Market segmentation and international diversification across country and industry portfolios
Autorzy:
Mehmet Umutlu, Seher Goren Yargi, Adam Zaremba
Czasopismo:
Research in International Business and Finance (rok: 2023, tom: 65, strony: 101954), Wydawca: Elsevier
ESG investing in good and bad times: An international study
Autorzy:
Huaigang Long, Mardy Chiah, Nusret Cakici, Adam Zaremba, Mehmet Huseyin Bilgin
Czasopismo:
Journal of International Financial Markets, Institutions and Money (rok: 2024, tom: 91, strony: 101916), Wydawca: Elsevier
Composite equity issuance and the cross-section of country and industry returns
Autorzy:
Huaigang Long, Mardy Chiah, Adam Zaremba, Zaghum Umar
Czasopismo:
Applied Economics (rok: 2023, tom: -, strony: -), Wydawca: Taylor & Francis
Status:
Przyjęta do publikacji
Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
Autorzy:
Zaghum Umar, Yasir Riaz, Adam Zaremba
Czasopismo:
Finance Research Letters (rok: 2021, tom: 43, strony: 101999), Wydawca: Elsevier
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of International Financial Markets, Institutions & Money (rok: 2021, tom: 71, strony: 101333), Wydawca: Elsevier
Long-run reversal in commodity returns: Insights from seven centuries of evidence
Autorzy:
Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski
Czasopismo:
Journal of Banking and Finance (rok: 2021, tom: 133, strony: 106238), Wydawca: Elsevier
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of International Financial Markets, Institutions & Money (rok: 2021, tom: 71, strony: 101333), Wydawca: Elsevier
Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
Autorzy:
Zaghum Umar, Yasir Riaz, Adam Zaremba
Czasopismo:
Finance Research Letters (rok: 2021, tom: 43, strony: 101999), Wydawca: Elsevier
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
Autorzy:
Huaigang Long, Adam Zaremba, Wenyu Zhou, Elie Bouri
Czasopismo:
Journal of Financial Markets (rok: 2022, tom: 61, strony: 100736), Wydawca: Elsevier
Salience theory and the cross-section of stock returns: International and further evidence
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of Financial Economics (rok: 2021, ), Wydawca: Elsevier
Air temperature and sovereign bond returns
Autorzy:
Renatas Kizys, Wael Rouatbi, Zaghum Umar, Adam Zaremba
Czasopismo:
Financial Markets, Institutions & Instruments (rok: 2024, tom: in press, strony: -), Wydawca: Wiley
Interest rate changes and the cross-section of global equity returns
Autorzy:
Adam Zaremba, Nusret Cakici, Robert J. Bianchi, Huaigang Long
Czasopismo:
Journal of Economic Dynamics and Control (rok: 2023, tom: 147, strony: 104596), Wydawca: Elsevier
Composite equity issuance and the cross-section of country and industry returns
Autorzy:
Huaigang Long, Mardy Chiah, Adam Zaremba, Zaghum Umar
Czasopismo:
Applied Economics (rok: 2023, tom: -, strony: -), Wydawca: Taylor & Francis
Status:
Przyjęta do publikacji
Recency bias and the cross-section of international stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of International Financial Markets, Institutions and Money (rok: 2023, tom: 84, strony: 101738), Wydawca: Elsevier
Inflation Hedging in the Long Run: Practical Perspectives from Seven Centuries of Commodity Prices
Autorzy:
Adam Zaremba, Jan J. Szczygielski, Zaghum Umar, Mateusz Mikutowski
Czasopismo:
Journal of Alternative Investments (rok: 2021, tom: 24(1), strony: 119-134), Wydawca: Portfolio Management Research
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of International Financial Markets, Institutions & Money (rok: 2021, tom: 71, strony: 101333), Wydawca: Elsevier
Long-run reversal in commodity returns: Insights from seven centuries of evidence
Autorzy:
Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski
Czasopismo:
Journal of Banking and Finance (rok: 2021, tom: 133, strony: 106238), Wydawca: Elsevier
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of Banking and Finance (rok: 2023, tom: 149, strony: 106760), Wydawca: Elsevier
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of Banking and Finance (rok: 2023, tom: 149, strony: 106760), Wydawca: Elsevier
