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

344

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

'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 147 (200,532)
Citation 4

Abstract:

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

2.

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
Pozna? University of Economics and Business and University of Lodz - Faculty of Economics and Sociology
Downloads 138 (211,117)
Citation 1

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

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 36 (444,780)

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 23 (509,096)

Abstract:

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