Access Statistics for Joanna Olbrys

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
ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market 0 0 0 19 0 1 2 110
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds 0 0 0 7 0 4 7 67
Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange 0 0 2 6 1 1 6 38
Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach 0 0 0 365 0 5 7 669
Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries 0 0 0 11 1 5 9 89
Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market 0 0 0 3 0 4 5 44
Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis 0 0 0 13 0 5 6 54
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange 0 0 0 6 0 5 7 71
Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market 0 0 1 12 2 9 18 69
Does Political Risk Affect the Efficiency of the Exchange-Traded Fund Market?—Entropy-Based Analysis Before and After the 2025 U.S. Presidential Inauguration 0 0 0 0 5 12 13 13
Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach 0 1 3 42 2 5 11 153
Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe 0 0 0 23 0 1 1 118
Intra-market commonality in liquidity: new evidence from the Polish stock exchange 0 0 0 6 0 7 7 46
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market 0 0 0 11 1 2 5 185
Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade 0 0 1 4 1 3 7 43
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data 0 1 2 35 2 9 15 169
Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones 0 0 1 46 2 5 10 181
Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis 0 0 0 0 0 3 4 33
The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach 0 0 0 2 0 1 3 30
Three-factor market-timing models with Fama and French’s spread variables 0 0 0 70 2 3 6 386
What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model 0 0 0 10 8 9 11 31
Total Journal Articles 0 2 10 691 27 99 160 2,599

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Estimators for the Effective Spread Derived from High-Frequency Data 0 0 0 1 1 4 4 12
Comparative Analysis of Polish Equity Open-end Mutual Funds' Portfolios Using Estimators of Risk Measures and Risk-Tolerance Coefficient 0 0 0 0 0 0 0 0
Components of the Effective Spread: Evidence from the Warsaw Stock Exchange 0 0 0 1 0 0 0 18
Decomposing Value-at-Risk: The Case of a Fund of Funds Portfolio 0 0 0 1 0 0 0 1
Dimensions of Market Liquidity: The Case of the Polish Stock Market 0 0 0 0 0 7 10 22
Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market 0 0 0 0 2 4 5 16
Extreme Events and Stock Market Efficiency: The Modified Shannon Entropy Approach 0 0 0 0 5 13 16 19
Forecasting Portfolio Return Based on Bayesian Network Model 0 0 0 1 0 2 2 7
Formal Identification of Crises on the Euro Area Stock Markets, 2004–2015 0 0 0 0 0 2 2 4
Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study 0 0 0 0 1 2 4 10
Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period 0 0 0 0 2 15 23 33
Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market 0 0 0 0 0 1 1 3
Market Tightness on the CEE Emerging Stock Exchanges in the Context of the Non-trading Problem 0 0 0 0 0 0 0 11
Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets 0 0 0 0 0 1 4 9
Measuring Dynamics of Financial Integration on the Euro Area Stock Markets, 2000–2016 0 0 0 0 0 3 5 7
Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation 0 0 0 6 0 2 3 12
On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market 0 0 0 0 1 4 5 8
Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic 0 0 0 1 0 2 4 10
Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange 0 0 0 0 0 2 2 6
Total Chapters 0 0 0 11 12 64 90 208

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Statistics updated 2026-03-04