Salience theory and the cross-section of stock returns: International and further evidence
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of Financial Economics (rok: 2021, ), Wydawca: Elsevier
Long-run reversal in commodity returns: Insights from seven centuries of evidence
Autorzy:
Adam Zaremba, Robert J. Bianchi, Mateusz Mikutowski
Czasopismo:
Journal of Banking and Finance (rok: 2021, tom: 133, strony: 106238), Wydawca: Elsevier
False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927-1987)
Autorzy:
Nusret Cakici, Adam Zaremba, Robert J. Bianchi, Nga Pham
Czasopismo:
Pacific-Basin Finance Journal (rok: 2021, tom: 70, strony: 101675), Wydawca: Elsevier
Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
Autorzy:
Zaghum Umar, Yasir Riaz, Adam Zaremba
Czasopismo:
Finance Research Letters (rok: 2021, tom: 43, strony: 101999), Wydawca: Elsevier
Trade competitiveness and the aggregate returns in global stock markets
Autorzy:
Mardy Chiah, Huaigang Long, Adam Zaremba, Zaghum Umar
Czasopismo:
Journal of Economic Dynamids and Control (rok: 2023, tom: 148, strony: 104618), Wydawca: Elsevier
Changes in shares outstanding and country stock returns around the world
Autorzy:
Huaigang Long, Mardy Chiah, Adam Zaremba, Zaghum Umar
Czasopismo:
Journal of International Financial Markets, Institutions & Money (rok: 2024, tom: 90, strony: 101883), Wydawca: Elsevier
Seven centuries of commodity co-movement: A wavelet analysis approach
Autorzy:
Zaghum Umar, Adam Zaremba, Deni Olson
Czasopismo:
Applied Economic Letters (rok: 2022, tom: 29(4), strony: 355-359), Wydawca: Taylor & Francis
Seven centuries of commodity co-movement: A wavelet analysis approach
Autorzy:
Zaghum Umar, Adam Zaremba, Deni Olson
Czasopismo:
Applied Economic Letters (rok: 2022, tom: 29(4), strony: 355-359), Wydawca: Taylor & Francis
Interest rate changes and the cross-section of global equity returns
Autorzy:
Adam Zaremba, Nusret Cakici, Robert J. Bianchi, Huaigang Long
Czasopismo:
Journal of Economic Dynamics and Control (rok: 2023, tom: 147, strony: 104596), Wydawca: Elsevier
False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927-1987)
Autorzy:
Nusret Cakici, Adam Zaremba, Robert J. Bianchi, Nga Pham
Czasopismo:
Pacific-Basin Finance Journal (rok: 2021, tom: 70, strony: 101675), Wydawca: Elsevier
Salience theory and the cross-section of stock returns: International and further evidence
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of Financial Economics (rok: 2021, ), Wydawca: Elsevier
Inflation Hedging in the Long Run: Practical Perspectives from Seven Centuries of Commodity Prices
Autorzy:
Adam Zaremba, Jan J. Szczygielski, Zaghum Umar, Mateusz Mikutowski
Czasopismo:
Journal of Alternative Investments (rok: 2021, tom: 24(1), strony: 119-134), Wydawca: Portfolio Management Research
False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927-1987)
Autorzy:
Nusret Cakici, Adam Zaremba, Robert J. Bianchi, Nga Pham
Czasopismo:
Pacific-Basin Finance Journal (rok: 2021, tom: 70, strony: 101675), Wydawca: Elsevier
Machine learning goes global: Cross-sectional return predictability in international stock markets
Autorzy:
Nusret Cakici, Christian Fieber, Daniel Metko, Adam Zaremba
Czasopismo:
Journal of Economic Dynamics and Control (rok: 2023, tom: 155, strony: 104725), Wydawca: Elsevier
Recency bias and the cross-section of international stock returns
Autorzy:
Nusret Cakici, Adam Zaremba
Czasopismo:
Journal of International Financial Markets, Institutions and Money (rok: 2023, tom: 84, strony: 101738), Wydawca: Elsevier
Trade competitiveness and the aggregate returns in global stock markets
Autorzy:
Mardy Chiah, Huaigang Long, Adam Zaremba, Zaghum Umar
Czasopismo:
Journal of Economic Dynamids and Control (rok: 2023, tom: 148, strony: 104618), Wydawca: Elsevier
Inflation Hedging in the Long Run: Practical Perspectives from Seven Centuries of Commodity Prices
Autorzy:
Adam Zaremba, Jan J. Szczygielski, Zaghum Umar, Mateusz Mikutowski
Czasopismo:
Journal of Alternative Investments (rok: 2021, tom: 24(1), strony: 119-134), Wydawca: Portfolio Management Research