Przemyslaw Konieczka

Warsaw School of Economics (SGH)

aleja Niepodleglosci 162

PL-Warsaw, 02-554

Poland

  • Warsaw School of Economics (SGH)

SCHOLARLY PAPERS

10

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8

Scholarly Papers (10)

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1.

Size, value, and momentum in Polish equity returns: Local or international factors?

Number of pages: 30 Posted: 17 Feb 2014 Last Revised: 22 Jul 2017
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)
Downloads 429 (105,890)
Citation 5

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value effect, size effect, momentum effect, Fama-French three-factor model, Carhart-four-factor model, Polish market, asset pricing, market segmentation

2.

Are Value, Size and Momentum Premiums in CEE Emerging Markets Only Illusionary?

Finance a úvěr-Czech Journal of Economics and Finance, 65(1), 84-104
Number of pages: 21 Posted: 08 Jan 2014 Last Revised: 02 Feb 2015
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)
Downloads 219 (214,739)
Citation 8

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value, size, momentum, cross-section of stock returns, liquidity, transaction costs, CEE markets, emerging markets

3.

Factor Returns in the Polish Equity Market

Procedia - Social and Behavioral Sciences, 2014, vol. 110, pp. 1073–1081
Number of pages: 9 Posted: 05 Nov 2013 Last Revised: 10 May 2016
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)
Downloads 208 (225,442)
Citation 2

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factor returns, momentum, size, value, liquidity, Warsaw Stock Exchamge

4.

The Low Price Anomaly: the Intriguing Case of the Polish Stock Market

Inzinerine Ekonomika-Engineering Economics, 2016, 27(2), 163-174.
Number of pages: 12 Posted: 15 May 2015 Last Revised: 10 May 2016
Adam Zaremba, Szymon Okoń, Andrzej Nowak and Przemyslaw Konieczka
Montpellier Business School, Poznan University of Economics, Poznan University of Economics and Warsaw School of Economics (SGH)
Downloads 196 (237,753)

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low-price effect, Polish stock market, Warsaw Stock Exchange, cross-section of stock returns, splits, catering theory, share prices, stock market anomalies, behavioral finance, factor investing, NewConnect, lottery stocks

5.

Do Investor Preferences Drive Corporate Dividend Policy?

Number of pages: 20 Posted: 22 Jun 2013
Przemyslaw Konieczka and Adam Szyszka
Warsaw School of Economics (SGH) and Warsaw School of Economics
Downloads 143 (310,671)

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dividend policy, catering theory of dividends, behavioral corporate finance

6.

The Dividend Premium in the CEE Stock Market

Procedia Economics and Finance, 2015, vol. 32, pp. 42–49
Number of pages: 8 Posted: 10 Nov 2014 Last Revised: 12 May 2016
Przemyslaw Konieczka and Adam Zaremba
Warsaw School of Economics (SGH) and Montpellier Business School
Downloads 110 (377,270)

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dividend yields, cross-section of stock returns, portfolio optimization, mean-variance spanning, CEE stock market

7.

Paper Profits from Value, Size and Momentum: Evidence from the Polish Market

Financial Internet Quarterly „e-Finanse” 2015, vol.11 / nr 3, s. 58-69
Number of pages: 12 Posted: 08 Jan 2014 Last Revised: 10 May 2016
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)
Downloads 86 (443,403)
Citation 2

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value, size, momentum, cross-section of stock returns, liquidity, transaction costs, Warsaw Stock Exchange, WSE, Polish stock market

8.

The Profitability of Following Analyst Recommendations on the Polish Stock Market

Financial Internet Quarterly "e-Finanse", 2015, vol. 11, no. 1, pp. 22 - 31; DOI: 10.14636/1734-039X_11_1_003.
Number of pages: 10 Posted: 13 May 2014 Last Revised: 29 Jun 2015
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)
Downloads 82 (456,096)

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stock market, stock recommendations, analysts, Warsaw Stock Exchange

9.

Do Quantitative Country Selection Strategies Really Work?

Journal of Investment Strategies, 2016, 5(2), 1-33.
Posted: 15 May 2015 Last Revised: 10 May 2016
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)

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value, size, momentum, quality, volatility, country-level effects, inter-market effects, cross-section of returns, factor returns, international diversification, asset pricing

10.

Value, Size and Momentum Across Countries

Indian Journal of Finance, 2014, vol. 8, no. 9, pp. 7-31.
Posted: 07 Jan 2014 Last Revised: 22 Dec 2014
Adam Zaremba and Przemyslaw Konieczka
Montpellier Business School and Warsaw School of Economics (SGH)

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value premium, size premium, momentum effect, cross-section of inter-country returns, global asset allocation