Barbara Będowska-Sójka : Citation Profile


Are you Barbara Będowska-Sójka?

Uniwersytet Ekonomiczny w Poznaniu

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26

Citations

RESEARCH PRODUCTION:

21

Articles

3

Chapters

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 2
   Journals where Barbara Będowska-Sójka has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (23.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe727
   Updated: 2021-10-16    RAS profile: 2021-04-10    
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Relations with other researchers


Works with:

Kliber, Agata (4)

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 (3)

Olbrys, Joanna (2)

Kutan, Ali (1)

Gherghina, Ştefan (1)

Batten, Jonathan (1)

PRUSAK, BŁAŻEJ (1)

Uddin, Gazi (1)

Grabowski, Wojciech (1)

Vo, Xuan Vinh (1)

Łęt, Blanka (1)

Cites to:

Bollerslev, Tim (19)

Trzcinka, Charles (16)

Laurent, Sébastien (13)

Andersen, Torben (13)

Boudt, Kris (11)

Amihud, Yakov (11)

Trzcinka, Charles (11)

Giot, Pierre (9)

Diebold, Francis (9)

Subrahmanyam, Avanidhar (8)

Roubaud, David (7)

Main data


Where Barbara Będowska-Sójka has published?


Journals with more than one article published# docs
Dynamic Econometric Models3
Finance Research Letters3
Problemy Zarzadzania2

Recent works citing Barbara Będowska-Sójka (2021 and 2020)


YearTitle of citing document
2021Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511.

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2020On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?. (2020). Prakash, Ravi ; Ahmad, Wasim ; Dutta, Anupam ; Rahman, Md Lutfur ; Kaur, Rishman Jot ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302115.

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2021Is competition beneficial? The case of exchange traded funds. (2021). Eugster, Nicolas ; Kharma, Celine. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001241.

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2020Intangible factor and idiosyncratic volatility puzzles. (2020). Zhang, Chao ; Hou, Keqiang ; Li, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930875x.

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2020Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. (2020). Echaust, Krzysztof ; Just, Magorzata. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315890.

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2020Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns. (2020). Han, Yufeng ; Fenner, Richard G ; Huang, Zhaodan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:276-293.

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2020State-Dependent Stock Liquidity Premium: The Case of the Warsaw Stock Exchange. (2020). Stereczak, Szymon. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:13-:d:329185.

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2021COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach. (2021). Gherghina, Ştefan ; Jolde, Camelia Ctlina ; Armeanu, Daniel Tefan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:341-:d:599162.

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2021Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility. (2021). Bratarchuk, Tatyana V ; Prokofyev, Stanislav E ; Ragulina, Julia V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:173-:d:644014.

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2021Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland. (2021). PRUSAK, BŁAŻEJ ; Potrykus, Marcin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:56-:d:519607.

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2021Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020985529.

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Works by Barbara Będowska-Sójka:


YearTitleTypeCited
2011The Impact of Macro News on Volatility of Stock Exchanges In: Dynamic Econometric Models.
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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.
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article2
2017Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland In: Dynamic Econometric Models.
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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.
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article1
2020What is the best proxy for liquidity in the presence of extreme illiquidity? In: Emerging Markets Review.
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article3
2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight In: Finance Research Letters.
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article2
2018The coherence of liquidity measures. The evidence from the emerging market In: Finance Research Letters.
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article4
2019The causality between liquidity and volatility in the Polish stock market In: Finance Research Letters.
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article1
2019The dynamics of low-frequency liquidity measures: The developed versus the emerging market In: Journal of Financial Stability.
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article0
2021Information content of liquidity and volatility measures In: Physica A: Statistical Mechanics and its Applications.
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article0
2020Do aggressive orders affect liquidity? An evidence from an emerging market In: Research in International Business and Finance.
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article0
2017How Jumps Affect Liquidity? The Evidence from Poland In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2021Triggers and Obstacles to the Development of the FinTech Sector in Poland In: Risks.
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article1
2016Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange In: Emerging Markets Finance and Trade.
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article6
2010Intraday CAC40, DAX and WIG20 returns when the American macro news is announced In: Bank i Kredyt.
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article4
2018Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate In: Risk Management.
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article0
2013Macroeconomic News Effects on the Stock Markets in Intraday Data In: Central European Journal of Economic Modelling and Econometrics.
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article2
2017Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci In: Problemy Zarzadzania.
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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.
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article0
2021Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange In: Annals of Operations Research.
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2019Liquidity on the Capital Market with Asymmetric Information In: Springer Proceedings in Business and Economics.
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2020Liquidity of the European Indices: The Developed Versus the Emerging Markets In: Springer Proceedings in Business and Economics.
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chapter0
2020Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach In: Springer Proceedings in Business and Economics.
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chapter0
2017Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries In: Comparative Economic Research.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team