LIVIVO - The Search Portal for Life Sciences

zur deutschen Oberfläche wechseln
Advanced search

Search results

Result 1 - 10 of total 79

Search options

  1. Article: [Adam JAKUBOWSKI. (In memoriam)].

    ZAREMBA, J

    Chirurgia narzadow ruchu i ortopedia polska

    1962  Volume 27, Page(s) 449–450

    MeSH term(s) History ; Humans
    Language Polish
    Publishing date 1962
    Publishing country Poland
    Document type Biography ; Journal Article
    ZDB-ID 413446-1
    ISSN 0009-479X
    ISSN 0009-479X
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    In stock of ZB MED Cologne/Königswinter

    Zs.A 628: Show issues Location:
    Je nach Verfügbarkeit (siehe Angabe bei Bestand)
    bis Jg. 1994: Bestellungen von Artikeln über das Online-Bestellformular
    Jg. 1995 - 2021: Lesesall (1.OG)
    ab Jg. 2022: Lesesaal (EG)

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  2. Article ; Online: Strategies Based on Momentum and Term Structure in Financialized Commodity Markets

    Adam Zaremba

    Business and Economics Research Journal , Vol 7, Iss 1, Pp 31-

    2016  Volume 46

    Abstract: The aim of this paper is to investigate the impact of the financialization of commodity markets on the profitability of strategies based on momentum and term structure. The performance of an array of portfolios from double-sorts on non-commercial traders’ ...

    Abstract The aim of this paper is to investigate the impact of the financialization of commodity markets on the profitability of strategies based on momentum and term structure. The performance of an array of portfolios from double-sorts on non-commercial traders’ participation, historical returns and term spreads are tested against a risk model. The analysis covers the listing of 26 commodities in the period 1986 – 2013. First and foremost, the paper provides a fresh evidence for the validity of strategies based on momentum and term structure investing in commodity markets. Secondly, it proves that term structure strategies generate significantly higher performance results in non-financialized markets. Moreover, it supports the thesis that market financialization adversely affects momentum profits. The results are important in terms of tactical and strategic asset allocation in commodity markets. They imply that investors who implement momentum or term structure based strategies should also consider the composition of market participants.
    Keywords Commodity Futures ; Commodity Markets ; Financialization ; Momentum ; Term Structure ; Backwardation ; Contango ; Double-Sort Strategy ; Business ; HF5001-6182 ; Commerce ; HF1-6182 ; Social Sciences ; H
    Subject code 330
    Language English
    Publishing date 2016-01-01T00:00:00Z
    Publisher Business and Economics Research Journal
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  3. Article ; Online: Paper profits from value, size and momentum

    Adam Zaremba

    e-Finanse, Vol 11, Iss 3, Pp 58-

    evidence from the Polish market

    2016  Volume 69

    Abstract: In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market. The research aims to broaden the academic knowledge in a few ways. First, we deliver fresh out-of-sample evidence on value, momentum, ...

    Abstract In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market. The research aims to broaden the academic knowledge in a few ways. First, we deliver fresh out-of-sample evidence on value, momentum, and size premiums. Second, we analyzemthe interdependences among the factors. Third, we investigate whether the factor premiums are present after accounting for liquidity constraints. Fourth, we check whether the factor premiums are robust to transaction costs. Our research is based on all the stocks listed on the WSE in years 2001-2013. We find, that the value, momentum, and size premiums are to some extent present on the Polish market. Furthermore, they strengthen each other, but they disappear after accounting for transaction costs and liquidity.
    Keywords value premium ; size premium ; momentum effect ; cross-section of stock returns ; liquidity ; transaction costs ; Warsaw Stock Exchange ; WSE ; Polish stock market ; Finance ; HG1-9999 ; Social Sciences ; H
    Subject code 332
    Language English
    Publishing date 2016-01-01T00:00:00Z
    Publisher Wyższa Szkoła Informatyki i Zarządzania
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  4. Article: Performance persistence of government bond factor premia

    Zaremba, Adam

    Finance research letters Vol. 22 , p. 182-189

    2017  Volume 22, Page(s) 182–189

    Author's details Adam Zaremba
    Keywords Momentum ; Performance persistence ; Government bonds ; International investments ; Return predictability ; Factor investing ; Sovereign bonds ; Value ; Credit risk ; Volatility
    Language English
    Publisher Elsevier
    Publishing place Amsterdam [u.a.]
    Document type Article
    ZDB-ID 2181386-3
    ISSN 1544-6123
    Database ECONomics Information System

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  5. Article ; Online: Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic.

