Skip to main content
Have a personal or library account? Click to login
Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? Cover

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:  and    
Open Access
|Sep 2017
Authors

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
Journal RSS Feed
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:
value effect,
size effect,
momentum effect,
Fama-French three-factor model,
Carhart four-factor model,
Polish market,
asset pricing,
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.

Volume 53 (2017): Issue 3 (September 2017)
Previous article
Next article