| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Performance Evaluation Model for Global Macro Funds |
0 |
0 |
0 |
9 |
0 |
3 |
15 |
56 |
| Alpha momentum and alpha reversal in country and industry equity indexes |
0 |
0 |
0 |
34 |
0 |
11 |
25 |
141 |
| An Application of Factor Pricing Models to the Polish Stock Market |
2 |
2 |
2 |
16 |
2 |
2 |
8 |
47 |
| Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements |
0 |
0 |
0 |
35 |
0 |
3 |
6 |
127 |
| Beware of the crash risk: Tail beta and the cross-section of stock returns in China |
0 |
0 |
1 |
3 |
0 |
3 |
12 |
22 |
| Business sentiment and the cross-section of global equity returns |
0 |
0 |
1 |
7 |
1 |
1 |
14 |
57 |
| COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets |
0 |
0 |
0 |
2 |
0 |
1 |
9 |
17 |
| COVID-19, government policy responses, and stock market liquidity around the world: A note |
0 |
1 |
1 |
20 |
0 |
4 |
17 |
78 |
| Combining Equity Country Selection Strategies |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
14 |
| Commodity financialisation and price co-movement: Lessons from two centuries of evidence |
0 |
1 |
1 |
10 |
1 |
3 |
5 |
30 |
| Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy |
0 |
0 |
1 |
8 |
0 |
10 |
26 |
73 |
| Country Risk and Expected Returns Across Global Equity Markets |
0 |
0 |
0 |
36 |
0 |
7 |
27 |
242 |
| Country Value Premiums and Financial Crises |
0 |
0 |
1 |
9 |
0 |
2 |
7 |
45 |
| Cross-sectional seasonalities in international government bond returns |
0 |
0 |
3 |
24 |
0 |
3 |
11 |
92 |
| Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
14 |
| Digesting anomalies in emerging European markets: A comparison of factor pricing models |
0 |
0 |
1 |
46 |
1 |
5 |
18 |
160 |
| Dissecting anomalies in Islamic stocks: Integrated or segmented pricing? |
0 |
0 |
0 |
4 |
0 |
5 |
10 |
37 |
| Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models |
0 |
0 |
2 |
4 |
0 |
3 |
9 |
18 |
| FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE |
2 |
4 |
7 |
40 |
6 |
20 |
34 |
103 |
| False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987) |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
32 |
| Fundamental Indexation in European Emerging Markets |
0 |
0 |
0 |
15 |
2 |
4 |
9 |
65 |
| Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices |
0 |
1 |
1 |
16 |
8 |
18 |
38 |
128 |
| Herding for profits: Market breadth and the cross-section of global equity returns |
0 |
1 |
4 |
13 |
4 |
20 |
59 |
95 |
| IPO Initial Underpricing Anomaly: the Election Gimmick Hypothesis |
0 |
0 |
1 |
22 |
1 |
6 |
17 |
120 |
| Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? |
0 |
0 |
0 |
1 |
0 |
3 |
19 |
32 |
| Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight |
0 |
0 |
0 |
6 |
1 |
2 |
9 |
54 |
| Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world |
0 |
0 |
0 |
2 |
0 |
4 |
14 |
34 |
| Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe |
0 |
0 |
1 |
28 |
0 |
6 |
23 |
138 |
| Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data |
0 |
0 |
1 |
5 |
0 |
3 |
16 |
62 |
| Inflation, Business Cycles, and Commodity Investing in Financialized Markets |
0 |
0 |
1 |
27 |
0 |
3 |
19 |
145 |
| Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies |
0 |
1 |
1 |
21 |
7 |
18 |
24 |
78 |
| Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets |
1 |
1 |
1 |
3 |
1 |
1 |
6 |
18 |
| Is there an illiquidity premium in frontier markets? |
0 |
0 |
0 |
24 |
0 |
4 |
21 |
97 |
| Is there momentum in equity anomalies? Evidence from the Polish emerging market |
1 |
1 |
3 |
21 |
2 |
8 |
28 |
98 |
| Is there momentum in factor premia? Evidence from international equity markets |
0 |
0 |
2 |
17 |
3 |
10 |
22 |
81 |
| LOW RISK ANOMALY IN THE CEE STOCK MARKETS |
0 |
0 |
0 |
62 |
0 |
6 |
15 |
229 |
| Liquidity and the cross-section of international stock returns |
1 |
15 |
27 |
49 |
7 |
28 |
71 |
160 |
| Long-run reversal in commodity returns: Insights from seven centuries of evidence |
0 |
0 |
0 |
2 |
0 |
7 |
15 |
39 |
| Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets |
0 |
0 |
1 |
12 |
2 |
4 |
9 |
68 |
| Oil shocks and equity markets: The case of GCC and BRICS economies |
0 |
0 |
0 |
18 |
0 |
3 |
8 |
55 |
| One shape fits all? A comprehensive examination of cryptocurrency return distributions |
0 |
0 |
2 |
5 |
1 |
3 |
10 |
25 |
| Paper profits from value, size and momentum: evidence from the Polish market |
1 |
1 |
1 |
5 |
1 |
1 |
13 |
56 |
| Paper profits or real money? Trading costs and stock market anomalies in country ETFs |
