Infected markets: Novel coronavirus, government interventions, and stock return volatility around the globe A Zaremba, R Kizys, DY Aharon, E Demir Finance Research Letters 35, 101597, 2020 | 720 | 2020 |
COVID-19, government policy responses, and stock market liquidity around the world: A note A Zaremba, DY Aharon, E Demir, R Kizys, D Zawadka Research in International Business and Finance 56, 101359, 2021 | 244 | 2021 |
Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world W Rouatbi, E Demir, R Kizys, A Zaremba International review of financial analysis 77, 101819, 2021 | 147 | 2021 |
Digesting anomalies in emerging European markets: A comparison of factor pricing models A Zaremba, A Czapkiewicz Emerging Markets Review 31, 1-15, 2017 | 134 | 2017 |
How to survive a pandemic: The corporate resiliency of travel and leisure companies to the COVID-19 outbreak T Kaczmarek, K Perez, E Demir, A Zaremba Tourism Management 84, 104281, 2021 | 131 | 2021 |
Hedging geopolitical risks with different asset classes: a focus on the Russian invasion of Ukraine B Będowska-Sójka, E Demir, A Zaremba Finance Research Letters 50, 103192, 2022 | 130 | 2022 |
The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets A Zaremba, R Kizys, P Tzouvanas, DY Aharon, E Demir Journal of International Financial Markets, Institutions and Money 71, 101284, 2021 | 113 | 2021 |
The impact of policy responses to COVID-19 on US travel and leisure companies MH Chen, E Demir, CD García-Gómez, A Zaremba Annals of Tourism Research Empirical Insights 1 (1), 100003, 2020 | 101 | 2020 |
Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data A Zaremba, Z Umar, M Mikutowski Economics Letters 181, 90-94, 2019 | 97 | 2019 |
Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets A Zaremba, R Kizys, DY Aharon, Z Umar Finance Research Letters 44, 102042, 2022 | 87 | 2022 |
ChatGPT: Unlocking the future of NLP in finance A Zaremba, E Demir Modern Finance 1 (1), 93-98, 2023 | 85 | 2023 |
Twitter-Based uncertainty and cryptocurrency returns DY Aharon, E Demir, CKM Lau, A Zaremba Research in International Business and Finance 59, 101546, 2022 | 83 | 2022 |
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns A Zaremba, N Cakici, E Demir, H Long Journal of Financial Stability 58, 100964, 2022 | 74 | 2022 |
Oil shocks and equity markets: The case of GCC and BRICS economies Z Umar, N Trabelsi, A Zaremba Energy Economics 96, 105155, 2021 | 73 | 2021 |
Volatility in international sovereign bond markets: The role of government policy responses to the COVID-19 pandemic A Zaremba, R Kizys, DY Aharon Finance Research Letters 43, 102011, 2021 | 67 | 2021 |
Financial resilience to the COVID-19 pandemic: The role of banking market structure GO Danisman, E Demir, A Zaremba Applied Economics 53 (39), 4481-4504, 2021 | 60 | 2021 |
Commodity financialisation and price co-movement: Lessons from two centuries of evidence A Zaremba, Z Umar, M Mikutowski Finance Research Letters 38, 101492, 2021 | 60 | 2021 |
Salience theory and the cross-section of stock returns: International and further evidence N Cakici, A Zaremba Journal of Financial Economics 146 (2), 689-725, 2022 | 59 | 2022 |
Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies A Zaremba Journal of Behavioral and Experimental Finance 9, 136-163, 2016 | 53 | 2016 |
Seasonality in the cross-section of cryptocurrency returns H Long, A Zaremba, E Demir, JJ Szczygielski, M Vasenin Finance Research Letters 35, 101566, 2020 | 51 | 2020 |