Adam Zaremba : Citation Profile

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

17

H index

24

i10 index

1036

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: 86
   Journals where Adam Zaremba has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 41 (3.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pza419
   Updated: 2025-12-27    RAS profile: 2022-08-24    
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Relations with other researchers

Works with:

Demir, Ender (10)

Umar, Zaghum (8)

Mikutowski, Mateusz (4)

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:

Umar, Zaghum (72)

Gubareva, Mariya (32)

Yousaf, Imran (20)

Demir, Ender (14)

Tiwari, Aviral (12)

Umutlu, Mehmet (12)

Corbet, Shaen (7)

Będowska-Sójka, Barbara (7)

Shahzad, Syed Jawad Hussain (7)

Wohar, Mark (7)

GUPTA, RANGAN (7)

Cites to:

French, Kenneth (106)

Fama, Eugene (81)

Pedersen, Lasse (80)

Shleifer, Andrei (57)

Titman, Sheridan (48)

Harvey, Campbell (36)

West, Kenneth (34)

Newey, Whitney (34)

Carhart, Mark (30)

Wu, Yangru (30)

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

Recent works citing Adam Zaremba (2025 and 2024)

YearTitle of citing document
2024The Retreat from BIST: Insights into Foreign Portfolio Investment Movements. (2024). Babuu, Enol ; Hazar, Adalet ; Alp, Ozge Sezgin. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:3:p:503-519.

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

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2024Pricing the common stocks in emerging markets: The role of economic policy uncertainty. (2024). Arkol, Orbay ; Azimli, Asil. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:1:p:31-50:id:93.

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2024Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520.

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2024COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study. (2024). Vespignani, Joaquin ; Ahadzie, Richard Mawulawoe ; Kangogo, Moses ; Khan, Faisal ; Daugaard, Dan. In: Economic Papers. RePEc:bla:econpa:v:43:y:2024:i:2:p:184-203.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19.

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2024Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective. (2024). Benfeddoul, Safae ; Taib, Asmaaa Alaoui. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-20.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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

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2025Pricing anomalies in a general equilibrium model with biased learning. (2025). Bottazzi, Giulio ; Antico, Andrea ; Giachini, Daniele. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000085.

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2024The impact of economic sanctions on the COVID-19 pandemic. (2024). Zhao, Xin-Xin ; Liu, Xiaoxia ; Xue, Wei-Xian ; Chen, MO ; Chang, Chun-Ping. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:163-174.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

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2025Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection. (2025). Chen, Yun ; Zhang, Sicheng ; Liu, Shuting. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000677.

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

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

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

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

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs. (2025). O'Mahony, Barry ; Valadkhani, Abbas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000099.

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2024COVID-19 literature in Elsevier finance journal ecosystem. (2024). Pandey, Dharen ; Hunjra, Ahmed ; Lal, Madan ; Bruna, Maria Giuseppina ; Rai, Varun Kumar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003896.

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2025Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China. (2025). Wang, Daoping ; Li, Kangle ; Shen, Xinyan. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001661.

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2024How does technological progress affect provincial financial resilience? Evidence at the provincial level in China. (2024). Liu, Yuting ; Xu, Dandan. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000323.

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2024Geopolitical risk and the cost of capital in emerging economies. (2024). el Ghoul, Sadok ; Carney, Richard W ; Guedhami, Omrane ; Wang, HE. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400044x.

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2024Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554.

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

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2024Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963.

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

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

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

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2024Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach. (2024). Ali, Shoaib ; Shan, Shan ; Umar, Muhammad ; Naveed, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002317.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182.

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2024Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets. (2024). Kumar, Pawan ; Singh, Vipul Kumar. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006613.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x.

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2025Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049.

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2025Environment and Energy: Does climate risk shape the energy consumption behavior of firms?. (2025). Srivastav, Shashank Prakash ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004578.

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2025Dynamic spillovers between Chinese oil futures market and global financial markets under geopolitical risks. (2025). Xu, Nan ; Zhang, Weiqian ; Li, Songsong ; Romanova, Valentina. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019164.

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2025Exploring the critical risk factors in COVID-19 vaccination clinics aimed uncertainty: Insight from Pakistan. (2025). Gong, Shaoqing ; Abbas, Hafiz Waqar ; Khalid, Neelum ; Anjum, Razia ; Nawaz, Rashed ; Zhou, Zhongliang. In: Evaluation and Program Planning. RePEc:eee:epplan:v:112:y:2025:i:c:s0149718925001181.

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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2025Risk factors in cryptocurrency pricing. (2025). Frömmel, Michael ; Frmmel, Michael ; Lan, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004764.

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

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

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

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

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

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

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

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

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

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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

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2024Twitter and cryptocurrency pump-and-dumps. (2024). Bluteau, Keven ; Ardia, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004113.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025Challenges to corporate supply chain stability under the trend of expert power concentration. (2025). Jin, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400752x.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Impact of geopolitical risk on target debt ratio. (2024). Shrestha, Keshab ; Suresh, Sheena Sara ; Khaw, Karren Lee-Hwei. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013363.

