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 0 0 2 95
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds 0 0 0 7 0 0 1 44
Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach 10 20 62 281 10 30 109 500
Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries 0 0 0 7 0 0 3 54
Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market 0 0 0 2 0 1 2 23
Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis 0 0 0 12 1 1 2 40
Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange 0 0 0 2 0 2 9 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 2 97
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market 0 0 0 8 1 2 11 55
Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade 0 0 1 1 0 1 3 11
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data 2 2 3 3 2 5 9 9
Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones 0 0 0 39 0 0 1 141
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 0 0 9 18
Three – factor market-timing models with Fama and French’s spread variables 0 0 0 62 0 1 8 273
Total Journal Articles 12 22 68 461 14 43 172 1,423


Statistics updated 2019-07-03