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 11 20 30 45
Cross-sectional interactions in cryptocurrency returns 1 1 9 9 3 11 37 38
Digital assets: risks, regulations, mitigation 0 0 0 0 1 3 3 3
Do aggressive orders affect liquidity? An evidence from an emerging market 0 0 0 6 3 7 11 29
Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way? 0 0 0 0 1 5 16 18
Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning 0 0 0 0 6 18 19 19
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 1 7 12 79
Editorial Boards of Finance Journals: The Gender Gap and Social Networks 0 0 0 0 4 10 20 20
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 5 7 29
Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland 0 0 0 26 1 2 9 110
False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network 0 0 0 4 1 3 12 36
Has bitcoin been dethroned too quickly? The cryptocurrency return networks 0 0 1 1 0 3 5 6
Has the pandemic changed the relationships between fintechs and banks? 0 0 0 3 0 5 16 25
Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine 0 0 4 15 8 16 41 85
How Jumps Affect Liquidity? The Evidence from Poland 0 0 0 11 2 7 12 68
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight 0 0 0 6 0 4 8 52
Impact of COVID-19 on sovereign risk: Latin America versus Asia 0 1 1 3 0 4 12 23
Information content of liquidity and volatility measures 0 1 2 6 0 3 7 25
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced 0 0 0 78 3 12 18 384
Is geopolitical risk priced in the cross-section of cryptocurrency returns? 0 0 1 5 2 13 31 46
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 5 7 26
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 1 1 4 22 5 12 26 113
Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange 0 0 0 3 0 2 7 25
Machine learning and the cross-section of cryptocurrency returns 2 3 11 27 11 39 109 141
Macroeconomic News Effects on the Stock Markets in Intraday Data 0 0 0 21 1 5 8 101
Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci 0 0 0 0 1 4 7 37
Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy 0 0 5 7 1 8 21 31
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 3 6 23
The Impact of Macro News on Volatility of Stock Exchanges 0 0 0 44 0 2 2 137
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory 0 1 6 15 7 24 39 59
The causality between liquidity and volatility in the Polish stock market 1 2 3 32 5 8 21 92
The coherence of liquidity measures. The evidence from the emerging market 0 1 1 15 1 7 12 70
The dynamics of low-frequency liquidity measures: The developed versus the emerging market 0 0 0 17 0 2 5 64
The lithium and oil markets – dependencies and volatility spillovers 0 0 2 2 1 11 20 36
Triggers and Obstacles to the Development of the FinTech Sector in Poland 0 0 0 5 3 12 14 49
Uncertainty and cryptocurrency returns: A lesson from turbulent times 0 0 2 6 1 10 20 28
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 1 8 18 120
Total Journal Articles 5 11 57 426 85 323 675 2,344

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 1 8 15 53
Total Chapters 0 0 2 8 1 10 24 81

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Statistics updated 2026-04-09