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 6 19 35 51
Cross-sectional interactions in cryptocurrency returns 0 1 8 9 4 12 40 42
Digital assets: risks, regulations, mitigation 0 0 0 0 2 5 5 5
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 0 6 5 8 16 34
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way? 0 0 0 0 3 5 19 21
Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning 0 0 0 0 8 19 27 27
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 2 5 14 81
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 3 10 23 23
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 1 1 8 30
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 0 26 3 4 11 113
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 0 4 3 4 15 39
Has bitcoin been dethroned too quickly? The cryptocurrency return networks 0 0 1 1 0 1 5 6
Has the pandemic changed the relationships between fintechs and banks? 0 0 0 3 1 1 15 26
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 0 0 3 15 8 19 47 93
How Jumps Affect Liquidity? The Evidence from Poland 0 0 0 11 2 5 12 70
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 1 3 8 53
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 0 1 3 2 2 14 25
Information content of liquidity and volatility measures 0 1 2 6 6 9 13 31
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 0 78 3 9 21 387
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 1 5 3 8 33 49
Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate 0 0 0 7 1 1 8 32
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange 0 0 0 2 2 2 9 28
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 1 2 5 23 6 15 30 119
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 0 3 1 1 7 26
Machine learning and the cross-section of cryptocurrency returns 0 3 11 27 14 39 122 155
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 3 4 11 104
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 4 5 11 41
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy 0 0 5 7 2 5 23 33
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 2 3 8 25
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 2 3 4 139
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 2 2 6 17 3 14 40 62
The causality between liquidity and volatility in the Polish stock market 0 2 3 32 2 8 23 94
The coherence of liquidity measures. The evidence from the emerging market 0 0 1 15 0 4 12 70
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 0 17 4 4 9 68
The lithium and oil markets – dependencies and volatility spillovers 0 0 2 2 8 18 28 44
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 0 5 3 8 17 52
Uncertainty and cryptocurrency returns: A lesson from turbulent times 0 0 2 6 3 6 21 31
Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries 1 1 1 5 3 3 3 24
What is the best proxy for liquidity in the presence of extreme illiquidity? 0 0 2 8 2 6 20 122
Total Journal Articles 4 12 57 430 131 298 787 2,475

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 2 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 2 2 1 1 3 5
Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach 0 0 0 3 3 10 18 56
Total Chapters 0 0 2 8 6 13 29 87

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Statistics updated 2026-05-06