Jerzy Nikorowski
Biographic Data
| ID | 7544355 |
|---|---|
| NAME | Jerzy Nikorowski |
| GIVEN NAMES | Jerzy |
| FAMILY NAME | Nikorowski |
| SIGNATURE | NIKOROWSKI J |
| AFFILIATIONS | BGŻ BNP Paribas, Warsaw, Poland |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
The study has investigated the impact of trading costs and short-sale constraints on the performance of 70 stock market anomalies in Emerging Europe. While over 30 of the replicated strategies – mostly related to value, momentum, technical analysis, profitability, and issuance effects – delivered significant abnormal returns, the impact of trading costs and short-sale constraints proved truly lethal to most strategies. Once we accounted for commi…
No prominent works on this page.
Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
The study has investigated the impact of trading costs and short-sale constraints on the performance of 70 stock market anomalies in Emerging Europe. While over 30 of the replicated strategies – mostly related to value, momentum, technical analysis, profitability, and issuance effects – delivered significant abnormal returns, the impact of trading costs and short-sale constraints proved truly lethal to most strategies. Once we accounted for commi…
Business (1 works) · Economics (1 works) · Emerging markets (1 works) · Engineering (1 works) · Finance (1 works) · Financial economics (1 works) · Financial Markets and Investment Strategies (1 works) · Geography (1 works) · Market Dynamics and Volatility (1 works) · Profitability index (1 works)