    Zaremba, Adam / Kizys, Renatas / Aharon, David Y

    Finance research letters

    2021  Volume 43, Page(s) 102011

    Abstract: Effective government policies may reduce uncertainty in sovereign bond markets. Can policy responses help to curb bond market volatility during the COVID-19 pandemic? To answer this, we examine data from 31 developed and emerging markets during the ... ...

    Abstract Effective government policies may reduce uncertainty in sovereign bond markets. Can policy responses help to curb bond market volatility during the COVID-19 pandemic? To answer this, we examine data from 31 developed and emerging markets during the coronavirus outbreak in 2020. We demonstrate that government interventions substantially reduce local sovereign bond volatility. The effect is mainly driven by economic support policies; the containment and closure regulations and health system interventions play no major role.
    Language English
    Publishing date 2021-03-09
    Publishing country Netherlands
    Document type Journal Article
    ISSN 1544-6131
    ISSN (online) 1544-6131
    DOI 10.1016/j.frl.2021.102011
    Database MEDical Literature Analysis and Retrieval System OnLINE

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  6. Article ; Online: Combining equity country selection strategies

    Zaremba, Adam

    Contemporary economics Vol. 11, No. 1 , p. 107-126

    2017  Volume 11, Issue 1, Page(s) 107–126

    Abstract: The recent increase in passive investment products has provided investors with easy access to international markets. The basic motivation of this paper is to offer new tools to investors who want to allocate assets across countries. This study ... ...

    Author's details Adam Zaremba
    Abstract The recent increase in passive investment products has provided investors with easy access to international markets. The basic motivation of this paper is to offer new tools to investors who want to allocate assets across countries. This study investigates the performance of equity country selection strategies based on a combination of theoretically and empirically motivated variables. Thus, we create portfolios and assess their performance using asset pricing models. The empirical examination is based on data from 78 countries from 1999 to 2015. The strategies that are based on the earnings-to-price (EP) ratio, the turnover ratio, and skewness prove to be useful tools for international investors. Furthermore, portfolios from sorts on the blended rankings of skewness combined with the EP ratio or the turnover ratio are also characterized by an attractive risk-return ratio. However, joint strategies do not outperform strategies that are based on single metrics. Consequently, we argue that investors would be better off building a diversified portfolio rather than combining their options into one strategy because of the low correlation among returns on single-variable strategies.
    Keywords country selection strategies ; asset pricing ; cross section of stock returns ; value investing ; momentum ; skewness preference ; liquidity premium ; turnover ratio ; international investments
    Language English
    Size Online-Ressource
    Publisher University of Finance and Management
    Publishing place Warsaw
    Document type Article ; Online
    ZDB-ID 2605668-9
    ISSN 2300-8814 ; 2084-0845
    ISSN (online) 2300-8814
    ISSN 2084-0845
    DOI 10.5709/ce.1897-9254.231
    Database ECONomics Information System

    More links

    Kategorien

    Order via subito

    This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.

  7. Article ; Online: The January seasonality and the performance of country-level value and momentum strategies

    Adam Zaremba

    Copernican Journal of Finance & Accounting, Vol 4, Iss

    2015  Volume 2

    Abstract: The study examines the turn-of-the-year effect in the country-level value and momentum strategies. We re-examine eight distinct value and momentum strategies within 78 markets in the 1995‑2015 period and we test their performance for the seasonal ... ...

    Abstract The study examines the turn-of-the-year effect in the country-level value and momentum strategies. We re-examine eight distinct value and momentum strategies within 78 markets in the 1995‑2015 period and we test their performance for the seasonal patterns. We find that during the last 20 years the value strategies performed particularly well in January and poor in December. On the contrary, the momentum strategies had high returns in December and low in January. These observations are consistent with the explanations of the January seasonality related to the tax loss selling and window dressing effects.
    Keywords January effect ; turn-of-the-year effect ; value ; momentum ; country-level anomalies ; international investments ; Social Sciences ; H ; Business ; HF5001-6182
    Language English
    Publishing date 2015-12-01T00:00:00Z
    Publisher Nicolaus Copernicus University in Toruń
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  8. Article ; Online: Inflation, Business Cycles, and Commodity Investing in Financialized Markets

    Adam Zaremba

    Business and Economics Research Journal , Vol 6, Iss 1, Pp 1-

    2015  Volume 18

    Abstract: Financialization of commodity markets has been a broadly discussed topic in recent years. However, its implications for commodity investors have not yet been fully explored. This paper concentrates on the macroeconomic determinants of commodity returns ... ...

