Adam Zaremba : Citation Profile

Are you Adam Zaremba?

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

16

H index

22

i10 index

846

Citations

RESEARCH PRODUCTION:

84

Articles

1

Papers

4

Books

9

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 70
   Journals where Adam Zaremba has often published
   Relations with other researchers
   Recent citing documents: 286.    Total self citations: 41 (4.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pza419
   Updated: 2024-11-08    RAS profile: 2022-08-24    
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Relations with other researchers

Works with:

Demir, Ender (10)

Umar, Zaghum (9)

Mikutowski, Mateusz (7)

Umutlu, Mehmet (3)

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

Is cited by:

Umar, Zaghum (70)

Yousaf, Imran (20)

Demir, Ender (13)

Umutlu, Mehmet (12)

Tiwari, Aviral (7)

Shahzad, Syed Jawad Hussain (6)

Corbet, Shaen (6)

Gil-Alana, Luis (5)

Brzeszczynski, Janusz (5)

GUPTA, RANGAN (5)

Pham, Linh (5)

Cites to:

French, Kenneth (106)

Fama, Eugene (81)

Pedersen, Lasse (80)

Shleifer, Andrei (57)

Titman, Sheridan (48)

Harvey, Campbell (36)

West, Kenneth (34)

Newey, Whitney (34)

Wu, Yangru (30)

Carhart, Mark (30)

Balvers, Ronald (29)

Main data

Where Adam Zaremba has published?

Journals with more than one article published# docs
Finance Research Letters9
Applied Economics7
Research in International Business and Finance7
Journal of Banking & Finance4
International Review of Financial Analysis4
Emerging Markets Finance and Trade4
Economics Letters3
Emerging Markets Review3
JRFM3
International Journal of Finance & Banking Studies3
"e-Finanse"3
Pacific-Basin Finance Journal3
Contemporary Economics3
Journal of International Financial Markets, Institutions and Money3
Journal for Economic Forecasting3
Energy Economics2
Journal of Empirical Finance2
Copernican Journal of Finance & Accounting2
Applied Economics Letters2
Economic Modelling2
Business and Economics Research Journal2
The North American Journal of Economics and Finance2

Recent works citing Adam Zaremba (2024 and 2023)

YearTitle of citing document
2023Russia-Ukraine war and G7 debt markets: Evidence from public sentiment towards economic sanctions during the conflict. (2023). Asongu, Simplice ; Adeabah, David ; Abdullah, Mohammad ; Sulong, Zunaidah. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/057.

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2023DILEMMAS OF BANK ACTIVITIES UNDER ECONOMIC UNCERTAINTY – SELECTED EXAMPLES FROM THE POLISH MARKET DURING THE PANDEMIC PERIOD. (2023). Wanat, Leszek ; Urbanowicz, Zuzanna ; Stefaski, Artur ; Rogaliska, Aleksandra ; Klus, Sylwia. In: Roczniki (Annals). RePEc:ags:paaero:340029.

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2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2023Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023COVID-19 Vaccination, Government Strict Policy and Capital Market Volatility: Evidence from ASEAN Countries. (2023). Suryani, Ani Wilujeng ; Izzahdi, Herjuna Qobush. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:117-135.

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2023The 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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2023Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46.

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2023Exploring 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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2024.

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2024Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach. (2023). Mnif, Emna ; Abida, Maher. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-6.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

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2023Stop-loss rules and momentum payoffs in cryptocurrencies. (2023). Butt, Hilal Anwar ; Sadaqat, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000473.

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2023Does real flexibility help firms navigate the COVID-19 pandemic?. (2023). Xu, Fangming ; Li, Yang ; Kim, Kirak ; Ho, Tuan. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000841.

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2023Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Identifying efficient policy mix under different targeting regimes: A tale of two crises. (2023). Garg, Bhavesh ; Shah, Sayar Ahmad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:975-994.

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2023Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347.

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2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634.

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2023The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Asymmetric effects of market uncertainties on agricultural commodities. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005789.

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2023The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893.

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2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

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2023How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?. (2023). ben Arfa, Nouha ; Chebbi, Kaouther ; Ammari, Aymen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001497.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2023COVID lockdown, Robinhood traders, and liquidity in stock and option markets. (2023). Clancey-Shang, Danjue. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003538.

