- Index Returns IF: 1,835
Autorzy:
Mehmet Umutlu, Pelin Bengitöz, Adam Zaremba
Czasopismo:
Applied Economics (rok: 2021, tom: b.d., strony: b.d.), Wydawca: Taylor & Francis
How to survive a pandemic: The corporate resiliency of travel and leisure companies to the COVID-19 outbreak IF: 7,432
Autorzy:
Tomasz Kaczmarek, Katarzyna Perez, Ender Demir, Adam Zaremba
Czasopismo:
Tourism Management (rok: 2021, tom: 84, strony: 104281), Wydawca: Elsevier
Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world IF: 5,373
Autorzy:
Wael Rouatbi, Ender Demir, Renatas Kizys, Adam Zaremba
Czasopismo:
International Review of Financial Analysis (rok: 2021, tom: 77, strony: 101819), Wydawca: Elsevier
Is there an illiquidity premium in frontier markets? IF: 2,108
Autorzy:
Szymon Stereńczak, Adam Zaremba, Zaghum Umar
Czasopismo:
Emerging Markets Review (rok: 2019, tom: 42(100673), strony: 44945), Wydawca: Elsevier
Performance Persistence in Anomaly Returns: Evidence from Frontier Markets IF: 0,934
Czasopismo:
Emerging Markets Finance and Trade (rok: 2019, tom: 56(12), strony: 2852-2873), Wydawca: Taylor & Francis
The cross-section of returns in frontier equity markets: Integrated or segmented pricing? IF: 1,871
Autorzy:
Adam Zaremba, Alina Maydybura
Czasopismo:
Emerging Markets Review (rok: 2019, tom: 38, strony: 219-238), Wydawca: Elsevier