Barbara Będowska-Sójka : Citation Profile


Are you Barbara Będowska-Sójka?

Uniwersytet Ekonomiczny w Poznaniu

5

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i10 index

46

Citations

RESEARCH PRODUCTION:

24

Articles

6

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 3
   Journals where Barbara Będowska-Sójka has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 9 (16.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe727
   Updated: 2022-11-19    RAS profile: 2022-08-23    
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Relations with other researchers


Works with:

Kliber, Agata (5)

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)

Ponomarenko, Alexey (1)

Wohar, Mark (1)

Kutan, Ali (1)

Taboga, Marco (1)

Vo, Xuan Vinh (1)

Uddin, Gazi (1)

Janda, Karel (1)

Batten, Jonathan (1)

Gherghina, Ştefan (1)

Cites to:

Bollerslev, Tim (23)

Trzcinka, Charles (17)

Bouri, Elie (14)

Amihud, Yakov (14)

Andersen, Torben (14)

Laurent, Sébastien (13)

Boudt, Kris (13)

lucey, brian (12)

Trzcinka, Charles (11)

Roubaud, David (11)

Diebold, Francis (10)

Main data


Where Barbara Będowska-Sójka has published?


Journals with more than one article published# docs
Finance Research Letters4
Dynamic Econometric Models3
Research in International Business and Finance2
Problemy Zarzadzania2

Recent works citing Barbara Będowska-Sójka (2022 and 2021)


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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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2021Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

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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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2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165.

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2022Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS. (2022). Lee, Chien-Chiang ; Liu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001519.

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2022“Digital Gold” and geopolitics. (2022). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001331.

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2022Dividend policy and stock liquidity: Lessons from Central and Eastern Europe. (2022). Kubiak, Jarosaw ; Stereczak, Szymon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001155.

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2021Volatility and Depth in Commodity and FX Futures Markets. (2021). Lobanova, Olesya ; Aidov, Alexandre. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:545-:d:676575.

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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: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:341-:d:599162.

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2021The Determinants of PayTech’s Success in the Mobile Payment Market—The Case of BLIK. (2021). Klimontowicz, Monika ; Bach, Joanna. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:422-:d:628924.

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2022Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19?. (2022). Gupta, Rakesh ; Yan, Huqin. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:113-:d:762024.

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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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2021FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead. (2021). Wendt, Stefan ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:181-:d:656248.

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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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2021Minimum tick size reduction and stock liquidity: lessons from the Warsaw Stock Exchange. (2021). Stereczak, Szymon. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:52:y:2021:i:6:p:545-576.

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2022Asymmetric volume volatility causality in dual listing H-shares. (2022). Wang, Chaoyan ; Dey, Malay K. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00275-z.

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2022Attractiveness of Chinese Bonds Financing Climate and Environmental Projects.. (2022). , Kareljanda ; Janda, Karel ; Zhang, Binyi. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.007.

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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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2021Designing the guidelines for FinTech curriculum. (2021). Siddiqui, Kamran Ahmed ; al Hudithi, Faisal. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:9:y:2021:i:1:p:633-643.

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Works by Barbara Będowska-Sójka:


YearTitleTypeCited
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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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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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2020What is the best proxy for liquidity in the presence of extreme illiquidity? In: Emerging Markets Review.
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2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight In: Finance Research Letters.
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2018The coherence of liquidity measures. The evidence from the emerging market In: Finance Research Letters.
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article5
2019The causality between liquidity and volatility in the Polish stock market In: Finance Research Letters.
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article6
2022Impact of COVID-19 on sovereign risk: Latin America versus Asia In: Finance Research Letters.
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article0
2019The dynamics of low-frequency liquidity measures: The developed versus the emerging market In: Journal of Financial Stability.
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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.
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2021Information content of liquidity and volatility measures In: Physica A: Statistical Mechanics and its Applications.
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2020Do aggressive orders affect liquidity? An evidence from an emerging market In: Research in International Business and Finance.
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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network In: Research in International Business and Finance.
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2017How Jumps Affect Liquidity? The Evidence from Poland In: Czech Journal of Economics and Finance (Finance a uver).
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2021Triggers and Obstacles to the Development of the FinTech Sector in Poland In: Risks.
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2016Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange In: Emerging Markets Finance and Trade.
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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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2013Macroeconomic News Effects on the Stock Markets in Intraday Data In: Central European Journal of Economic Modelling and Econometrics.
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2017Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci In: Problemy Zarzadzania.
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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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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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2020Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach In: Springer Proceedings in Business and Economics.
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2017Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries In: Comparative Economic Research.
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