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Dr Kuba Szczygielski

Senior Lecturer

Department: Newcastle Business School

Qualifications

Financial Management PhD January 01 2018

Key Publications

  • Please visit the Pure Research Information Portal for further information
  • Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective, Szczygielski, J., Brümmer, L., Wolmarans, H., Zaremba, A. 2020, In: Investment Analysts Journal
  • Is investing in companies manufacturing solar components a lucrative business? A decision tree based analysis, Tomczak, S., Skowronska-Szmer, A., Szczygielski, J. 20 Jan 2020, In: Energies
  • Seasonality in the Cross-Section of Cryptocurrency Returns, Long, H., Zaremba, A., Demir, E., Szczygielski, J., Vasenin, M. 1 Jul 2020, In: Finance Research Letters
  • An Application of Factor Pricing Models to the Polish Stock Market, Zaremba, A., Czapkiewicz, A., Szczygielski, J., Kaganov, V. 15 Jul 2019, In: Emerging Markets Finance and Trade
  • And the Winner Is... A Comparison of Valuation Measures for Equity Country Allocation, Zaremba, A., Szczygielski, J. 1 Jul 2019, In: Journal of Portfolio Management
  • Limits to arbitrage, investor sentiment, and factor returns in international government bond markets, Zaremba, A., Szczygielski, J. 2019, In: Economic Research-Ekonomska Istrazivanja
  • One shape fits all? A comprehensive examination of cryptocurrency return distributions, Szczygielski, J., Karathanasopoulos, A., Zaremba, A. 3 Dec 2019, In: Applied Economics Letters
  • Predicting the performance of equity anomalies in frontier emerging markets, Czapkiewicz, A., Zaremba, A., Szczygielski, J. 2019, In: Economic Research-Ekonomska Istrazivanja
  • The alpha momentum effect in commodity markets, Zaremba, A., Mikutowski, M., Szczygielski, J., Karathanasopoulos, A. 20 Jun 2019, In: Energy Economics
  • An investigation into the changing relationship between the gold price and South African gold mining industry returns, Szczygielski, J., Enslin, Z., du Toit, E. 28 Aug 2018, In: South African Journal of Business Management


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