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 1 1 19 1 3 4 104
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds 0 0 0 7 1 5 8 57
Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach 2 5 33 333 6 14 66 602
Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries 0 0 2 9 0 1 13 68
Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market 0 0 0 2 1 1 2 28
Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis 0 0 0 12 0 2 3 45
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange 0 0 1 3 0 0 4 48
Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market 0 0 2 2 3 4 13 15
Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach 1 2 5 5 2 7 15 15
Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe 1 1 3 20 3 4 10 109
Intra-market commonality in liquidity: new evidence from the Polish stock exchange 0 0 0 3 4 5 16 26
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market 1 1 2 10 4 9 23 86
Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade 0 0 0 1 0 0 4 23
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data 3 6 9 13 3 11 40 61
Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones 1 1 1 41 1 2 9 154
Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis 0 0 0 0 0 2 5 24
The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach 0 0 0 2 0 0 2 21
Three – factor market-timing models with Fama and French’s spread variables 0 1 3 66 2 5 20 299
Total Journal Articles 9 18 62 548 31 75 257 1,785


Statistics updated 2020-11-03