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2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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2023Political preferences and stock markets. (2023). Mantovan, Noemi ; Alsakka, Rasha ; Thy, Phuc Lam. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300426x.

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2023Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Do online message boards convey cryptocurrency-specific information?. (2024). Goodell, John W ; Tong, Zezheng ; Shen, Dehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004660.

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2024Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Dogah, Kingsley E ; Umar, Zaghum ; Trabelsi, Nader ; Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970.

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2024Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024Cryptocurrency anomalies and economic constraints. (2024). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2023Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341.

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2023Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023How did Covid-19 affect investors’ interpretation of earnings news? The role of accounting conservatism. (2023). Grossetti, Francesco ; Daugusta, Carlo. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006808.

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2023Time-varying relationship between geopolitical uncertainty and agricultural investment. (2023). Ghosh, Indranil ; Jana, Rabin K. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006973.

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2023The impact of the US yield curve on sub-Saharan African equities. (2023). Teplova, Tamara ; Agyei, Samuel Kwaku ; Umar, Zaghum ; Bossman, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000107.

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2023How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis. (2023). Zuiga-Vicente, Jose Angel ; Vicente-Lorente, Jose D ; Perote, Javier. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000120.

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2023Geopolitical risk and the Saudi stock market: Evidence from a new wavelet packet multiresolution cross-causality. (2023). Goodell, John W ; ben Jabeur, Sami ; Saadaoui, Foued. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000284.

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2023What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Goodell, John W ; Riaz, Yasir ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000351.

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2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

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

Adam Zaremba has edited the books:

YearTitleTypeCited

Works by Adam Zaremba:

