Joanna Olbrys : Citation Profile


Are you Joanna Olbrys?

1

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

18

Articles

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 0
   Journals where Joanna Olbrys has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pol146
   Updated: 2020-11-21    RAS profile: 2020-11-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Joanna Olbrys.

Is cited by:

Tabak, Benjamin (1)

Cites to:

Fama, Eugene (12)

Bekaert, Geert (9)

French, Kenneth (9)

Adkins, Lee (8)

Foucault, Thierry (8)

Bollerslev, Tim (8)

pagan, adrian (8)

Dooley, Michael (7)

Roll, Richard (7)

Dimson, Elroy (7)

Hutchison, Michael (7)

Main data


Where Joanna Olbrys has published?


Journals with more than one article published# docs
Operations Research and Decisions3
Dynamic Econometric Models3
International Journal of Computational Economics and Econometrics2
Folia Oeconomica Stetinensia2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Joanna Olbrys (2020 and 2019)


YearTitle of citing document
2020Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Mizuta, Takanobu ; Masuda, Yuji ; Yagi, Isao. In: Papers. RePEc:arx:papers:2010.13038.

Full description at Econpapers || Download paper

2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

Full description at Econpapers || Download paper

2019The Turn of the Month Effect on CEE Stock Markets. (2019). Kotlebova, Jana ; Arendas, Peter. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:57-:d:272661.

Full description at Econpapers || Download paper

Works by Joanna Olbrys:


YearTitleTypeCited
2015Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries In: Acta Oeconomica.
[Full Text][Citation analysis]
article0
2011ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2013Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2015Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2019Measuring stock market resiliency with Discrete Fourier Transform for high frequency data In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2019Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2016Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article1
2019Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article1
2013Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2014Is illiquidity risk priced? The case of the Polish medium-size emerging stock market In: Bank i Kredyt.
[Full Text][Citation analysis]
article0
2019Intra-market commonality in liquidity: new evidence from the Polish stock exchange In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
[Full Text][Citation analysis]
article0
2011Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market In: Research in Economics and Business: Central and Eastern Europe.
[Full Text][Citation analysis]
article0
2017The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach In: Comparative Economic Research.
[Full Text][Citation analysis]
article0
2012Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds In: Folia Oeconomica Stetinensia.
[Full Text][Citation analysis]
article0
2015Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis In: Folia Oeconomica Stetinensia.
[Full Text][Citation analysis]
article0
2014Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe In: Operations Research and Decisions.
[Full Text][Citation analysis]
article0
2010Three – factor market-timing models with Fama and French’s spread variables In: Operations Research and Decisions.
[Full Text][Citation analysis]
article0
2017Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade In: Operations Research and Decisions.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team