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2024Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223.

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2024Can factor momentum beat momentum factor? Evidence from China. (2024). Zhang, Xuan ; Ouyang, Ruolan ; Zhu, Dongming. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000515.

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2024Managerial overconfidence and corporate resilience. (2024). Zhang, Ximeng ; Chen, Jie ; Liu, Deqing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s154461232400117x.

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2024Geopolitical risk exposure and stock returns: Evidence from China. (2024). Zhang, Yaojie ; Ren, Xinrui ; Jin, Meichen. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005099.

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2024Firm-specific investor sentiment and stock price informativeness. (2024). Tan, Yusen ; Qian, Binsheng. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007104.

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2024Internal control and stock liquidity. (2024). Huang, Yating ; Sun, Yahui ; Feng, Qindi. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007463.

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2024A simulated electronic market with speculative behaviour and bubble formation. (2024). Cofre, Nicolas ; Mosionek-Schweda, Magdalena. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400775x.

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2024Corporate credit risk and bond yield spreads: Market reactions to the spreads. (2024). Dong, Xueqin ; Dai, Haiyan ; Xue, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009632.

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2024Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence. (2024). Bajpai, Shweta ; Dixit, Alok. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012388.

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2025Evidence from financial freedom moderating the relationship between government intervention and financial stability. (2025). Ni, Wei ; Duan, Chengyonghui ; Bt, Norhuda ; san Ong, Tze. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s154461232401585x.

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2025Do risk preferences drive momentum in cryptocurrencies?. (2025). Buchwalter, Bastien ; Schweizer, Denis ; Proelss, Juliane. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015605.

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2025Research on the dual driving effects of intellectual property protection and government subsidies on total factor productivity growth. (2025). Cai, Junjie ; Yang, Ruiqi. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016209.

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2025How do systematic risk spillovers reshape investment outcomes?. (2025). Tiwari, Aviral ; Silva, Emilson ; Roubaud, David ; Tao, Miaomiao. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000741.

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2025Forecasting the BRICS stock returns with best subset regressions. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003022.

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2025Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation. (2025). Meng, Fanyu. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004799.

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2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

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2025Black market prices as inflation predictor: Evidence from China’s hyperinflation. (2025). Sha, Yezhou ; Wu, XI. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010633.

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2024Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

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2025Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Fintechs impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem. (2024). Asl, Mahdi Ghaemi ; ben Jabeur, Sami ; Hosseini, Seyedeh Sana ; Riahi, Hamed Tajmir. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000942.

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2024Riding the geopolitical storm or dodging bullets: Geopolitical risk timing of mutual funds. (2024). Chen, Zhenshan ; Liu, Jie ; Zhu, Yinglun ; Lin, Gengyan. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001194.

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2024Assessment of Economic Policy Uncertainty spillovers: A cross-border analysis of global and BRIC economies. (2024). Hassan, M. Kabir ; Kayani, Umar ; Khan, Maaz ; Nawaz, Farrukh ; Dejan, Austin. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000532.

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2024Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach. (2024). le Roux, Sara ; Raheem, Ibrahim D ; Ur, Mobeen. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000829.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2024National culture and banks stock volatility. (2024). Galil, Koresh ; Varon, Eva. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Wang, YE ; Zhao, Xiaojuan ; Liu, Weiyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234.

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2024Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Malki, Issam ; Bas, Tugba ; Sivaprasad, Sheeja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

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2024Social media as an amplifier of insider trading profits. (2024). Goodell, John W ; Wang, Pengfei ; Zhang, Wei ; Li, YI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001252.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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

Adam Zaremba has edited the books:

YearTitleTypeCited

Works by Adam Zaremba:

