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Adam Zaremba
Researcher at Poznań University of Economics
Publications - 286
Citations - 2925
Adam Zaremba is an academic researcher from Poznań University of Economics. The author has contributed to research in topics: Capital asset pricing model & Equity (finance). The author has an hindex of 19, co-authored 260 publications receiving 1685 citations. Previous affiliations of Adam Zaremba include University of Montpellier & University of Dubai.
Papers
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Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe
TL;DR: It is demonstrated that non-pharmaceutical interventions significantly increase equity market volatility.
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COVID-19, Government Policy Responses, and Stock Market Liquidity around the World: A Note
TL;DR: It is demonstrated that the impact of the interventions is limited in scale and scope, while workplace and school closures deteriorate liquidity in emerging markets, while information campaigns on the novel coronavirus facilitate trading activity.
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Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world
TL;DR: In this article, the COVID-19 pandemic has exerted a noteworthy impact on stock market volatility around the world and vaccination programs revert these adverse effects, and the authors provide convincing evidence that COVID19 vaccination assists in stabilizing the global equity markets.
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Digesting anomalies in emerging European markets: A comparison of factor pricing models
Adam Zaremba,Anna Czapkiewicz +1 more
TL;DR: In this paper, the authors compared the performance of four popular factor pricing models (Sharpe, 1964, the three-factor model of Fama and French (1993), Carhart (1997), and the five-factor models (2015a) over a broad range of cross-sectional return patterns in emerging European markets.
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How to survive a pandemic: The corporate resiliency of travel and leisure companies to the COVID-19 outbreak
TL;DR: In this paper, the authors investigate data on over 1200 travel and leisure companies in 52 countries and demonstrate that firms with low valuations, limited leverage, and high investments have been more immune to the pandemic-induced crash.