Barbara Będowska-Sójka : Citation Profile

Are you Barbara Będowska-Sójka?

Uniwersytet Ekonomiczny w Poznaniu

6

H index

2

i10 index

96

Citations

RESEARCH PRODUCTION:

28

Articles

6

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 8
   Journals where Barbara Będowska-Sójka has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 12 (11.11 %)

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   Permalink: http://citec.repec.org/pbe727
   Updated: 2024-04-18    RAS profile: 2023-08-07    
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Relations with other researchers

Works with:

Kliber, Agata (6)

Demir, Ender (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Barbara Będowska-Sójka.

Is cited by:

Kliber, Agata (6)

Ren, Xiaohang (2)

Tiwari, Aviral (2)

Olbrys, Joanna (2)

Grabowski, Wojciech (1)

Hassan, M. Kabir (1)

Belhassine, Olfa (1)

Adeabah, David (1)

PRUSAK, BŁAŻEJ (1)

Akhmetov, Artur (1)

Taboga, Marco (1)

Cites to:

Bollerslev, Tim (25)

Bouri, Elie (20)

Boudt, Kris (19)

lucey, brian (19)

Trzcinka, Charles (17)

PETITJEAN, Mikael (15)

Roubaud, David (15)

Amihud, Yakov (15)

Andersen, Torben (14)

Laurent, Sébastien (13)

Trzcinka, Charles (11)

Main data

Where Barbara Będowska-Sójka has published?

Journals with more than one article published# docs
Finance Research Letters6
Dynamic Econometric Models3
Research in International Business and Finance2
Problemy Zarzadzania2

Recent works citing Barbara Będowska-Sójka (2024 and 2023)

YearTitle of citing document
2023FTXs downfall and Binances consolidation: the fragility of Centralized Digital Finance. (2023). Aste, Tomaso ; Briola, Antonio ; Vidal-Tom, David. In: Papers. RePEc:arx:papers:2302.11371.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions. (2023). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006171.

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2023Time-varying relationship between geopolitical uncertainty and agricultural investment. (2023). Ghosh, Indranil ; Jana, Rabin K. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006973.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023A note on the dynamic adoption and valuation theory in tokenomics. (2023). Yang, Jinqiang ; Wang, Shibo ; Shen, Zhuyi. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004191.

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2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348.

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2023Cryptocurrencies and the threat versus the act event of geopolitical risk. (2023). Wahlstrom, Ranik Raaen ; Kamal, Md Rajib. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005962.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions. (2023). Gubareva, Mariya ; Bossman, Ahmed ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002234.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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2023Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective. (2023). Liu, LU ; Wen, Cui-Ping ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006773.

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2023How does green floating bond and financial sector readiness promote green economic growth evidence from China. (2023). Wang, Xiaofang ; Ma, Binfeng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006827.

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2023Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices?. (2023). Khan, Khalid ; Rauf, Abdur ; Chen, Yufeng ; Khurshid, Adnan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007110.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2023Ex-post facto analysis of cryptocurrency literature over a decade using bibliometric technique. (2023). Hassan, M. Kabir ; Devji, Shridev ; Tiwari, Aviral ; Dsouza, Arun ; Pattnaik, Debidutta. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000240.

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2023Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

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2023Cryptocurrency return predictability: What is the role of the environment?. (2023). Mefteh-Wali, Salma ; Lahiani, Amine ; Clark, Ephraim. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000355.

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2023FTXs downfall and Binances consolidation: the fragility of centralised digital finance. (2023). Vidal-Tomás, David ; Aste, Tomaso ; Briola, Antonio ; Vidal-Tomas, David. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119902.

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2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Chevallier, Julien ; Sanhaji, Bilel. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066.

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2023Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war. (2023). Chkili, Walid ; Gaies, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00231-1.

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2023Impact of futures’ trader types on stock market quality: evidence from Taiwan. (2023). Lai, Ya-Wen. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09612-9.

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2023New technologies in the financial industry: Case of Poland. (2023). Agnieszka, Nowak ; Marcin, Kawiski ; Marianna, Cicirko ; Ewa, Cichowicz ; Magorzata, Iwanicz-Drozdowska. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:3:p:98-123:n:2.

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Works by Barbara Będowska-Sójka:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		chapter0
In: .
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In: .
[Full Text][Citation analysis]		chapter0
2011The Impact of Macro News on Volatility of Stock Exchanges In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article2
2017Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland In: Dynamic Econometric Models.
[Full Text][Citation analysis]		article0
2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article18
2020What is the best proxy for liquidity in the presence of extreme illiquidity? In: Emerging Markets Review.
[Full Text][Citation analysis]		article9
2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective In: Energy Economics.
[Full Text][Citation analysis]		article1
2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2018The coherence of liquidity measures. The evidence from the emerging market In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2019The causality between liquidity and volatility in the Polish stock market In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2022Impact of COVID-19 on sovereign risk: Latin America versus Asia In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Is geopolitical risk priced in the cross-section of cryptocurrency returns? In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2022Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2019The dynamics of low-frequency liquidity measures: The developed versus the emerging market In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2022The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2022The lithium and oil markets – dependencies and volatility spillovers In: Resources Policy.
[Full Text][Citation analysis]		article0
2021Information content of liquidity and volatility measures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2020Do aggressive orders affect liquidity? An evidence from an emerging market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2017How Jumps Affect Liquidity? The Evidence from Poland In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article0
2021Triggers and Obstacles to the Development of the FinTech Sector in Poland In: Risks.
[Full Text][Citation analysis]		article5
2016Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article7
2010Intraday CAC40, DAX and WIG20 returns when the American macro news is announced In: Bank i Kredyt.
[Full Text][Citation analysis]		article4
2018Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate In: Risk Management.
[Full Text][Citation analysis]		article0
2013Macroeconomic News Effects on the Stock Markets in Intraday Data In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article2
2017Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci In: Problemy Zarzadzania.
[Full Text][Citation analysis]		article0
2018Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskie In: Problemy Zarzadzania.
[Full Text][Citation analysis]		article0
2021Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2019Liquidity on the Capital Market with Asymmetric Information In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2020Liquidity of the European Indices: The Developed Versus the Emerging Markets In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2020Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter1
2017Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries In: Comparative Economic Research.
[Full Text][Citation analysis]		article0

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