YearTitleTypeCited
2015Skewness preference across countries In: Business and Economic Horizons (BEH).
[Full Text][Citation analysis]		article1
2015Skewness preference across countries.(2015) In: Business and Economic Horizons (BEH).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014IPO Initial Underpricing Anomaly: the Election Gimmick Hypothesis In: Copernican Journal of Finance & Accounting.
[Full Text][Citation analysis]		article1
2015The January seasonality and the performance of country-level value and momentum strategies In: Copernican Journal of Finance & Accounting.
[Full Text][Citation analysis]		article3
2016Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article8
2017The cross section of international government bond returns In: Economic Modelling.
[Full Text][Citation analysis]		article3
2021Herding for profits: Market breadth and the cross-section of global equity returns In: Economic Modelling.
[Full Text][Citation analysis]		article2
2018Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Picking winners to pick your winners: The momentum effect in commodity risk factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Return seasonalities in government bonds and macroeconomic risk In: Economics Letters.
[Full Text][Citation analysis]		article2
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
[Full Text][Citation analysis]		article40
2019Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies In: Economics Letters.
[Full Text][Citation analysis]		article4
2017Digesting anomalies in emerging European markets: A comparison of factor pricing models In: Emerging Markets Review.
[Full Text][Citation analysis]		article19
2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing? In: Emerging Markets Review.
[Full Text][Citation analysis]		article8
2020Is there an illiquidity premium in frontier markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article18
2019Alpha momentum and alpha reversal in country and industry equity indexes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2020The long-run reversal in the long run: Insights from two centuries of international equity returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
2021The alpha momentum effect in commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article4
2021Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics.
[Full Text][Citation analysis]		article35
2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2019Price range and the cross-section of expected country and industry returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article47
2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2016Risk-based explanation for the country-level size and value effects In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2017Performance persistence of government bond factor premia In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2020Seasonality in the Cross-Section of Cryptocurrency Returns In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe In: Finance Research Letters.
[Full Text][Citation analysis]		article207
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article25
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article23
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2022When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns In: Journal of Financial Stability.
[Full Text][Citation analysis]		article21
2019Short-term momentum (almost) everywhere In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article31
2021Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2021Liquidity and the cross-section of international stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2021Long-run reversal in commodity returns: Insights from seven centuries of evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2019Cross-sectional seasonalities in international government bond returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2020Business sentiment and the cross-section of global equity returns In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2020Dissecting anomalies in Islamic stocks: Integrated or segmented pricing? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		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]		article1
2016Is there momentum in equity anomalies? Evidence from the Polish emerging market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2017Seasonality in government bond returns and factor premia In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2018Is there momentum in factor premia? Evidence from international equity markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2019Reverse splits in international stock markets: Reconciling the evidence on long-term returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2021COVID-19, government policy responses, and stock market liquidity around the world: A note In: Research in International Business and Finance.
[Full Text][Citation analysis]		article46
2021Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy In: Research in International Business and Finance.
[Full Text][Citation analysis]		article16
2022Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article22
2016Quality investing and the cross-section of country returns In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2018Country Risk and Expected Returns Across Global Equity Markets In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2019The Cross Section of Country Equity Returns: A Review of Empirical Literature In: JRFM.
[Full Text][Citation analysis]		article7
2021COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets In: JRFM.
[Full Text][Citation analysis]		article9
2022Sail Away to a Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies In: JRFM.
[Full Text][Citation analysis]		article0
2022Government Interventions and Sovereign Bond Market Volatility during COVID 19: A Quantile Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2019An Application of Factor Pricing Models to the Polish Stock Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2020Performance Persistence in Anomaly Returns: Evidence from Frontier Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2021Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2015The Financialization of Commodity Markets In: Palgrave Macmillan Books.
[Citation analysis]		book2
2015Financialization of Commodity Markets.(2015) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 2		chapter
2017Country Asset Allocation In: Palgrave Macmillan Books.
[Citation analysis]		book1
2015Asset Allocation in Commodity Markets In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Passive Investment Strategies in Commodity Markets In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Active Investment Strategies in Commodity Markets In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Performance Measurement of Commodity Investments In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Commodity Investments in Financialized Markets—a Study In: Palgrave Macmillan Books.
[Citation analysis]		chapter1
2015Conclusions In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2014Country Value Premiums and Financial Crises In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article0
2014A Performance Evaluation Model for Global Macro Funds In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article1
2015Portfolio Diversification with Commodities in Times of Financialization In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article0
2015Inflation, Business Cycles, and Commodity Investing in Financialized Markets In: Business and Economics Research Journal.
[Full Text][Citation analysis]		article1
2016Strategies Based on Momentum and Term Structure in Financialized Commodity Markets In: Business and Economics Research Journal.
[Full Text][Citation analysis]		article3
2015LOW RISK ANOMALY IN THE CEE STOCK MARKETS In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2016Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2017Fundamental Indexation in European Emerging Markets In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article4
2014THE LOW PRICE EFFECT ON THE POLISH MARKET In: e-Finanse.
[Full Text][Citation analysis]		article3
2015THE PROFITABILITY OF FOLLOWING ANALYST RECOMMENDATIONS ON THE POLISH STOCK MARKET In: e-Finanse.
[Full Text][Citation analysis]		article0
2016Paper profits from value, size and momentum: evidence from the Polish market In: e-Finanse.
[Full Text][Citation analysis]		article0
2020A Factor Model for Country-Level Equity Returns In: Eurasian Studies in Business and Economics.
[Citation analysis]		chapter0
2020A Tale of Two States: An Application of a Markov Switching Model to Anomaly Returns In: Eurasian Studies in Business and Economics.
[Citation analysis]		chapter0
2020International Equity Exchange-Traded Funds In: Springer Books.
[Citation analysis]		book1
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.
[Full Text][Citation analysis]		article7
2022Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2018Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics.
[Full Text][Citation analysis]		article5
2019Beware of the crash risk: Tail beta and the cross-section of stock returns in China In: Applied Economics.
[Full Text][Citation analysis]		article1
2019Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? In: Applied Economics.
[Full Text][Citation analysis]		article1
2019The sources of momentum in international government bond returns In: Applied Economics.
[Full Text][Citation analysis]		article1
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics.
[Full Text][Citation analysis]		article12
2021FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE In: Applied Economics.
[Full Text][Citation analysis]		article12
2021Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns In: Applied Economics.
[Full Text][Citation analysis]		article0
2016Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets In: Journal of Business Economics and Management.
[Full Text][Citation analysis]		article2
2017Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? In: International Journal of Management and Economics.
[Full Text][Citation analysis]		article2
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team