2
H index
0
i10 index
17
Citations
Joanna Olbrys : Citation Profile
| RESEARCH PRODUCTION: 19 Articles 17 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
12 years (2010 - 2022). 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:
| Cites to:
|
Main data
Where Joanna Olbrys has published?
| Journals with more than one article published | # docs |
|---|---|
| Dynamic Econometric Models | 3 |
| Operations Research and Decisions | 3 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Folia Oeconomica Stetinensia | 2 |
| International Journal of Computational Economics and Econometrics | 2 |
Recent works citing Joanna Olbrys (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Regularity in forex returns during financial distress: Evidence from India. (2023). Datta, Radhika Prosad. In: Papers. RePEc:arx:papers:2308.04181. Full description at Econpapers || Download paper |
| 2023 | Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-1. Full description at Econpapers || Download paper |
Works by Joanna Olbrys:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries In: Acta Oeconomica. [Full Text][Citation analysis] | article | 2 |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2011 | ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2013 | Asymmetric 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] | article | 1 |
| 2015 | Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2019 | Measuring stock market resiliency with Discrete Fourier Transform for high frequency data In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2019 | Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2020 | Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2016 | Crisis 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] | article | 1 |
| 2019 | Depth, 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] | article | 2 |
| 2013 | Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
| 2014 | Is illiquidity risk priced? The case of the Polish medium-size emerging stock market In: Bank i Kredyt. [Full Text][Citation analysis] | article | 0 |
| 2019 | Intra-market commonality in liquidity: new evidence from the Polish stock exchange In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 1 |
| 2018 | On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2019 | Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2019 | Alternative Estimators for the Effective Spread Derived from High-Frequency Data In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2020 | Market Tightness on the CEE Emerging Stock Exchanges in the Context of the Non-trading Problem In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2021 | Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 1 |
| 2022 | Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2017 | Dimensions of Market Liquidity: The Case of the Polish Stock Market In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 1 |
| 2017 | Formal Identification of Crises on the Euro Area Stock Markets, 2004–2015 In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2017 | Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2018 | Measuring Dynamics of Financial Integration on the Euro Area Stock Markets, 2000–2016 In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2018 | Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2018 | Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2018 | Components of the Effective Spread: Evidence from the Warsaw Stock Exchange In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2011 | Book-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] | article | 0 |
| 2017 | The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach In: Comparative Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2012 | Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds In: Folia Oeconomica Stetinensia. [Full Text][Citation analysis] | article | 0 |
| 2015 | Testing 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] | article | 0 |
| 2014 | Implications 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] | article | 0 |
| 2010 | Three – factor market-timing models with Fama and French’s spread variables In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 0 |
| 2017 | Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade In: Operations Research and Decisions. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team