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 18 35 52
Cross-sectional interactions in cryptocurrency returns 0 1 8 9 2 9 42 44
Digital assets: risks, regulations, mitigation 0 0 0 0 3 6 8 8
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 0 6 0 8 16 34
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way? 0 0 0 0 0 4 19 21
Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning 1 1 1 1 3 17 30 30
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 3 13 81
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 1 1 1 1 3 10 26 26
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 7 30
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 0 26 0 4 11 113
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 0 4 1 5 14 40
Has bitcoin been dethroned too quickly? The cryptocurrency return networks 0 0 1 1 0 0 5 6
Has the pandemic changed the relationships between fintechs and banks? 0 0 0 3 0 1 15 26
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 1 1 4 16 5 21 51 98
How Jumps Affect Liquidity? The Evidence from Poland 0 0 0 11 0 4 12 70
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 1 2 9 54
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 0 1 3 0 2 14 25
Information content of liquidity and volatility measures 0 0 2 6 0 6 12 31
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 0 78 3 9 23 390
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 1 5 3 8 36 52
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate 0 0 0 7 1 2 9 33
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange 0 0 0 2 0 2 8 28
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 2 4 7 25 3 14 32 122
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 0 3 0 1 7 26
Machine learning and the cross-section of cryptocurrency returns 1 3 12 28 11 36 130 166
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 2 6 13 106
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 0 5 11 41
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy 0 0 5 7 1 4 24 34
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 9 26
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 0 2 4 139
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 0 2 6 17 6 16 46 68
The causality between liquidity and volatility in the Polish stock market 0 1 2 32 0 7 19 94
The coherence of liquidity measures. The evidence from the emerging market 0 0 1 15 0 1 12 70
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 0 17 1 5 10 69
The lithium and oil markets – dependencies and volatility spillovers 0 0 2 2 8 17 34 52
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 0 5 0 6 17 52
Uncertainty and cryptocurrency returns: A lesson from turbulent times 0 0 2 6 0 4 21 31
Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries 0 1 1 5 3 6 6 27
What is the best proxy for liquidity in the presence of extreme illiquidity? 0 0 2 8 0 3 20 122
Total Journal Articles 6 15 62 436 62 278 830 2,537

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 2 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 1 2 0 1 2 5
Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach 0 0 0 3 1 5 19 57
Total Chapters 0 0 1 8 1 8 29 88

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Statistics updated 2026-06-04