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.

Zaremba, A., Cakici, N., & Demir, E. (2020). When Bad News is Good News: Geopolitical risk and the cross-section of emerging market stock returns. Available SSRN: http://dx.doi.org/10.2139/ssrn.3728341.

Cakici, N., & Zaremba, A. (2020). Misery on Main Street, Victory on Wall Street: Economic Discomfort and the Cross-Section of Global Stock Returns. Available at SSRN: http://dx.doi.org/10.2139/ssrn.3730645.

Cakici, N., & Zaremba, A. (2020). Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence. Available at SSRN: http://dx.doi.org/10.2139/ssrn.3750815.