Access Statistics for Barbara Będowska-Sójka

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective 0 0 1 4 1 3 36 55
Cross-sectional interactions in cryptocurrency returns 2 3 9 12 6 27 63 71
Digital assets: risks, regulations, mitigation 1 1 1 1 2 27 35 35
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 0 6 1 1 17 35
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way? 0 0 0 0 2 2 19 23
Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning 0 0 1 1 3 6 36 36
Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads 0 0 1 6 0 0 13 81
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 1 1 2 3 29 29
Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskiego rynku akcji) 0 0 0 3 0 1 8 31
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 0 26 0 3 13 116
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 0 4 0 1 14 41
Has the pandemic changed the relationships between fintechs and banks? 0 0 0 3 0 1 14 27
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 0 0 2 16 1 7 51 105
How Jumps Affect Liquidity? The Evidence from Poland 0 0 0 11 0 0 11 70
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 1 1 8 55
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 0 1 3 0 0 12 25
Information content of liquidity and volatility measures 0 0 2 6 0 0 11 31
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 0 78 2 3 25 393
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 0 5 0 2 36 54
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate 0 0 0 7 0 1 6 34
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange 0 1 1 3 2 3 11 31
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 0 0 5 25 0 0 29 122
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 0 3 0 1 7 27
Machine learning and the cross-section of cryptocurrency returns 1 6 18 34 18 81 194 247
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 0 3 14 109
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 0 0 11 41
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy 0 0 4 7 1 3 24 37
Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland 0 0 0 3 1 1 7 27
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 0 0 4 139
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 0 0 6 17 0 5 49 73
The causality between liquidity and volatility in the Polish stock market 0 1 3 33 1 3 20 97
The coherence of liquidity measures. The evidence from the emerging market 0 1 2 16 0 1 13 71
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 0 17 1 3 11 72
The lithium and oil markets – dependencies and volatility spillovers 0 0 2 2 3 7 39 59
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 0 5 0 1 17 53
Uncertainty and cryptocurrency returns: A lesson from turbulent times 0 0 0 6 2 4 23 35
Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries 0 0 1 5 0 3 9 30
What is the best proxy for liquidity in the presence of extreme illiquidity? 0 0 1 8 0 0 18 122
Total Journal Articles 4 13 62 448 50 208 957 2,739
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Announcement Effects of Dividend Changes 0 0 0 0 1 1 1 4
Jumps in Stock Returns. Evidence from the Polish Stock Exchange 0 0 0 3 0 0 0 4
Liquidity of the European Indices: The Developed Versus the Emerging Markets 0 0 0 0 0 0 3 5
Liquidity on the Capital Market with Asymmetric Information 0 0 0 0 0 0 5 14
Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns 0 0 0 2 0 0 1 5
Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach 0 0 0 3 1 2 20 59
Total Chapters 0 0 0 8 2 3 30 91

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Statistics updated 2026-09-10