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 18 1 3 5 98
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds 0 0 0 7 0 1 1 45
Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach 3 19 57 300 8 29 104 529
Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries 0 0 0 7 0 0 2 54
Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market 0 0 0 2 1 2 3 25
Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis 0 0 0 12 1 1 3 41
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange 0 0 0 2 0 0 6 44
Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe 0 0 1 17 0 0 1 97
Intra-market commonality in liquidity: new evidence from the Polish stock exchange 0 3 3 3 1 10 10 10
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market 0 0 0 8 2 3 11 58
Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade 0 0 1 1 0 8 11 19
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data 0 1 4 4 1 8 17 17
Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones 0 1 1 40 0 1 2 142
Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis 0 0 0 0 0 0 1 19
The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach 0 0 1 2 1 1 6 19
Three – factor market-timing models with Fama and French’s spread variables 0 1 1 63 0 2 7 275
Total Journal Articles 3 25 69 486 16 69 190 1,492


Statistics updated 2019-10-05