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Adam Zaremba

Global rank #9022 89%

Institution: Uniwersytet Ekonomiczny w Poznaniu

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://adamzaremba.pl/

First Publication: 2017

Most Recent: 2021

RePEc ID: pza419 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.17 1.68 0.00 5.28
Last 10 Years 0.00 1.17 4.36 0.00 11.31
All Time 0.00 1.17 4.36 0.00 11.31

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 14.81

Publications (18)

Year Article Journal Tier Authors
2021 FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE Applied Economics C 3
2021 Herding for profits: Market breadth and the cross-section of global equity returns Economic Modeling C 4
2021 The alpha momentum effect in commodity markets Energy Economics A 4
2021 Long-run reversal in commodity returns: Insights from seven centuries of evidence Journal of Banking & Finance B 3
2021 Spillover and risk transmission in the components of the term structure of eurozone yield curve Applied Economics C 3
2021 Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns Applied Economics C 3
2021 Oil shocks and equity markets: The case of GCC and BRICS economies Energy Economics A 3
2021 Liquidity and the cross-section of international stock returns Journal of Banking & Finance B 2
2020 Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns Journal of Banking & Finance B 3
2019 Return seasonalities in government bonds and macroeconomic risk Economics Letters C 3
2019 Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data Economics Letters C 3
2019 Beware of the crash risk: Tail beta and the cross-section of stock returns in China Applied Economics C 3
2019 Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? Applied Economics C 2
2019 Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies Economics Letters C 3
2019 Cross-sectional seasonalities in international government bond returns Journal of Banking & Finance B 1
2019 The sources of momentum in international government bond returns Applied Economics C 2
2018 Strategies can be expensive too! The value spread and asset allocation in global equity markets Applied Economics C 2
2017 The cross section of international government bond returns Economic Modeling C 2