Adam Zaremba : Citation Profile


Are you Adam Zaremba?

Uniwersytet Ekonomiczny w Poznaniu (50% share)
Montpellier Business School (50% share)

7

H index

4

i10 index

274

Citations

RESEARCH PRODUCTION:

82

Articles

1

Papers

4

Books

9

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 22
   Journals where Adam Zaremba has often published
   Relations with other researchers
   Recent citing documents: 195.    Total self citations: 41 (13.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pza419
   Updated: 2022-06-22    RAS profile: 2022-01-26    
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Relations with other researchers


Works with:

Demir, Ender (8)

Mikutowski, Mateusz (6)

Umutlu, Mehmet (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Zaremba.

Is cited by:

Demir, Ender (9)

Umutlu, Mehmet (5)

GUPTA, RANGAN (4)

Kenourgios, Dimitris (4)

Yousaf, Imran (4)

Plastun, Alex (4)

Jareño, Francisco (3)

Lee, Chien-Chiang (3)

Molnár, Peter (3)

Lyócsa, Štefan (3)

Gubareva, Mariya (3)

Cites to:

Fama, Eugene (81)

Pedersen, Lasse (77)

French, Kenneth (61)

Titman, Sheridan (48)

Shleifer, Andrei (41)

Harvey, Campbell (35)

West, Kenneth (33)

Newey, Whitney (33)

Carhart, Mark (30)

Sharpe, William (28)

Subrahmanyam, Avanidhar (27)

Main data


Where Adam Zaremba has published?


Journals with more than one article published# docs
Finance Research Letters9
Research in International Business and Finance7
Applied Economics7
Emerging Markets Finance and Trade4
Journal of Banking & Finance4
International Review of Financial Analysis4
Economics Letters3
International Journal of Finance & Banking Studies3
Emerging Markets Review3
Pacific-Basin Finance Journal3
"e-Finanse"3
Journal of International Financial Markets, Institutions and Money3
Journal for Economic Forecasting3
Contemporary Economics3
JRFM2
Business and Economics Research Journal2
Journal of Empirical Finance2
Energy Economics2
Economic Modelling2
Copernican Journal of Finance & Accounting2
The North American Journal of Economics and Finance2

Recent works citing Adam Zaremba (2022 and 2021)


YearTitle of citing document
2021Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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2021The Impact of COVID-19 on Stock Market Volatility in Pakistan. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez. In: Papers. RePEc:arx:papers:2103.03219.

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2021Efficiency of communities and financial markets during the 2020 pandemic. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2104.02318.

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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2021The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2020Spatial distribution dynamics and prediction of COVID?19 in Asian countries: spatial Markov chain approach. (2020). Shahnazi, Rouhollah ; Shabani, Zahra Dehghan. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:12:y:2020:i:6:p:1005-1025.

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2021Consumption smoothing, risk sharing and financial integration. (2021). Gufler, Ivan ; Donadelli, Michael. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187.

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2021The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9163.

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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2021The Effect of Pandemics on Domestic Credit: A Cross-country Analysis. (2021). Demir, Ender ; Danisman, Gamze Ozturk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00748.

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2021COVID-19 and stock market volatility: A time-varying perspective. (2021). Topcu, Mert ; Emirmahmutoglu, Furkan ; Yagli, Ibrahim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00132.

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2021The January Effect and Lunar New Year Influences in Frontier Markets: Evidence from the Vietnam Stock Market. (2021). Friday, Swint H ; Truong, Loc Dong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-4.

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2020Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets. (2020). Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302422.

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2020How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements. (2020). Mazumder, Sharif. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303142.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2021COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. (2021). Eleftheriou, Konstantinos ; Patsoulis, Patroklos ; Alexakis, Christos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303555.

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2021Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774.

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2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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2020Japanese currency and stock market—What happened during the COVID-19 pandemic?. (2020). Devpura, Neluka ; Narayan, Paresh Kumar ; Wang, Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:191-198.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2021The economics of COVID-19 pandemic: A survey. (2021). Prabheesh, K P ; Padhan, Rakesh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:220-237.

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2021Effects of strong and weak non-pharmaceutical interventions on stock market returns: A comparative analysis of Norway and Sweden during the initial phase of the COVID-19 pandemic. (2021). Haugom, Erik ; Mydland, Orjan ; Lien, Gudbrand ; Stordal, Stle. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:341-350.

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2021The economic reaction to non-pharmaceutical interventions during Covid-19. (2021). Cattaruzzo, Sebastiano ; Teruel, Mercedes ; Segarra-Blasco, Agusti. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:592-608.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2021Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308.

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2021Evolution of price effects after one-day abnormal returns in the US stock market. (2021). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000383.

