3
H index
2
i10 index
32
Citations
Pawel Sakowski : Citation Profile
Uniwersytet Warszawski | RESEARCH PRODUCTION: 9 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2006 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pawel Sakowski. | Is cited by:
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Main data
Where Pawel Sakowski has published?
| Journals with more than one article published | # docs |
|---|---|
| Ekonomia journal | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Faculty of Economic Sciences, University of Warsaw | 16 |
Recent works citing Pawel Sakowski (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590. Full description at Econpapers || Download paper |
| 2021 | Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Mercik, Aleksander ; Long, Huaigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349. Full description at Econpapers || Download paper |
| 2022 | Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. (2022). Krištoufek, Ladislav ; Bouri, Elie ; Kristoufek, Ladislav ; Mitra, Subrata Kumar ; Iqbal, Najaf ; Kumar, Ashish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000166. Full description at Econpapers || Download paper |
| 2022 | Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index. (2022). Lepaczuk, Robert ; Bui, Quynh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:592:y:2022:i:c:s037843712100964x. Full description at Econpapers || Download paper |
| 2022 | Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894. Full description at Econpapers || Download paper |
| 2022 | Time connectedness of fear. (2022). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02056-w. Full description at Econpapers || Download paper |
| 2022 | On the role of stablecoins in cryptoasset pricing dynamics. (2022). Krištoufek, Ladislav. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00343-8. Full description at Econpapers || Download paper |
| 2021 | The impact of oil price and exchange rate on momentum strategy profits in stock market: evidence from oil-rich developing countries. (2021). Sahabi, Bahram ; Zolfaghari, Mehdi. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:7:d:10.1007_s11846-020-00413-0. Full description at Econpapers || Download paper |
Works by Pawel Sakowski:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Does historical VIX term structure contain valuable information for predicting VIX futures? In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 2 |
| 2019 | Momentum and contrarian effects on the cryptocurrency market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
| 2018 | Momentum and contrarian effects on the cryptocurrency market.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2012 | Volatility Measurement, Modeling and Forecasting—An Overview of the Literature In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | Wycena opcji na VIX – podejscie heurystyczne In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2016 | Applying exogenous variables and regime switching to multi-factor models on equity indices In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2016 | Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
| 2016 | CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES In: e-Finanse. [Full Text][Citation analysis] | article | 0 |
| 2015 | Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options In: Central European Economic Journal. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2010 | Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Midquotes or Transactional Data? The Comparison of Black Model on HF Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Investment strategies beating the market. What can we squeeze from the market? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Simple heuristics for pricing VIX options In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Options delta hedging with no options at all In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Does Bitcoin Improve Investment Portfolio Efficiency? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY In: Health Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team