Anna Czapkiewicz

AGH University of Science and Technology

30 Mickiewicza Av.

Kraków, 30-059

Poland

SCHOLARLY PAPERS

5

DOWNLOADS

580

SSRN CITATIONS

11

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The Cross Section of International Government Bond Returns

Number of pages: 48 Posted: 05 Oct 2016 Last Revised: 13 Feb 2019
Adam Zaremba and Anna Czapkiewicz
Montpellier Business School and AGH University of Science and Technology
Downloads 223 (200,226)
Citation 3

Abstract:

Loading...

asset pricing, government bonds, sovereign bonds, fixed-income securities, international markets, cross section of returns, value, momentum, credit risk, volatility

2.

Explaining Equity Anomalies In Frontier Markets: A Horserace of Factor Pricing Models

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 51 Posted: 28 May 2019
Adam Zaremba, Alina Maydybura, Anna Czapkiewicz and Marina Arnaut
Montpellier Business School, University of Dubai, AGH University of Science and Technology and University of Dubai
Downloads 116 (345,311)

Abstract:

Loading...

equity anomalies, frontier stock markets, empirical asset pricing, factor models, the cross-section of returns

3.

Digesting Anomalies in Emerging European Markets: A Comparison of Factor Pricing Models

Emerging Markets Review, 2017, 31, 1-15
Number of pages: 32 Posted: 28 Feb 2019
Adam Zaremba and Anna Czapkiewicz
Montpellier Business School and AGH University of Science and Technology
Downloads 99 (382,088)
Citation 6

Abstract:

Loading...

asset pricing, factor models, anomalies, emerging European markets, emerging markets, cross section of returns, size, value, momentum, profitability, asset growth

4.

An Application of Factor Pricing Models to the Polish Stock Market

Number of pages: 41 Posted: 02 Sep 2018 Last Revised: 12 Oct 2021
Montpellier Business School, AGH University of Science and Technology, Department of Financial Management, University of PretoriaDepartment of Accounting and Financial Management,Newcastle Business School, Northumbria University and Poznan University of Economics and Business
Downloads 76 (448,237)
Citation 1

Abstract:

Loading...

Asset Pricing, Factor Models, Cross-Section of Returns, Poland, Polish Stock Market, Equity Anomalies, Size, Value, Momentum, Profitability, Asset Growth

5.

Idiosyncratic Volatility, Returns, and Mispricing: No Real Anomaly in Sight

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 19 Sep 2017
Adam Zaremba, Anna Czapkiewicz and Barbara Bedowska-Sojka
Montpellier Business School, AGH University of Science and Technology and Pozna? University of Economics and Business
Downloads 66 (483,256)
Citation 1

Abstract:

Loading...

Idiosyncratic Volatility, Low-Risk Anomaly, Abnormal Returns, Return Predictability, Mispricing, Stock Market Anomalies, Monte Carlo Simulation