Working papers

Zaremba, A., Bianchi, R., & Mikutowski. M. (2018). Long-run reversal in commodity returns: Insights from seven centuries of evidence. Available at SSRN: https://dx.doi.org/10.2139/ssrn.3314834.

Cakici, N., & Zaremba, A. (2019). Fama and French meet Datastream: Size, value, profitability, and investment factors in international stock returns. Available at SSRN: https://ssrn.com/abstract=3464865.

Zaremba, A., Bianchi, R., Mikutowski, M. (2019). Momentum spillover from government bonds to equity markets. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3498785.

Zaremba, A., Szuszka, A., Mikutowski, M., & Karathanasopoulos, A. (2018). Herding for profits: Market breadth and the cross-section of global equity returns. Available at SSRN: https://ssrn.com/abstract=3444882.

Zaremba, A. (2018). Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing. Available at SSRN: https://ssrn.com/abstract=3227047.