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 5 113
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds 0 0 0 7 0 1 8 71
Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange 0 0 2 6 0 1 14 49
Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach 0 0 0 365 0 0 11 675
Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries 0 0 0 11 1 1 11 93
Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market 0 0 0 3 0 1 6 45
Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis 0 0 1 14 0 1 8 57
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange 0 0 0 6 1 2 12 76
Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market 0 0 1 13 2 5 40 98
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 0 0 20 20
Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach 0 1 2 43 1 3 27 172
Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe 0 0 0 23 0 1 4 121
Intra-market commonality in liquidity: new evidence from the Polish stock exchange 0 0 0 6 1 1 19 58
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market 0 0 1 12 0 0 9 189
Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade 0 0 0 4 0 0 7 46
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data 0 0 3 36 0 1 23 178
Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones 0 0 0 46 1 2 12 187
Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis 0 0 0 0 2 2 10 39
The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach 0 0 0 2 0 0 3 30
Three-factor market-timing models with Fama and French’s spread variables 0 0 1 71 1 2 13 395
What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model 0 0 0 10 1 1 15 35
Total Journal Articles 0 1 11 697 11 26 277 2,747

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 0 0 5 13
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 4 22
Decomposing Value-at-Risk: The Case of a Fund of Funds Portfolio 0 0 0 1 1 1 1 2
Dimensions of Market Liquidity: The Case of the Polish Stock Market 0 0 0 0 0 0 10 25
Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market 0 0 0 0 1 2 10 21
Extreme Events and Stock Market Efficiency: The Modified Shannon Entropy Approach 0 0 0 0 1 8 36 41
Forecasting Portfolio Return Based on Bayesian Network Model 0 0 0 1 0 0 2 7
Formal Identification of Crises on the Euro Area Stock Markets, 2004–2015 0 0 0 0 0 0 5 7
Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study 0 0 0 0 0 0 6 14
Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period 0 0 0 0 1 1 31 44
Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market 0 0 0 0 0 0 5 7
Market Tightness on the CEE Emerging Stock Exchanges in the Context of the Non-trading Problem 0 0 0 0 0 0 3 14
Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets 0 0 0 0 0 0 3 9
Measuring Dynamics of Financial Integration on the Euro Area Stock Markets, 2000–2016 0 0 0 0 0 1 6 10
Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation 0 0 0 6 0 0 3 12
On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market 0 0 0 0 1 1 9 13
Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic 0 0 0 1 0 0 8 14
Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange 0 0 0 0 0 0 6 10
Total Chapters 0 0 0 11 5 14 153 285

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Statistics updated 2026-09-10