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2021A model of information diffusion with asymmetry and confidence effects in financial markets. (2021). Qi, Shu ; Yang, Haijun ; Koslowsky, David ; Zhang, Zhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000395.

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2021Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2021The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

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2021How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?. (2021). Yoon, Seong-Min ; Song, LI ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100156x.

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2021Inflation and cryptocurrencies revisited: A time-scale analysis. (2021). Corbet, Shaen ; McGee, Richard J ; Conlon, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002731.

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2021COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index. (2021). Tessema, Abiot ; Abbas, Syed Kumail ; Polyzos, Stathis ; Rubbaniy, Ghulame. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002949.

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2022The price of COVID-19-induced uncertainty in the options market. (2022). Zhang, Jin E ; Ruan, Xinfeng ; Li, Jianhui. In: Economics Letters. RePEc:eee:ecolet:v:211:y:2022:i:c:s0165176521004912.

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2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2021A hybrid multi-objective optimizer-based model for daily electricity demand prediction considering COVID-19. (2021). Ma, Xin ; Lu, Hongfang. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s036054422032675x.

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2020The cross-section of industry equity returns and global tactical asset allocation across regions and industries. (2020). Bengitoz, Pelin ; Umutlu, Mehmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302180.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021Media sentiment and short stocks performance during a systemic crisis. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya ; Umar, Zaghum. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

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2021Unskilled fund managers: Replicating active fund performance with few ETFs. (2021). De-Losso, Rodrigo ; Bueno, Rodrigo ; Cavalcante-Filho, Elias ; Moraes, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100226x.

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2020Non-parametric quantile dependencies between volatility discontinuities and political risk. (2020). Vasiliadis, Lavrentios ; Vortelinos, Dimitrios ; Boako, Gideon ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303829.

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2020Intangible factor and idiosyncratic volatility puzzles. (2020). Zhang, Chao ; Hou, Keqiang ; Li, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930875x.

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2020Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818.

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2020Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813.

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2020COVID-19 and stock market volatility: An industry level analysis. (2020). Baek, Seungho ; Glambosky, Mina ; Mohanty, Sunil K. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320311843.

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2020Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. (2020). Echaust, Krzysztof ; Just, Magorzata. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315890.

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2020Trading from home: The impact of COVID-19 on trading volume around the world. (2020). Zhong, Angel ; Chiah, Mardy. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315981.

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2021COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202.

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2021Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821.

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2021Market reactions to the arrival and containment of COVID-19: An event study. (2021). Heyden, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306711.

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2021Overshooting of sovereign emerging eurobond yields in the context of COVID-19. (2021). Sène, Babacar ; Sene, Babacar ; Allaya, Mouhamad M ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308217.

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2021The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China. (2021). Chan, Ka Lok ; Broadstock, David C ; Wang, Xiaowei. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320309983.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2021The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China. (2021). Yin, Libo ; Liu, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316226.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2021Trust and stock market volatility during the COVID-19 crisis. (2021). Krause, Miguel ; Engelhardt, Nils ; Posch, Peter N ; Neukirchen, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316871.

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2021Exploration of safe havens for Africas stock markets: A test case under COVID-19 crisis. (2021). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316913.

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2021Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective. (2021). Zhang, Songyun ; Li, Xiafei ; Wei, Guiwu ; Bai, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308266.

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2021Learning from SARS: Return and volatility connectedness in COVID-19. (2021). Do, Hung ; Bissoondoyal-Bheenick, Emawtee ; Zhong, Angel ; Hu, Xiaolu. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s154461232031610x.

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2021Fundamental anomalies and the size puzzle in China: A data mining approach. (2021). Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317219.

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2021Emotional trading in the cryptocurrency market. (2021). Kim, Dongyeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317268.

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2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczyski, Janusz ; Charteris, Ailie ; Bwanya, Princess Rutendo ; Szczygielski, Jan Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x.

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2021Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis. (2021). Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000623.

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2021Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market. (2021). Atici, Rumeysa ; Konuk, Serhat ; Doruk, Omer Tusal. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001021.

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2022Firm efficiency and stock returns during the COVID-19 crisis. (2022). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001185.

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2022The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379.

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2022A factor approach to the performance of ESG leaders and laggards. (2022). Fain, Mate ; Naffa, Helena. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001549.

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2022To diversify or not to diversify internationally?. (2022). Yargi, Seher Goren ; Umutlu, Mehmet. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914.

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2021FX markets’ reactions to COVID-19: Are they different?. (2021). Winkelried, Diego ; Bazan-Palomino, Walter. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:50-58.

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2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices. (2021). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100072x.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2021Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542.

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2021The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?. (2021). Chowdhury, Anup ; Uddin, Moshfique ; Chaudhuri, Kausik ; Anderson, Keith. In: Journal of Business Research. RePEc:eee:jbrese:v:128:y:2021:i:c:p:31-44.

