| And the Winner Is… A Comparison of Valuation Measures for Equity Country Allocation A Zaremba, JJ Szczygielski The Journal of Portfolio Management 45 (5), 84-98, 2019 | 3 | 2019 |
| Risk factors in returns of the South African stock market JJ Szczygielski, C Chipeta Studies in Economics and Econometrics 39 (1), 47-70, 2015 | 3* | 2015 |
| An application of factor pricing models to the Polish stock market A Zaremba, A Czapkiewicz, JJ Szczygielski, V Kaganov Emerging Markets Finance and Trade 55 (9), 2039-2056, 2019 | 2 | 2019 |
| And the Winner Is… A Comparison of Valuation Measures for Country Asset Allocation A Zaremba, J Szczygielski | 2 | 2018 |
| Is there a low-risk anomaly in the UAE stock market? JJ Szczygielski, M Mikutowski, A Zaremba Journal of Research in Emerging Markets 1 (2), 39-44, 2019 | 1 | 2019 |
| An ARCH/GARCH arbitrage pricing theory approach to modelling the return generating process of South African stock returns. JJ Szczygielski | 1 | 2012 |
| The alpha momentum effect in commodity markets A Zaremba, M Mikutowski, JJ Szczygielski, A Karathanasopoulos Energy Economics, 104421, 2019 | | 2019 |
| Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission J Szczygielski, L Brummer, H Wolmarans Available at SSRN 3380244, 2019 | | 2019 |
| Are Macroeconomic Factors Adequate Proxies for Systematic Influences in Stock Returns? J Szczygielski, L Brummer, H Wolmarans Available at SSRN 3369798, 2019 | | 2019 |
| One shape fits all? A comprehensive examination of cryptocurrency return distributions AKAZ Jan Jakub Szczygielski Applied Economics Letters, 2019 | | 2019 |
| Predicting the performance of equity anomalies in frontier emerging markets: a Markov switching model approach A Czapkiewicz, A Zaremba, JJ Szczygielski Economic Research-Ekonomska Istraživanja 32 (1), 3077-3093, 2019 | | 2019 |
| Limits to arbitrage, investor sentiment, and factor returns in international government bond markets A Zaremba, JJ Szczygielski Economic Research-Ekonomska Istraživanja 32 (1), 1727-1743, 2019 | | 2019 |
| Underspecification in the macroeconomic Arbitrage Pricing Theory (APT) linear factor model and the role of the residual market factor JJ Szczygielski University of Pretoria, 2018 | | 2018 |
| An investigation into the changing relationship between the gold price and South African gold mining industry returns JJ Szczygielski, Z Enslin, E Du Toit South African Journal of Business Management 49 (1), 1-11, 2018 | | 2018 |
| An Investigation into the Properties of Returns and Variance and the Implications for Modelling JJ Szczygielski, C Chipeta https://doi.org/10.13140/rg.2.2.35138.89289, 2017 | | 2017 |
| An Investigation into the Properties of Returns and Variance and the Implications for Time Series Modelling (This version: WP11/05/2018) JJ Szczygielski, C Chipeta | | |
| An Investigation into the Properties of Returns and Variance and the Implications for Modelling (This version: WP04/10/2014) JJ Szczygielski, C Chipeta | | |
Adam ZarembaUniversity of Dubai (UAE), Poznań University of Economics and Business (Poland)Verified email at ue.poznan.pl