    Abstract Financialization of commodity markets has been a broadly discussed topic in recent years. However, its implications for commodity investors have not yet been fully explored. This paper concentrates on the macroeconomic determinants of commodity returns in financialized and nonfinancialized markets and on their role for a tactical asset allocation. The study aims to contribute to the academic literature in four ways. First, it provides fresh evidence on the interdependences between commodity returns, inflation and the business activity. Second, it documents increased correlation of the commodity returns with the business activity in the financialized markets. Third, it explores changes in the lead/lag relationship of commodity prices and the business cycle. Fourth, it proves that the commodities retained their inflation hedging abilities in the financialized markets. The computations are based on listings of various commodity indices, which are calculated by S&P-GSCI, JP Morgan, and Dow Jones-UBS, between 1970 and 2013.
    Keywords Commodities ; inflation hedging ; macroeconomic determinants ; Business ; HF5001-6182 ; Commerce ; HF1-6182 ; Social Sciences ; H
    Subject code 330
    Language English
    Publishing date 2015-01-01T00:00:00Z
    Publisher Business and Economics Research Journal
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  9. Article ; Online: Portfolio Diversification with Commodities in Times of Financialization

    Adam Zaremba

    International Journal of Finance & Banking Studies, Vol 4, Iss 1, Pp 18-

    2015  Volume 36

    Abstract: The study concentrates on the benefits of passive commodity investments in the context of the phenomenon of financialization. The research investigates the implications of increase in the correlation coefficients between equity and commodity investments ... ...

    Abstract The study concentrates on the benefits of passive commodity investments in the context of the phenomenon of financialization. The research investigates the implications of increase in the correlation coefficients between equity and commodity investments for investors in financial markets. The paper is composed of several parts. First, the attributes of commodity investments and their benefits in the portfolio optimization are explored. Second, the phenomenon of the financialization is described and the research hypothesis is developed. Next, an empirical analysis is performed. I simulate the mean-variance spanning tests to examine the benefits of commodity investments before and after accounting for the impact of financialization. I proceed separate analysis for pre- and post-financialization period. The empirical research is based on asset classes’ returns and other related variables from years 1991-2012. The performed investigations indicate that the market financialization may have significant implications for commodity investors. Due to increase in correlation coefficients, the inclusion of the commodity futures in the traditional stock-bond portfolio appears to be no longer reasonable.
    Keywords commodities ; commodity futures ; financialization ; mean-variance spanning test ; strategic asset allocation ; Social Sciences ; H ; Business ; HF5001-6182
    Subject code 330
    Language English
    Publishing date 2015-03-01T00:00:00Z
    Publisher Hasan Dincer
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

  10. Article ; Online: The January seasonality and the performance of country-level value and momentum strategies

    Adam Zaremba

    Copernican Journal of Finance & Accounting, Vol 4, Iss 2, Pp 195-

    2015  Volume 209

    Abstract: The study examines the turn-of-the-year effect in the country-level value and momentum strategies. We re-examine eight distinct value and momentum strategies within 78 markets in the 1995‑2015 period and we test their performance for the seasonal ... ...

    Abstract The study examines the turn-of-the-year effect in the country-level value and momentum strategies. We re-examine eight distinct value and momentum strategies within 78 markets in the 1995‑2015 period and we test their performance for the seasonal patterns. We find that during the last 20 years the value strategies performed particularly well in January and poor in December. On the contrary, the momentum strategies had high returns in December and low in January. These observations are consistent with the explanations of the January seasonality related to the tax loss selling and window dressing effects.
    Keywords january effect ; turn-of-the-year effect ; value ; momentum ; country-level anomalies ; international investments ; cross section of stock returns ; asset pricing ; Social Sciences ; H ; Business ; HF5001-6182
    Language English
    Publishing date 2015-12-01T00:00:00Z
    Publisher Nicolaus Copernicus University in Toruń
    Document type Article ; Online
    Database BASE - Bielefeld Academic Search Engine (life sciences selection)

    Full text online

    More links

    Kategorien

    Inter-library loan at ZB MED

    Your chosen title can be delivered directly to ZB MED Cologne location if you are registered as a user at ZB MED Cologne.

To top