Mateusz Mikutowski

Poznan University of Economics and Business

al. Niepodległości 10

Poznań, Poznań 61-875

Poland

SCHOLARLY PAPERS

4

DOWNLOADS

325

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence

Number of pages: 54 Posted: 24 Jan 2019
Adam Zaremba, Robert J. Bianchi and Mateusz Mikutowski
Pozna? University of Economics and Business, Griffith University and Poznan University of Economics and Business
Downloads 209 (146,837)
Citation 1

Abstract:

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long-run reversal, commodity markets, early commodity prices, long-term historical returns, mean reversion, trading strategies

2.

Herding for Profits: Market Breadth and the Cross-Section of Global Equity Returns

Number of pages: 45 Posted: 29 Aug 2019
Pozna? University of Economics and Business, Warsaw School of Economics, University of Dubai and Poznan University of Economics and Business
Downloads 66 (342,556)
Citation 1

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Herding, Market Breadth, Return Predictability, Asset Pricing, Portfolio Allocation

3.

Return Seasonalities in Government Bonds and Macroeconomic Risk

Economics Letters, 2019, 176, 114-116
Number of pages: 8 Posted: 28 Feb 2019
Mateusz Mikutowski, Andreas Karathanasopoulos and Adam Zaremba
Poznan University of Economics and Business, University of Dubai and Pozna? University of Economics and Business
Downloads 27 (486,456)

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government bonds, return seasonality, macroeconomic risk, asset pricing, calendar anomalies

4.

Inflation Hedging with Commodities: A Wavelet Analysis of Seven Centuries Worth of Data

Economics Letters, Forthcoming
Number of pages: 11 Posted: 28 May 2019
Adam Zaremba, Zaghum Umar and Mateusz Mikutowski
Pozna? University of Economics and Business, Zayed University - College of Business and Poznan University of Economics and Business
Downloads 23 (508,658)

Abstract:

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inflation hedging, commodity markets, early commodity prices, wavelet analysis