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2021Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana ; Nasir, Muhammad Ali. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108.

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2021Towards a dead end? EMU bond market exposure and manager performance. (2021). Fabozzi, Frank J ; Konstantinov, Gueorgui S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s026156062100084x.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

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2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Roubaud, David ; Lahiani, Amine ; Jena, Sangram Keshari. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889.

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2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

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2021Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. (2021). Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780.

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2021The relationship between yield curve components and equity sectorial indices: Evidence from China. (2021). Yousaf, Imran ; Aharon, David Y ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000986.

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2021How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes. (2021). Cheng, Sang ; Zhang, Weiqiang ; Gu, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001219.

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2021Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns. (2021). Zhong, Angel ; Chiah, Mardy ; Cheema, Muhammad A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001487.

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2021How resilient are the Asia Pacific financial markets against a global pandemic?. (2021). al Mamun, Mohammed Abdullah ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001633.

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More than 100 citations found, this list is not complete...

Works by Adam Zaremba:


YearTitleTypeCited
2015Skewness preference across countries In: Business and Economic Horizons (BEH).
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article1
2015Skewness preference across countries.(2015) In: Business and Economic Horizons (BEH).
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This paper has another version. Agregated cites: 1
article
2014IPO Initial Underpricing Anomaly: the Election Gimmick Hypothesis In: Copernican Journal of Finance & Accounting.
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article1
2015The January seasonality and the performance of country-level value and momentum strategies In: Copernican Journal of Finance & Accounting.
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article2
2016Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies In: Journal of Behavioral and Experimental Finance.
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article5
2017The cross section of international government bond returns In: Economic Modelling.
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article1
2021Herding for profits: Market breadth and the cross-section of global equity returns In: Economic Modelling.
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article0
2018Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance.
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article2
2019Picking winners to pick your winners: The momentum effect in commodity risk factors In: The North American Journal of Economics and Finance.
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article2
2019Return seasonalities in government bonds and macroeconomic risk In: Economics Letters.
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article0
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
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article18
2019Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies In: Economics Letters.
[Full Text][Citation analysis]
article2
2017Digesting anomalies in emerging European markets: A comparison of factor pricing models In: Emerging Markets Review.
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article10
2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing? In: Emerging Markets Review.
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article4
2020Is there an illiquidity premium in frontier markets? In: Emerging Markets Review.
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article10
2019Alpha momentum and alpha reversal in country and industry equity indexes In: Journal of Empirical Finance.
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article4
2020The long-run reversal in the long run: Insights from two centuries of international equity returns In: Journal of Empirical Finance.
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article5
2021The alpha momentum effect in commodity markets In: Energy Economics.
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article1
2021Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics.
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article5
2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs In: International Review of Financial Analysis.
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article1
2019Price range and the cross-section of expected country and industry returns In: International Review of Financial Analysis.
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article0
2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world In: International Review of Financial Analysis.
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article1
2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets In: International Review of Financial Analysis.
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article0
2016Risk-based explanation for the country-level size and value effects In: Finance Research Letters.
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article3
2017Performance persistence of government bond factor premia In: Finance Research Letters.
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article0
2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight In: Finance Research Letters.
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article2
2020Seasonality in the Cross-Section of Cryptocurrency Returns In: Finance Research Letters.
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article4
2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe In: Finance Research Letters.
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article98
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
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article9
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
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article2
2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic In: Finance Research Letters.
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article5
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
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article0
2019Short-term momentum (almost) everywhere In: Journal of International Financial Markets, Institutions and Money.
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article2
2021The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets In: Journal of International Financial Markets, Institutions and Money.
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article7
2021Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns In: Journal of International Financial Markets, Institutions and Money.
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article1
2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns In: Journal of Banking & Finance.
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article1
2021Liquidity and the cross-section of international stock returns In: Journal of Banking & Finance.
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article0
2021Long-run reversal in commodity returns: Insights from seven centuries of evidence In: Journal of Banking & Finance.
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article0
2019Cross-sectional seasonalities in international government bond returns In: Journal of Banking & Finance.
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article3
2020Business sentiment and the cross-section of global equity returns In: Pacific-Basin Finance Journal.
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article2