YearTitleTypeCited
2015Skewness preference across countries In: Business and Economic Horizons (BEH).
[Full Text][Citation analysis]		article1
2015Skewness preference across countries.(2015) In: Business and Economic Horizons (BEH).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014IPO Initial Underpricing Anomaly: the Election Gimmick Hypothesis In: Copernican Journal of Finance & Accounting.
[Full Text][Citation analysis]		article1
2015The January seasonality and the performance of country-level value and momentum strategies In: Copernican Journal of Finance & Accounting.
[Full Text][Citation analysis]		article3
2016Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article8
2017The cross section of international government bond returns In: Economic Modelling.
[Full Text][Citation analysis]		article4
2021Herding for profits: Market breadth and the cross-section of global equity returns In: Economic Modelling.
[Full Text][Citation analysis]		article4
2018Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Picking winners to pick your winners: The momentum effect in commodity risk factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Return seasonalities in government bonds and macroeconomic risk In: Economics Letters.
[Full Text][Citation analysis]		article2
2019Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters.
[Full Text][Citation analysis]		article44
2019Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies In: Economics Letters.
[Full Text][Citation analysis]		article5
2017Digesting anomalies in emerging European markets: A comparison of factor pricing models In: Emerging Markets Review.
[Full Text][Citation analysis]		article22
2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing? In: Emerging Markets Review.
[Full Text][Citation analysis]		article10
2020Is there an illiquidity premium in frontier markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article18
2019Alpha momentum and alpha reversal in country and industry equity indexes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2020The long-run reversal in the long run: Insights from two centuries of international equity returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
2021The alpha momentum effect in commodity markets In: Energy Economics.
[Full Text][Citation analysis]		article4
2021Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics.
[Full Text][Citation analysis]		article54
2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2019Price range and the cross-section of expected country and industry returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article57
2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
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]		article3
2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2020Seasonality in the Cross-Section of Cryptocurrency Returns In: Finance Research Letters.
[Full Text][Citation analysis]		article20
2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe In: Finance Research Letters.
[Full Text][Citation analysis]		article234
2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article27
2021Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters.
[Full Text][Citation analysis]		article25
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]		article26
2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters.
[Full Text][Citation analysis]		article20
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]		article50
2019Short-term momentum (almost) everywhere In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
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]		article33
2021Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2021Liquidity and the cross-section of international stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2021Long-run reversal in commodity returns: Insights from seven centuries of evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2019Cross-sectional seasonalities in international government bond returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2020Business sentiment and the cross-section of global equity returns In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
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]		article2
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]		article6
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]		article58
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]		article19
2022Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article32
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]		article8
2021COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets In: JRFM.
[Full Text][Citation analysis]		article11
2022Sail Away to a Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies In: JRFM.
[Full Text][Citation analysis]		article0
2022Government Interventions and Sovereign Bond Market Volatility during COVID 19: A Quantile Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2019An Application of Factor Pricing Models to the Polish Stock Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2020Performance Persistence in Anomaly Returns: Evidence from Frontier Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2021Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2015The Financialization of Commodity Markets In: Palgrave Macmillan Books.
[Citation analysis]		book3
2015Financialization of Commodity Markets.(2015) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 3		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]		chapter2
2015Conclusions In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2014Country Value Premiums and Financial Crises In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article0
2014A Performance Evaluation Model for Global Macro Funds In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article1
2015Portfolio Diversification with Commodities in Times of Financialization In: International Journal of Finance & Banking Studies.
[Full Text][Citation analysis]		article0
2015Inflation, Business Cycles, and Commodity Investing in Financialized Markets In: Business and Economics Research Journal.
[Full Text][Citation analysis]		article1
2016Strategies Based on Momentum and Term Structure in Financialized Commodity Markets In: Business and Economics Research Journal.
[Full Text][Citation analysis]		article3
2015LOW RISK ANOMALY IN THE CEE STOCK MARKETS In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2016Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2017Fundamental Indexation in European Emerging Markets In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article4
2014THE LOW PRICE EFFECT ON THE POLISH MARKET In: e-Finanse.
[Full Text][Citation analysis]		article3
2015THE PROFITABILITY OF FOLLOWING ANALYST RECOMMENDATIONS ON THE POLISH STOCK MARKET In: e-Finanse.
[Full Text][Citation analysis]		article0
2016Paper profits from value, size and momentum: evidence from the Polish market In: e-Finanse.
[Full Text][Citation analysis]		article0
2020A Factor Model for Country-Level Equity Returns In: Eurasian Studies in Business and Economics.
[Citation analysis]		chapter0
2020A Tale of Two States: An Application of a Markov Switching Model to Anomaly Returns In: Eurasian Studies in Business and Economics.
[Citation analysis]		chapter0
2020International Equity Exchange-Traded Funds In: Springer Books.
[Citation analysis]		book1
2018Price-Based Investment Strategies In: Springer Books.
[Citation analysis]		book2
2020One shape fits all? A comprehensive examination of cryptocurrency return distributions In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
2022Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2018Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics.
[Full Text][Citation analysis]		article5
2019Beware of the crash risk: Tail beta and the cross-section of stock returns in China In: Applied Economics.
[Full Text][Citation analysis]		article2
2019Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? In: Applied Economics.
[Full Text][Citation analysis]		article3
2019The sources of momentum in international government bond returns In: Applied Economics.
[Full Text][Citation analysis]		article2
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics.
[Full Text][Citation analysis]		article15
2021FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE In: Applied Economics.
[Full Text][Citation analysis]		article17
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]		article3
2017Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? In: International Journal of Management and Economics.
[Full Text][Citation analysis]		article2
2010Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements In: Contemporary Economics.
[Full Text][Citation analysis]		article0
2011Sources of Return in the Index Futures Markets In: Contemporary Economics.
[Full Text][Citation analysis]		article0
2017Combining Equity Country Selection Strategies In: Contemporary Economics.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team