Janusz J. Brzeszczynski : Citation Profile


Are you Janusz J. Brzeszczynski?

University of Northumbria

4

H index

3

i10 index

73

Citations

RESEARCH PRODUCTION:

17

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 5
   Journals where Janusz J. Brzeszczynski has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 6 (7.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr135
   Updated: 2018-09-22    RAS profile: 2018-03-05    
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Relations with other researchers


Works with:

Lau, Chi Keung (3)

Kutan, Ali (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Janusz J. Brzeszczynski.

Is cited by:

Piljak, Vanja (4)

Serwa, Dobromił (4)

Zaghini, Andrea (4)

Fernandez, Viviana (4)

Vo, Xuan Vinh (3)

Lau, Chi Keung (2)

Olbrys, Joanna (2)

Yoon, Seong-Min (2)

POLEMIS, MICHAEL (2)

Medel, Carlos A. (2)

Apergis, Nicholas (2)

Cites to:

Engle, Robert (19)

Bekaert, Geert (15)

Kutan, Ali (14)

Bollerslev, Tim (14)

Harvey, Campbell (9)

Melvin, Michael (9)

Jagannathan, Ravi (8)

Karolyi, G. (8)

Stulz, René (7)

McAleer, Michael (7)

Ito, Takatoshi (7)

Main data


Where Janusz J. Brzeszczynski has published?


Journals with more than one article published# docs
International Review of Financial Analysis2
Finance Research Letters2
Emerging Markets Finance and Trade2

Recent works citing Janusz J. Brzeszczynski (2018 and 2017)


YearTitle of citing document
2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2017Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Vigne, Samuel A ; Yarovaya, Larisa ; Neville, Conor ; Helbing, Pia ; Lucey, Brian M ; Wolfe, Simon ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Who exacerbates the extreme swings in the Chinese stock market?. (2018). Wu, Eliza ; Tian, Shu. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:50-59.

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2018Index futures volatility and trading activity: Measuring causality at a multiple horizon. (2018). Shahbaz, Muhammad ; Roubaud, David ; Tiwari, Aviral Kumar ; Jena, Sangram Keshari. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:247-255.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017The impact of FIFA’s official announcements on the stock market of Qatar: The case of the 2022 World Cup. (2017). al Refai, Hisham ; Eissa, Mohamed Abdelaziz . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:347-353.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2018Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China. (2018). Lin, Shu Ling ; Chen, Wei-Peng ; Su, Jung-Bin ; Lu, Jun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2769-:d:162085.

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2017Improving Diversification Opportunities for Socially Responsible Investors. (2017). Miralles Quirós, Jose ; del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of Business Ethics. RePEc:kap:jbuset:v:140:y:2017:i:2:d:10.1007_s10551-015-2691-4.

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2018Psychic dividends of socially responsible investment portfolios. (2018). Ainsworth, Andrew ; Satchell, Steve ; Corbett, Adam. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0073-4.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; GUPTA, RANGAN ; Cunado, Juncal ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201780.

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2018Hedge fund attributes, insider behavior, and IPO volatility. (2018). Hull, Robert M ; Walker, Rosemary ; Kwak, Sungkyu . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9396-8.

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2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Sehgal, Sanjay ; Jain, Payal. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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Works by Janusz J. Brzeszczynski:


YearTitleTypeCited
2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures In: International Review of Financial Analysis.
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article20
2017Asymmetry in spillover effects: Evidence for international stock index futures markets In: International Review of Financial Analysis.
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article0
2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators In: Finance Research Letters.
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article3
2017International stock return co-movements and trading activity In: Finance Research Letters.
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article1
2009Institutional investors and stock returns volatility: Empirical evidence from a natural experiment In: Journal of Financial Stability.
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article12
2006Do institutional investors destabilize stock prices? evidence from an emerging market In: Journal of International Financial Markets, Institutions and Money.
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article14
2005Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market.(2005) In: CERT Discussion Papers.
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paper
2015Public information arrival and investor reaction during a period of institutional change: An episode of early years of a newly independent central bank In: Journal of Comparative Economics.
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article1
2009Inter-regional and region-specific transmission of international stock market returns: The role of foreign information In: Journal of International Money and Finance.
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article3
2015Investor response to public news, sentiment and institutional trading in emerging markets: A review In: International Review of Economics & Finance.
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article2
2004Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models In: CERT Discussion Papers.
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paper0
2004Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland In: CERT Discussion Papers.
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paper0
2011Heteroscedasticity and interval effects in estimating beta: UK evidence In: CFI Discussion Papers.
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2012Performance of Portfolios Composed of British SRI Stocks In: CFI Discussion Papers.
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paper5
2014Performance of Portfolios Composed of British SRI Stocks.(2014) In: Journal of Business Ethics.
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2013Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007 In: CFI Discussion Papers.
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paper0
2006Explaining trading volume in the euro In: International Journal of Finance & Economics.
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article4
2007Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange In: International Advances in Economic Research.
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article0
2007Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland In: Emerging Markets Finance and Trade.
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article3
2016Neoclassical and Behavioral Finance: A Synergy of Approaches in Current Debates and in Contemporary Financial Research In: Emerging Markets Finance and Trade.
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article0
2012Large capital inflows and stock returns in a thin market In: NBP Working Papers.
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paper0
2011Heteroscedasticity and interval effects in estimating beta: UK evidence In: Applied Financial Economics.
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article2
2014How beneficial is international stock market information in domestic stock market trading? In: The European Journal of Finance.
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article1
2011Earnings Management in Polish Companies In: Comparative Economic Research.
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article0

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