Adam Zaremba : Citation Profile

Are you Adam Zaremba?

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

14

H index

17

i10 index

703

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: 58
   Journals where Adam Zaremba has often published
   Relations with other researchers
   Recent citing documents: 163.    Total self citations: 41 (5.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pza419
   Updated: 2024-01-16    RAS profile: 2022-08-24    
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Relations with other researchers

Works with:

Demir, Ender (10)

Mikutowski, Mateusz (6)

Umutlu, Mehmet (2)

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

Is cited by:

Yousaf, Imran (19)

Demir, Ender (13)

Tiwari, Aviral (7)

Umutlu, Mehmet (6)

Będowska-Sójka, Barbara (5)

GUPTA, RANGAN (5)

Albulescu, Claudiu (5)

Pham, Linh (5)

Brzeszczynski, Janusz (5)

Gil-Alana, Luis (5)

Kenourgios, Dimitris (4)

Cites to:

French, Kenneth (106)

Fama, Eugene (81)

Pedersen, Lasse (80)

Titman, Sheridan (48)

Shleifer, Andrei (41)

Harvey, Campbell (36)

Newey, Whitney (34)

West, Kenneth (34)

Wu, Yangru (30)

Carhart, Mark (30)

Subrahmanyam, Avanidhar (29)

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
International Review of Financial Analysis4
Journal of Banking & Finance4
Emerging Markets Finance and Trade4
Journal of International Financial Markets, Institutions and Money3
JRFM3
Journal for Economic Forecasting3
Pacific-Basin Finance Journal3
"e-Finanse"3
International Journal of Finance & Banking Studies3
Emerging Markets Review3
Contemporary Economics3
Economics Letters3
Energy Economics2
Economic Modelling2
Journal of Empirical Finance2
Copernican Journal of Finance & Accounting2
Applied Economics Letters2
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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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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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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2023The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594.

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2023.

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2023Co?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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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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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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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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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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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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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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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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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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2023The COVID-19 risk in the cross-section of equity options. (2023). Ruan, Xinfeng ; Jitsawatpaiboon, Kanokrak. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000582.

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2023Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. (2023). Yang, Yung-Lieh ; Ling, Yuan Hung ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001216.

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2023Banking market structure and industrial structure: A transnational empirical study. (2023). Wu, Tong ; Jiang, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001587.

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2023Liquidity of corporate bonds and credit spread. (2023). Wang, Haiyang. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003136.

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2023Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis. (2023). Todorova, Neda ; Nekhili, Ramzi ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003689.

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2023Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087.

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2023A note on the dynamic adoption and valuation theory in tokenomics. (2023). Yang, Jinqiang ; Wang, Shibo ; Shen, Zhuyi. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004191.

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2023Twitter matters for metaverse stocks amid economic uncertainty. (2023). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan A ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004889.

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2023Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189.

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2023What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Hammoudeh, Shawkat ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664.

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2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Learning financial survival from disasters. (2023). Muradoglu, Gulnur ; Eshraghi, Arman ; Tosun, Onur Kemal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300046x.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

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2023Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States. (2023). Shahbaz, Muhammad ; Chopra, Ritika ; Singh, Sanjeet ; Sharma, Gagan Deep ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006110.

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2023Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390.

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2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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2023Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399.

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2023The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

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2023Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Managing natural resource prices in a geopolitical risk environment. (2023). Mzoughi, Hela ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003392.

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2023Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method. (2023). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Adeleke, Musefiu A ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003495.

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2023Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Gholami, Samad ; Sadeghi, Abdorasoul ; Roudari, Soheil. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

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2023COVID-19 pandemic impact on banking sector: A cross-country analysis. (2023). Iik, Ozcan ; Wang, Wenhao ; Jiang, Ping ; Shabir, Mohsin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000038.

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2023COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707.

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2023Network connectedness of the term structure of yield curve and global Sukuks. (2023). Teplova, Tamara ; Shahab, Yasir ; Riaz, Yasir ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221.

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2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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2023Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms. (2023). Ljubicic, Kristian ; Kaserer, Christoph ; Haimann, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:228-243.

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2023Business optimism and the innovation-profitability nexus: Introducing the COVID-19 adaptable capacity framework. (2023). Lim, King Yoong ; Morris, Diego. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001445.

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2023The impact of government policy responses on airline stock return during the COVID-19 crisis. (2023). Jaroenjitrkam, Anutchanat ; Maneenop, Sakkakom ; Kotcharin, Suntichai. In: Research in Transportation Economics. RePEc:eee:retrec:v:99:y:2023:i:c:s0739885923000380.

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2023What do we know about meme stocks? A bibliometric and systematic review, current streams, developments, and directions for future research. (2023). Nobanee, Haitham ; Daoud, Nejla Ould. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:589-602.

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2023Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283.

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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]		article7
2017The cross section of international government bond returns In: Economic Modelling.
[Full Text][Citation analysis]		article2
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]		article1
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
[Full Text][Citation analysis]		article35
2019Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies In: Economics Letters.
[Full Text][Citation analysis]		article3
2017Digesting anomalies in emerging European markets: A comparison of factor pricing models In: Emerging Markets Review.
[Full Text][Citation analysis]		article17
2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing? In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2020Is there an illiquidity premium in frontier markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article15
2019Alpha momentum and alpha reversal in country and industry equity indexes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
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]		article8
2021The alpha momentum effect in commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article2
2021Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics.
[Full Text][Citation analysis]		article23
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]		article1
2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article40
2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
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]		article1
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]		article14
2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe In: Finance Research Letters.
[Full Text][Citation analysis]		article190
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article21
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
[Full Text][Citation analysis]		article15
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]		article19
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article14
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]		article11
2019Short-term momentum (almost) everywhere In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article6
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]		article26
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]		article7
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]		article12
2021Liquidity and the cross-section of international stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
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]		article4
2020Business sentiment and the cross-section of global equity returns In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
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]		article2
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]		article41
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]		article15
2022Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article18
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]		article8
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]		article3
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]		book1
2015Financialization of Commodity Markets.(2015) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 1		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]		chapter0
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]		article2
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]		article3
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]		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.
[Full Text][Citation analysis]		article5
2022Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
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]		article9
2021FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE In: Applied Economics.
[Full Text][Citation analysis]		article8
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]		article1
2017Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? In: International Journal of Management and Economics.
[Full Text][Citation analysis]		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team