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 1 1 4 2 12 19 34
Cross-sectional interactions in cryptocurrency returns 0 3 8 8 5 21 34 35
Digital assets: risks, regulations, mitigation 0 0 0 0 2 2 2 2
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 0 6 0 5 8 26
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way? 0 0 0 0 1 7 15 17
Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning 0 0 0 0 5 13 13 13
Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads 0 1 1 6 2 9 11 78
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 3 11 16 16
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 6 7 29
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 0 26 0 5 8 109
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 0 4 0 7 11 35
Has bitcoin been dethroned too quickly? The cryptocurrency return networks 0 0 1 1 1 3 5 6
Has the pandemic changed the relationships between fintechs and banks? 0 0 0 3 0 9 16 25
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 0 0 5 15 3 13 35 77
How Jumps Affect Liquidity? The Evidence from Poland 0 0 0 11 1 6 10 66
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 2 5 8 52
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 1 1 3 0 7 12 23
Information content of liquidity and volatility measures 1 1 2 6 3 3 7 25
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 0 78 3 11 15 381
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 1 5 3 18 29 44
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate 0 0 0 7 0 3 7 31
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange 0 0 0 2 0 6 7 26
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 0 0 4 21 4 8 22 108
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 0 3 0 5 8 25
Machine learning and the cross-section of cryptocurrency returns 1 3 10 25 14 56 101 130
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 0 4 7 100
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 0 5 6 36
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy 0 2 5 7 2 10 20 30
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 1 3 1 3 6 23
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 1 2 2 137
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 0 2 7 15 4 23 35 52
The causality between liquidity and volatility in the Polish stock market 1 1 2 31 1 7 16 87
The coherence of liquidity measures. The evidence from the emerging market 0 1 1 15 3 9 11 69
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 0 17 0 3 5 64
The lithium and oil markets – dependencies and volatility spillovers 0 0 2 2 9 12 19 35
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 0 5 2 9 12 46
Uncertainty and cryptocurrency returns: A lesson from turbulent times 0 0 3 6 2 12 21 27
Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries 0 0 0 4 0 0 0 21
What is the best proxy for liquidity in the presence of extreme illiquidity? 0 0 2 8 3 11 17 119
Total Journal Articles 3 16 57 421 82 361 603 2,259

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 0 0 0 3
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 1 1 3
Liquidity on the Capital Market with Asymmetric Information 0 0 0 0 0 1 6 14
Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns 0 0 2 2 0 0 2 4
Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach 0 0 0 3 6 10 16 52
Total Chapters 0 0 2 8 6 12 25 80

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Statistics updated 2026-03-04