Adam Zaremba : Citation Profile

Are you Adam Zaremba?

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

13

H index

16

i10 index

664

Citations

RESEARCH PRODUCTION:

85

Articles

1

Papers

4

Books

9

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 55
   Journals where Adam Zaremba has often published
   Relations with other researchers
   Recent citing documents: 325.    Total self citations: 41 (5.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pza419
   Updated: 2023-11-04    RAS profile: 2022-08-24    
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Relations with other researchers

Works with:

Demir, Ender (10)

Mikutowski, Mateusz (6)

Umutlu, Mehmet (4)

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

Is cited by:

Yousaf, Imran (18)

Demir, Ender (13)

Umutlu, Mehmet (6)

Tiwari, Aviral (6)

GUPTA, RANGAN (5)

Brzeszczynski, Janusz (5)

Będowska-Sójka, Barbara (5)

Gil-Alana, Luis (5)

Albulescu, Claudiu (5)

Plastun, Alex (4)

DeLisle, Jared (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)

Carhart, Mark (30)

Wu, Yangru (30)

Subrahmanyam, Avanidhar (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
Emerging Markets Finance and Trade4
Journal of Banking & Finance4
International Review of Financial Analysis4
"e-Finanse"3
Pacific-Basin Finance Journal3
Economics Letters3
International Journal of Finance & Banking Studies3
Emerging Markets Review3
JRFM3
Journal for Economic Forecasting3
Journal of International Financial Markets, Institutions and Money3
Contemporary Economics3
Economic Modelling2
Business and Economics Research Journal2
Applied Economics Letters2
Energy Economics2
Copernican Journal of Finance & Accounting2
The North American Journal of Economics and Finance2
Journal of Empirical Finance2

Recent works citing Adam Zaremba (2023 and 2022)

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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2022Do Philippine Stocks Catch Coronavirus? Some Econometric Check-up on Pandemic Data, 2021-2022. (2022). Abueg, Luisito C ; Reniel, Mark. In: Journal of Economics, Management & Agricultural Development. RePEc:ags:pjemad:333542.

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2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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

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2022A systematic analysis of biotech startups that went public in the first half of 2021. (2022). Dahlman, James E ; da Silva, Alejandro J ; Lokugamage, Melissa P ; Huayamares, Sebastian G. In: Papers. RePEc:arx:papers:2205.00993.

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2022New drugs and stock market: how to predict pharma market reaction to clinical trial announcements. (2022). Zhukov, Leonid ; Kovtun, Elizaveta ; Kazakov, Alexey ; Budennyy, Semen. In: Papers. RePEc:arx:papers:2208.07248.

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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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2022COVID?19 Disclosures and Market Uncertainty: Evidence from 10?Q Filings. (2022). Pham, Viet T ; Hao, Jie. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:2:p:238-266.

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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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2022Why dont asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals. (2022). Zeidan, Rodrigo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3028-3039.

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

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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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2022The COVID?19 risk in the Chinese option market. (2022). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Li, Jianhui. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:346-355.

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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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2022The Impact of the Corona Crisis on the Worldwide Stock Markets: An Empirical Analysis with Cross National Event Study Approach. (2022). Svoboda, Martin ; Reuse, Svend ; Opala, Noel ; Fischer, Annika. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-18.

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2022Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3.

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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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2022The effect of environmental, social and governance risks. (2022). Yilmaz, Muhammed Hasan ; Sharma, Abhinav ; Ozdemir, Ozgur ; Cepni, Oguzhan ; Akyildirim, Erdinc ; Dogru, Tarik. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000834.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2022Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181.

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2022Covid-19 and herding in global equity markets. (2022). de Souza, Gerson ; Rubesam, Alexandre. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000284.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022Global momentum: The optimal trading approach. (2022). Muradoglu, Yaz ; Tsitsianis, Nicholas ; Muradolu, Yaz Gulnur ; Wouassom, Alain. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000788.

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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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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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2022The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309.

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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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2022Is there a value premium in cryptoasset markets?. (2022). Liebi, Luca J. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000232.

