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 1 109
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds 0 0 0 7 0 0 3 63
Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange 0 2 2 6 0 2 5 37
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 2 664
Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries 0 0 0 11 0 2 4 84
Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market 0 0 0 3 1 1 1 40
Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis 0 0 0 13 0 0 1 49
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange 0 0 0 6 2 2 2 66
Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market 0 0 1 12 0 2 10 60
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 1 1 1 1
Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach 0 0 3 41 1 3 9 148
Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe 0 0 0 23 0 0 0 117
Intra-market commonality in liquidity: new evidence from the Polish stock exchange 0 0 0 6 0 0 0 39
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market 0 0 0 11 1 3 3 183
Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade 0 0 1 4 1 1 5 40
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data 1 1 3 34 3 5 9 160
Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones 0 0 1 46 0 1 5 176
Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis 0 0 0 0 1 1 1 30
The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach 0 0 0 2 0 2 3 29
Three-factor market-timing models with Fama and French’s spread variables 0 0 1 70 0 1 5 383
What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model 0 0 1 10 1 2 4 22
Total Journal Articles 1 3 13 689 12 30 74 2,500

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 0 8
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 1 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 0 6 15
Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market 0 0 0 0 0 1 2 12
Extreme Events and Stock Market Efficiency: The Modified Shannon Entropy Approach 0 0 0 0 0 1 5 6
Forecasting Portfolio Return Based on Bayesian Network Model 0 0 0 1 0 0 0 5
Formal Identification of Crises on the Euro Area Stock Markets, 2004–2015 0 0 0 0 0 0 1 2
Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study 0 0 0 0 0 0 2 8
Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period 0 0 0 0 4 5 11 18
Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market 0 0 0 0 0 0 1 2
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 1 2 5 8
Measuring Dynamics of Financial Integration on the Euro Area Stock Markets, 2000–2016 0 0 0 0 0 0 2 4
Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation 0 0 0 6 0 1 1 10
On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market 0 0 0 0 0 0 1 4
Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic 0 0 0 1 0 2 2 8
Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange 0 0 0 0 0 0 0 4
Total Chapters 0 0 0 11 5 12 40 144

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Statistics updated 2025-12-06