Trading Costs, Short Sale Constraints, and the Performance of Stock Market Anomalies in Emerging Europe

SSRN Electronic Journal ◽

10.2139/ssrn.2778063 ◽

2017 ◽

Author(s):

Adam Zaremba ◽

Jerzy Nikorowski

Keyword(s):

Stock Market ◽

Trading Costs ◽

Market Anomalies ◽

Short Sale Constraints ◽

Stock Market Anomalies

Download Full-text

Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe

Economic Research-Ekonomska Istraživanja ◽

10.1080/1331677x.2018.1545593 ◽

2019 ◽

Vol 32 (1) ◽

pp. 403-422 ◽

Author(s):

Adam Zaremba ◽

Jerzy Nikorowski

Keyword(s):

Stock Market ◽

Trading Costs ◽

Market Anomalies ◽

Short Sale Constraints ◽

Stock Market Anomalies

Download Full-text

Paper profits or real money? Trading costs and stock market anomalies in country ETFs

International Review of Financial Analysis ◽

10.1016/j.irfa.2018.01.007 ◽

2018 ◽

Vol 56 ◽

pp. 181-192 ◽

Author(s):

Adam Zaremba ◽

Laura Andreu

Keyword(s):

Stock Market ◽

Trading Costs ◽

Market Anomalies ◽

Stock Market Anomalies

Download Full-text

Paper Profits or Real Money? Trading Costs and Stock Market Anomalies in Country Equity Indices

SSRN Electronic Journal ◽

10.2139/ssrn.3038514 ◽

2017 ◽

Author(s):

Adam Zaremba ◽

Laura Andreu

Keyword(s):

Stock Market ◽

Trading Costs ◽

Market Anomalies ◽

Equity Indices ◽

Stock Market Anomalies

Download Full-text

Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies

Journal of Behavioral and Experimental Finance ◽

10.1016/j.jbef.2015.11.007 ◽

2016 ◽

Vol 9 ◽

pp. 136-163 ◽

Author(s):

Adam Zaremba

Keyword(s):

Stock Market ◽

Investor Sentiment ◽

Market Anomalies ◽

Cross Country ◽

Stock Market Anomalies

Download Full-text

Why investors should not be cautious about the academic approach to testing for stock market anomalies

Applied Financial Economics ◽

10.1080/0960310042000313213 ◽

2005 ◽

Vol 15 (3) ◽

pp. 165-171 ◽

Author(s):

Brian M. Lucey ◽

Angel Pardo *

Keyword(s):

Stock Market ◽

Market Anomalies ◽

Stock Market Anomalies

Download Full-text

Stock market anomalies in ASEAN+6 countries

International Journal of Economic Policy in Emerging Economies ◽

10.1504/ijepee.2021.10039232 ◽

2021 ◽

Vol 1 (1) ◽

pp. 1

Author(s):

Surachai Chancharat ◽

Nuttida Thongrak ◽

Suthasinee Suwannapak

Keyword(s):

Stock Market ◽

Market Anomalies ◽

Stock Market Anomalies

Download Full-text

Sticky Expectations and Stock Market Anomalies

SSRN Electronic Journal ◽

10.2139/ssrn.2742730 ◽

2016 ◽

Author(s):

Jean-Philippe Bouchaud ◽

Philipp Krueger ◽

Augustin Landier ◽

David Thesmar

Keyword(s):

Stock Market ◽

Market Anomalies ◽

Stock Market Anomalies

Download Full-text

Do Stock Market Anomalies Disappear? The Example of Small Size and Market-to-Book Premia at the London Stock Exchange

Financial Modelling - Contributions to Management Science ◽

10.1007/978-3-642-57652-2_2 ◽

2000 ◽

pp. 13-29

Author(s):

Leonardo Becchetti ◽

Laura Cavallo

Keyword(s):

Stock Market ◽

Stock Exchange ◽

London Stock Exchange ◽

Market Anomalies ◽

Stock Market Anomalies

Download Full-text

Norwegian Stock Market Anomalies

Beta ◽

10.18261/issn1504-3134-2008-01-01 ◽

2008 ◽

Vol 22 (01) ◽

pp. 1-21

Author(s):

Jørgen K. Sæbø

Keyword(s):

Stock Market ◽

Market Anomalies ◽

Stock Market Anomalies

Download Full-text

A Time-frequency search for stock market anomalies

Time-Frequency Representations ◽

10.1007/978-1-4612-4152-2_18 ◽

1998 ◽

pp. 261-273

Author(s):

Sudeshna Adak ◽

Abhinanda Sarkar

Keyword(s):

Stock Market ◽

Market Anomalies ◽

Time Frequency ◽

Frequency Search ◽

Stock Market Anomalies

Download Full-text