0 |
0 |
0 |
12 |
0 |
4 |
10 |
100 |
| Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 |
0 |
1 |
1 |
9 |
1 |
16 |
25 |
39 |
| Performance Persistence in Anomaly Returns: Evidence from Frontier Markets |
0 |
0 |
1 |
3 |
2 |
7 |
15 |
25 |
| Performance persistence of government bond factor premia |
0 |
0 |
0 |
15 |
0 |
2 |
10 |
58 |
| Picking winners to pick your winners: The momentum effect in commodity risk factors |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
27 |
| Portfolio Diversification with Commodities in Times of Financialization |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
29 |
| Price range and the cross-section of expected country and industry returns |
0 |
0 |
0 |
7 |
0 |
3 |
10 |
57 |
| Quality investing and the cross-section of country returns |
0 |
0 |
0 |
12 |
0 |
3 |
14 |
63 |
| Return seasonalities in government bonds and macroeconomic risk |
0 |
0 |
0 |
3 |
0 |
2 |
9 |
28 |
| Reverse splits in international stock markets: Reconciling the evidence on long-term returns |
0 |
0 |
2 |
5 |
1 |
9 |
49 |
70 |
| Risk-based explanation for the country-level size and value effects |
0 |
0 |
0 |
15 |
0 |
5 |
8 |
85 |
| Sail Away to a Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
| Seasonality in government bond returns and factor premia |
0 |
0 |
0 |
15 |
0 |
2 |
5 |
65 |
| Seasonality in the Cross-Section of Cryptocurrency Returns |
0 |
0 |
1 |
6 |
1 |
16 |
55 |
100 |
| Seven centuries of commodity co-movement: a wavelet analysis approach |
0 |
0 |
0 |
10 |
1 |
3 |
8 |
21 |
| Short-term momentum (almost) everywhere |
0 |
0 |
2 |
8 |
0 |
5 |
23 |
126 |
| Size matters everywhere: Decomposing the small country and small industry premia |
0 |
0 |
0 |
9 |
1 |
7 |
13 |
61 |
| Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? |
1 |
1 |
4 |
13 |
2 |
3 |
20 |
72 |
| Skewness preference across countries |
0 |
0 |
0 |
4 |
0 |
2 |
6 |
37 |
| Skewness preference across countries |
0 |
0 |
2 |
6 |
0 |
3 |
10 |
26 |
| Sources of Return in the Index Futures Markets |
0 |
0 |
0 |
6 |
1 |
2 |
7 |
58 |
| Spillover and risk transmission in the components of the term structure of eurozone yield curve |
0 |
0 |
1 |
19 |
0 |
4 |
10 |
44 |
| Strategies Based on Momentum and Term Structure in Financialized Commodity Markets |
1 |
1 |
1 |
11 |
2 |
6 |
20 |
78 |
| Strategies can be expensive too! The value spread and asset allocation in global equity markets |
0 |
0 |
1 |
9 |
0 |
2 |
8 |
34 |
| THE LOW PRICE EFFECT ON THE POLISH MARKET |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
65 |
| THE PROFITABILITY OF FOLLOWING ANALYST RECOMMENDATIONS ON THE POLISH STOCK MARKET |
0 |
0 |
0 |
2 |
0 |
4 |
7 |
46 |
| Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets |
0 |
0 |
0 |
2 |
1 |
4 |
21 |
40 |
| The Cross Section of Country Equity Returns: A Review of Empirical Literature |
0 |
0 |
0 |
15 |
2 |
8 |
29 |
91 |
| The January seasonality and the performance of country-level value and momentum strategies |
0 |
0 |
1 |
7 |
2 |
8 |
16 |
49 |
| The alpha momentum effect in commodity markets |
0 |
2 |
6 |
38 |
0 |
8 |
27 |
127 |
| The cross section of international government bond returns |
0 |
0 |
0 |
26 |
0 |
0 |
5 |
98 |
| The cross-section of returns in frontier equity markets: Integrated or segmented pricing? |
0 |
0 |
1 |
6 |
2 |
3 |
11 |
48 |
| The long-run reversal in the long run: Insights from two centuries of international equity returns |
1 |
1 |
3 |
7 |
2 |
11 |
29 |
110 |
| The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets |
1 |
2 |
7 |
33 |
1 |
10 |
23 |
104 |
| The sources of momentum in international government bond returns |
1 |
1 |
3 |
5 |
1 |
2 |
10 |
31 |
| Twitter-Based uncertainty and cryptocurrency returns |
0 |
1 |
3 |
34 |
2 |
13 |
37 |
130 |
| Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies |
0 |
0 |
0 |
11 |
0 |
6 |
12 |
42 |
| Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets |
3 |
9 |
35 |
58 |
28 |
64 |
186 |
249 |
| Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic |
0 |
0 |
4 |
6 |
1 |
4 |
22 |
37 |
| When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns |
1 |
4 |
12 |
51 |
6 |
27 |
66 |
168 |
| Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns |
0 |
0 |
4 |
19 |
0 |
8 |
27 |
94 |
| Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns |
0 |
0 |
1 |
6 |
1 |
9 |
24 |
47 |
| Total Journal Articles |
17 |
52 |
165 |
1,211 |
113 |
554 |
1,651 |
6,170 |
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