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2022Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022Seasonality and momentum across national equity markets. (2022). Balvers, Ronald ; Song, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000584.

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2022The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model. (2022). Wang, Mingjin ; Gao, Yang ; Zhao, Wandi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001164.

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2022Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds. (2022). Ling, Boya ; Huang, Xinrui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001577.

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

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2022Emerging market dynamics in H1N1 and COVID-19 pandemics. (2022). Henriquez, Boris Pasten ; Grien, Pablo Tapia ; Velasquez, Jorge Sepulveda. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002749.

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2022The impact of policy, political and economic uncertainty on corporate capital investment in the emerging markets of Eastern Europe and Turkey. (2022). Azimli, Asil. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s093936252200036x.

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2022Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005.

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2022Does a sustainability risk premium exist where it matters the most?. (2022). Burlacu, Radu ; Daty, Frederic ; Ferrat, Yann. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s1566014122000607.

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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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2022Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780.

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2022Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2022Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396.

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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022The growth of oil futures in China: Evidence of market maturity through global crises. (2022). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863.

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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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2022Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun ; Li, Yiying. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222010751.

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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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2022The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022Cross-sectional seasonalities and seasonal reversals: Evidence from China. (2022). Guo, Shuxin ; Yuan, Yue ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001260.

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2022Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets. (2022). Tang, Leilei ; Hsu, Yu-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001478.

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2022Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Zhang, Chao ; Wu, Junfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001818.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2022Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market. (2022). Sung, Ming-Chien ; Tai, Chung-Ching ; Lepori, Gabriele M ; Chen, Rongxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003696.

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

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

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

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

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2022Impact of global health crisis and oil price shocks on stock markets in the GCC. (2022). Eissa, Mohamed Abdel-Aziz ; Zeitun, Rami ; al Refai, Hisham. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002117.

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2022COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. (2022). karamti, chiraz ; Belhassine, Olfa. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002178.

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2022COVID-19 And the african financial markets : Less infection, less economic impact ?. (2022). Sene, Babacar ; Bassene, Theophile ; del Lo, Gaye. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002294.

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2022How stock markets reacted to COVID-19? Evidence from 25 countries. (2022). Gong, Qiang ; Bach, Dinh Hoang ; Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002403.

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2022Understanding exchange rate shocks during COVID-19. (2022). Narayan, Paresh Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002531.

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2022Persistence in US Treasury bonds. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610.

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2022Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach. (2022). Nefzi, Nourhaine ; Melki, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002993.

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2022The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model. (2022). Serrasqueiro, Pedro ; Curto, Jose Dias. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003020.

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2022The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic. (2022). DeLisle, Jared ; Baig, Ahmed S ; Aharon, David Y. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003172.

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2022Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003469.

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2022COVID-19 impact on digital companies’ stock return: A dynamic data analysis. (2022). ben Hamad, Salah ; Ayadi, Imen ; Ben-Ahmed, Kais. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003524.

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2022Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets. (2022). Cyril, Sajan ; Liu, Yiyang ; Saverimuttu, Vivienne ; Kavalmthara, Peter John ; Bakry, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100355x.

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2022Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak. (2022). Fu, Xiaoqing ; Wang, Yizhi ; Lin, Yongjia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003561.

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2022Did the COVID-19 pandemic (really) positively impact the IPO Market? An Analysis of information uncertainty. (2022). Chen, Mengxi ; Baig, Ahmed S. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003743.

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2022Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. (2022). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003949.

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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 another 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]		article0
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]		article16
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]		article20
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]		article36
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]		article13
2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe In: Finance Research Letters.
[Full Text][Citation analysis]		article185
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article20
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
[Full Text][Citation analysis]		article13
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]		article17
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article10
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]		article9
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]		article25
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]		article6
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]		article10
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]		article39
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]		article16
2015Country selection strategies based on quality In: Managerial Finance.
[Full Text][Citation analysis]		article1
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]		article1
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 another 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]		article4
2022Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
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]		article0
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics.
[Full Text][Citation analysis]		article8
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 November, 3 2023. Contact: CitEc Team