Tomasz Schabek

University of Lodz - Faculty of Economics and Sociology

Research Assistant

3/5 POW Street

Lodz, 90-255

Poland

http://uni.lodz.pl/

SCHOLARLY PAPERS

4

DOWNLOADS

426

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Seasonality in Government Bond Returns and Factor Premia

Number of pages: 25 Posted: 31 Aug 2016 Last Revised: 07 Dec 2016
Adam Zaremba and Tomasz Schabek
Montpellier Business School and University of Lodz - Faculty of Economics and Sociology
Downloads 173 (212,170)

Abstract:

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seasonal anomalies, calendar anomalies, January effect, sell in May and go away, Halloween indicator, government bonds, sovereign bonds, fixed-income securities

2.

'Sell Not Only in May'. Seasonal Effects in Emerging and Developed Markets

Number of pages: 24 Posted: 04 Jul 2014
F. Henrique Castro and Tomasz Schabek
Universidade de São Paulo and University of Lodz - Faculty of Economics and Sociology
Downloads 163 (223,238)
Citation 4

Abstract:

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Seasonal anomalies, Halloween effect, sell in May, stock Markets, stock returns, behavioral variables

3.

Investment Performance of Component Stocks from the Respect Sustainability Index at the Warsaw Stock Exchange

31st Australasian Finance and Banking Conference 2018
Number of pages: 21 Posted: 30 Jul 2018
Janusz Brzeszczynski, Jerzy Gajdka and Tomasz Schabek
Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Lodz and University of Lodz - Faculty of Economics and Sociology
Downloads 53 (457,375)

Abstract:

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Socially Responsible Investments (SRI), Sustainability, Stock Market Performance, Indexing effect, RESPECT index

4.

Market, Macroeconomic, and Behavioural Factors in Emerging Markets: The Case of Poland

Number of pages: 22 Posted: 07 Nov 2018
Tomasz Schabek and Lucas Barros
University of Lodz - Faculty of Economics and Sociology and University of São Paulo (USP)
Downloads 37 (526,838)

Abstract:

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market factors, behavioural factors, macroeconomic factors, polish stock market, cross-section of expected returns