2020Dissecting anomalies in Islamic stocks: Integrated or segmented pricing? In: Pacific-Basin Finance Journal.
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article0
2021False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
2016Is there momentum in equity anomalies? Evidence from the Polish emerging market In: Research in International Business and Finance.
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article5
2017Seasonality in government bond returns and factor premia In: Research in International Business and Finance.
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article2
2018Is there momentum in factor premia? Evidence from international equity markets In: Research in International Business and Finance.
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article1
2019Reverse splits in international stock markets: Reconciling the evidence on long-term returns In: Research in International Business and Finance.
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article0
2021COVID-19, government policy responses, and stock market liquidity around the world: A note In: Research in International Business and Finance.
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article8
2021Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy In: Research in International Business and Finance.
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article1
2022Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance.
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article0
2015Country selection strategies based on quality In: Managerial Finance.
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article2
2016Quality investing and the cross-section of country returns In: Studies in Economics and Finance.
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article1
2018Country Risk and Expected Returns Across Global Equity Markets In: Czech Journal of Economics and Finance (Finance a uver).
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article2
2019The Cross Section of Country Equity Returns: A Review of Empirical Literature In: JRFM.
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article5
2021COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets In: JRFM.
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article2
2021Government Interventions and Sovereign Bond Market Volatility during COVID 19 In: Working Papers.
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paper0
2016Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets In: Emerging Markets Finance and Trade.
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article1
2019An Application of Factor Pricing Models to the Polish Stock Market In: Emerging Markets Finance and Trade.
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article0
2020Performance Persistence in Anomaly Returns: Evidence from Frontier Markets In: Emerging Markets Finance and Trade.
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article2
2021Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models In: Emerging Markets Finance and Trade.
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article0
2015The Financialization of Commodity Markets In: Palgrave Macmillan Books.
[Citation analysis]
book1
2015Financialization of Commodity Markets.(2015) In: Palgrave Macmillan Books.
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chapter
2017Country Asset Allocation In: Palgrave Macmillan Books.
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book1
2015Asset Allocation in Commodity Markets In: Palgrave Macmillan Books.
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chapter0
2015Passive Investment Strategies in Commodity Markets In: Palgrave Macmillan Books.
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chapter0
2015Active Investment Strategies in Commodity Markets In: Palgrave Macmillan Books.
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chapter0
2015Performance Measurement of Commodity Investments In: Palgrave Macmillan Books.
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2015Commodity Investments in Financialized Markets—a Study In: Palgrave Macmillan Books.
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chapter0
2015Conclusions In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2014Country Value Premiums and Financial Crises In: International Journal of Finance & Banking Studies.
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article0
2014A Performance Evaluation Model for Global Macro Funds In: International Journal of Finance & Banking Studies.
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article1
2015Portfolio Diversification with Commodities in Times of Financialization In: International Journal of Finance & Banking Studies.
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article0
2015Inflation, Business Cycles, and Commodity Investing in Financialized Markets In: Business and Economics Research Journal.
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article1
2016Strategies Based on Momentum and Term Structure in Financialized Commodity Markets In: Business and Economics Research Journal.
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article2
2015LOW RISK ANOMALY IN THE CEE STOCK MARKETS In: Journal for Economic Forecasting.
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article0
2016Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices In: Journal for Economic Forecasting.
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article1
2017Fundamental Indexation in European Emerging Markets In: Journal for Economic Forecasting.
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article3
2014THE LOW PRICE EFFECT ON THE POLISH MARKET In: e-Finanse.
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article3
2015THE PROFITABILITY OF FOLLOWING ANALYST RECOMMENDATIONS ON THE POLISH STOCK MARKET In: e-Finanse.
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article0
2016Paper profits from value, size and momentum: evidence from the Polish market In: e-Finanse.
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article0
2020A Factor Model for Country-Level Equity Returns In: Eurasian Studies in Business and Economics.
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chapter0
2020A Tale of Two States: An Application of a Markov Switching Model to Anomaly Returns In: Eurasian Studies in Business and Economics.
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chapter0
2020International Equity Exchange-Traded Funds In: Springer Books.
[Citation analysis]
book0
2018Price-Based Investment Strategies In: Springer Books.
[Citation analysis]
book2
2020One shape fits all? A comprehensive examination of cryptocurrency return distributions In: Applied Economics Letters.
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article2
2018Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics.
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article3
2019Beware of the crash risk: Tail beta and the cross-section of stock returns in China In: Applied Economics.
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article1
2019Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? In: Applied Economics.
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article0
2019The sources of momentum in international government bond returns In: Applied Economics.
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article0
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics.
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article2
2021FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE In: Applied Economics.
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article3
2021Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns In: Applied Economics.
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article0
2016Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets In: Journal of Business Economics and Management.
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article1
2017Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? In: International Journal of Management and Economics.
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article0
2010Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements In: Contemporary Economics.
[Full Text][Citation analysis]
article0
2011Sources of Return in the Index Futures Markets In: Contemporary Economics.
[Full Text][Citation analysis]
article0
2017Combining Equity Country Selection Strategies In: Contemporary Economics.
[Full Text][Citation analysis]
article1

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