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Overview
Dr. Adam Zaremba is an Associate Professor of Finance at Dubai Business School.He holds a PhD degree in Habilitation Finance from Poznan University of Economics and Business, Poland. He has broad experience of research and teaching in finance with a demonstrated history of working in the investment management industry. Dr. Adam has strong academic background from international institutions and is the author of numerous research publications in finance and asset pricing.
Education
2017: Habilitation in Finance, Poznan University of Economics and Business, Poland
2012: Ph.D. in Finance, Poznan University of Economics and Business, Poland
2009: M.A. in Management, Poznan University of Economics and Business, Poland
Teaching Areas
Company valuation; Institutions and instruments of financial markets; Technical analysis; Mergers and acquisitions; Introduction to derivatives; Pricing of derivatives; Investment portfolio management; Capital markets; Corporate actions; Strategic management; Statistical analysis; International corporate finance; Investment analysis and portfolio management; Management of banks and other financial institutions.
Research
- Zaremba, A., & Maydybura, A. (2019). The cross-section of returns in frontier equity markets: Integrated or segmented pricing? Emerging Markets Review, 38, 219-238.
- Mikutowski, M., Karathanasopoulos, A., & Zaremba, A. (2019). Return seasonalities in government bonds and macroeconomic risk. Economics Letters, 176, 114-116.
- Zaremba, A. (2019). Cross-sectional return seasonalities in international government bond returns. Journal of Banking and Finance, 89, 80-94.
- Zaremba, A., & Kambouris, G. (2019). The sources of momentum in international government bond returns. Applied Economics, 51 (8), 848-857.
- Zaremba, A., Okoń, S., Asyngier, R., & Schroeter, L. (2019). Reverse splits in international stock markets: Reconciling the evidence on long-term returns. Research in International Business and Finance, 47, 552-562.
- Zaremba, A., & Umutlu, M. (2018). Strategies can be expensive too! The value spread and asset allocation in global equity markets. Applied Economics, 50 (60): 6529-6546.
- Zaremba, A., & Shemer, J. (2018). Is there momentum in factor premia? Evidence from international equity markets. Research in International Business and Finance, 46, 120-130.
- Zaremba, A. (2018). Country risk and expected returns across global equity markets. Czech Journal of Economics and Finance, 68 (4), 374-398.
- Zaremba, A., Szyszka, A., Płotnicki, M., & Grobelny, P. (2018). Post-merger returns in frontier markets, or how we learned to stop worrying and love the acquirers. Journal of Business Economics and Management, 19 (1), 96-109.
- Zaremba, A., Umutlu, M., & Maydybura, A. (2018). Less pain, more gain: Volatility-adjusted residual momentum in international equity markets. Investment Analysts Journal, 47 (2): 165-191.
- Zaremba, A. (2018). The momentum effect in country-level stock market anomalies. Economic Research, 31(1), 703-721.
- Zaremba, A., & Andreu, L. (2018). Paper profits or real money? Trading costs and stock market anomalies in country ETFs. International Review of Financial Analysis, 56, 181-192.
- Zaremba, A., & Shemer, J. (2018). Price-based investment strategies: How research discoveries reinvented technical analysis. New York: Palgrave Macmillan.
- Zaremba, A., & Umutlu, M. (2018). Size matters everywhere: Decomposing the small country and small industry premia. The North American Journal of Economics and Finance, 43, 1-18.
- Zaremba, A., & Miziołek, T. (2017). Nothing lasts forever (and everywhere): Fundamental indexation at the global level. Journal of Index Investing, 8(3), 6-20.
- Zaremba, A., & Czapkiewicz, A. (2017). Digesting anomalies in emerging European markets: A comparison of factor pricing models. Emerging Markets Review, 31, 1-15.
- Zaremba, A., & Czapkiewicz, A. (2017). The cross section of international government bond returns. Economic Modelling, 66, 171-183.
- Zaremba, A., Czapkiewicz, A., & Bedowska-Sojka, B. (2017). Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight. Finance Research Letters, 24, 163-167.
- Zaremba, A. (2017). Seasonality in the cross section of factor premia. Investment Analysts Journal, 3, 165-199.
- Zaremba, A., & Schabek, T. (2017). Seasonality in government bond returns and factor premia. Research in International Business and Finance, 41, 292-302.
- Zaremba, A. (2017). Performance persistence of government bond factor premia. Finance Research Letters, 22, 182-189.
- Zaremba, A., & Shemer, J. (2017). Country asset allocation: Quantitative country selection strategies in global factor investing. New York: Palgrave Macmillan.
- Zaremba, A., & Miziołek, T. (2017). Fundamental indexation in European emerging markets. Romanian Journal of Economic Forecasting, 20(1), 23-37.
- Zaremba, A. & Grobelny, P. (2017). Merger imbalance and returns in international equity markets. Investment Analysts Journal, 46(2), 117-131.
- Zaremba, A. (2016). Risk-based explanation for the country-level size and value effects. Finance Research Letters, 18, 226-233.
- Zaremba, A. & Okoń, S. (2016). Share issuance and expected returns around the world. Journal of Investing, 25(4), 97-107.
- Zaremba, A. & Szyszka, A. (2016). Is the abnormal post-IPO underperformance really abnormal? The evidence from CEE emerging markets. Emerging Markets Finance and Trade, 52(12), 2721-2739.
- Zaremba, A., Konieczka, P., Okoń, S., & Nowak, A. (2016). The low price anomaly and the Intriguing Case of the Polish Stock Market. Engineering Economics, 27(2), 163-174.
- Zaremba, A. (2016). Has the long-term reversal reversed? Evidence from country equity indices. Romanian Journal of Economic Forecasting, 19(1), 88-103
- Zaremba, A. & Płotnicki, M. (2016). Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets. Journal of Business Economics and Management, 17(2), 251-266.
- Zaremba, A. (2016). Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies. Journal of Behavioral and Experimental Finance, 9, 136-163.
- Zaremba, A., & Szyszka, A. (2016). Is there momentum in equity anomalies? Evidence from the Polish emerging market. Research in International Business and Finance, 38, 546-564.
- Zaremba, A. & Konieczka, P. (2016). Do quantitative country selection strategies really work? Journal of Investment Strategies, 5(2), 1-33.
- Zaremba A. (2015). Country selection strategies based on value, size and momentum. Investment Analysts Journal, 44(3), 171-198.
- Zaremba A. (2015). Value, size, momentum, and unique role of microcaps in CEE market stock returns. Eastern European Economics, 53(3), 221-241.
- Zaremba A. (2015). Is financialization killing commodity investments? Journal of Alternative Investments, 18(1), 66-91.
- Zaremba A. (2015). The financialization of commodity markets: Investing during times of transition. New York: Palgrave Macmillan.
- Zaremba A. & Konieczka P. (2015). Are value, size and momentum premiums in CEE emerging markets only illusionary? Finance a úvěr-Czech Journal of Economics and Finance, 65(1), 84-104.
