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 0 3 2 3 8 22
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 0 6 0 3 3 21
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way? 0 0 0 0 1 6 9 10
Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads 0 0 0 5 0 1 2 69
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 0 1 23
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 0 26 0 1 4 104
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 1 4 1 1 6 28
Has bitcoin been dethroned too quickly? The cryptocurrency return networks 0 0 1 1 1 1 3 3
Has the pandemic changed the relationships between fintechs and banks? 0 0 1 3 2 3 9 16
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 0 1 5 15 3 10 25 64
How Jumps Affect Liquidity? The Evidence from Poland 0 0 0 11 1 1 7 60
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 0 0 3 47
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 0 0 2 2 3 5 16
Information content of liquidity and volatility measures 0 1 2 5 0 2 8 22
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 0 78 0 2 7 370
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 2 5 3 8 12 26
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate 0 0 0 7 0 0 5 28
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange 0 0 0 2 0 0 1 20
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 0 1 4 21 5 7 24 100
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 0 3 0 0 3 20
Machine learning and the cross-section of cryptocurrency returns 2 6 13 22 11 21 55 74
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 1 1 5 96
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 0 1 1 31
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy 1 2 4 5 4 7 15 20
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 0 0 4 20
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 0 0 1 135
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 2 2 7 13 4 5 16 29
The causality between liquidity and volatility in the Polish stock market 0 0 1 30 0 3 10 80
The coherence of liquidity measures. The evidence from the emerging market 0 0 0 14 1 2 3 60
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 0 17 0 0 3 61
The lithium and oil markets – dependencies and volatility spillovers 1 2 2 2 1 3 10 23
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 0 5 0 1 4 37
Uncertainty and cryptocurrency returns: A lesson from turbulent times 0 0 4 6 1 3 11 15
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 1 2 8 3 4 7 108
Total Journal Articles 6 16 50 400 47 103 290 1,879

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 1 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 0 0 2
Liquidity on the Capital Market with Asymmetric Information 0 0 0 0 2 4 6 13
Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns 0 0 2 2 0 0 3 4
Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach 0 0 0 3 2 3 11 42
Total Chapters 0 0 2 8 4 7 21 68

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Statistics updated 2025-12-06