Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? Cover

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Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?

International Journal of Management and Economics

Volume 53 (2017): Issue 3 (September 2017)

By: Adam Zaremba and Przemysław Konieczka

Open Access

|Sep 2017

Authors

Adam Zaremba

adam.zaremba@ue.poznan.pl

Department of Investment and Capital Markets, Poznan School of Economics and Business, University of Dubai

Przemysław Konieczka

przemyslaw.konieczka@gmail.com

Collegium of World Economy, Warsaw School of Economics, Poland

DOI: https://doi.org/10.1515/ijme-2017-0017 | Journal eISSN: 2543-5361 | Journal ISSN: 2299-9701

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Language: English

Page range: 26 - 47

Published on: Sep 29, 2017

Published by: Warsaw School of Economics

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

momentum effect,

Fama-French three-factor model,

Carhart four-factor model,

market segmentation

Related subjects:

Business and economics,

Political economics,

Economic theory, systems and structures,

Business management,

Management accounting, financial controlling, cost calculation, investment

© 2017 Adam Zaremba, Przemysław Konieczka, published by Warsaw School of Economics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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