Adam Zaremba, Ph.D.

Fama-French factors: market (Rm-Rf), size (SMB), value (HML), momentum (WML)

Asset pricing factors for the Polish market (monthly)

Online Appendix for "The Momentum Effect in Country-Level Stock Market Anomalies"

Online Appendix for “Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe”