Jerzy Nikorowski

BGŻ BNP Paribas

ul. Slider 3, 02-676

Warsaw

Poland

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Trading Costs, Short Sale Constraints, and the Performance of Stock Market Anomalies in Emerging Europe

Economic Research, 2019, 32 (1), 403-422
Number of pages: 21 Posted: 12 May 2016 Last Revised: 17 Apr 2019
Adam Zaremba and Jerzy Nikorowski
Pozna? University of Economics and Business and BG? BNP Paribas
Downloads 77 (321,616)

Abstract:

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Stock Market Anomalies, Trading Costs, Short-Sale Constraints, Liquidity, Investment Strategies, Eastern Europe, Emerging Markets, Market Efficiency, Asset Pricing, Predicting Returns, Cross Section of Stock Returns