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Investment Analysts Journal Volume 47, 2018 - Issue 2
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Articles

Less pain, more gain: Volatility-adjusted residual momentum in international equity markets

Adam ZarembaDepartment of Investment and Capital Markets, Poznan University of Economics and Business, Poznan, Poland;Dubai Business School, University of Dubai, Dubai, United Arab EmiratesCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0001-5879-9431
ORCID Icon,
Mehmet UmutluDepartment of International Trade and Finance, Yasar University, Izmir, TurkeyORCID Iconhttp://orcid.org/0000-0003-1353-2922
ORCID Icon &
Alina MaydyburaDubai Business School, University of Dubai, Dubai, United Arab Emirates
Pages 165-191 | Received 18 Oct 2017, Accepted 21 Apr 2018, Published online: 28 May 2018

Citations (10)

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Daniel Page, David McClelland & Christo Auret. (2020) Idiosyncratic momentum on the JSE. Investment Analysts Journal 49:3, pages 180-198.
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Articles from other publishers (9)

Simarjeet Singh, Nidhi Walia, Sivagandhi Saravanan, Preeti Jain, Avtar Singh & Jinesh jain. (2021) Mapping the scientific research on alternative momentum investing: a bibliometric analysis. Journal of Economic and Administrative Sciences 38:4, pages 619-636.
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Serkan UNAL. (2021) AŞIRI TEPKİ HİPOTEZİ VE MOMENTUM STRATEJİLERİNİN GEÇERLİLİĞİNİN BORSA İSTANBUL’DA ANALİZ EDİLMESİ. International Journal of Management Economics and Business.
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Adam Zaremba, Adam Szyszka, Andreas Karathanasopoulos & Mateusz Mikutowski. (2021) Herding for profits: Market breadth and the cross-section of global equity returns. Economic Modelling 97, pages 348-364.
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Adam Zaremba, Mateusz Mikutowski, Jan Jakub Szczygielski & Andreas Karathanasopoulos. (2021) The alpha momentum effect in commodity markets. Energy Economics 93, pages 104421.
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Ramzi Boussaidi & Ghada Dridi. (2020) The momentum effect in the Tunisian stock market: Risk hypothesis vs. underreaction hypothesis. Borsa Istanbul Review 20:2, pages 178-195.
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Tomasz Miziołek, Ewa Feder-Sempach & Adam ZarembaTomasz Miziołek, Ewa Feder-Sempach & Adam Zaremba. 2020. International Equity Exchange-Traded Funds. International Equity Exchange-Traded Funds 309 349 .
Adam Zaremba, Huaigang Long & Andreas Karathanasopoulos. (2019) Short-term momentum (almost) everywhere. Journal of International Financial Markets, Institutions and Money 63, pages 101140.
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Adam Zaremba & Jacob "Koby" ShemerAdam Zaremba & Jacob “Koby” Shemer. 2018. Price-Based Investment Strategies. Price-Based Investment Strategies 17 86 .
Adam Zaremba & Jacob "Koby" ShemerAdam Zaremba & Jacob “Koby” Shemer. 2018. Price-Based Investment Strategies. Price-Based Investment Strategies 1 15 .

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