Janusz J. Brzeszczynski : Citation Profile

Robert Gordon University

14

H index

16

i10 index

654

Citations

RESEARCH PRODUCTION:

32

Articles

10

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 34
   Journals where Janusz J. Brzeszczynski has often published
   Relations with other researchers
   Recent citing documents: 162.    Total self citations: 18 (2.68 %)

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   Permalink: http://citec.repec.org/pbr135
   Updated: 2025-12-27    RAS profile: 2023-10-20    
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Relations with other researchers

Works with:

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

Is cited by:

Yarovaya, Larisa (22)

Shahzad, Syed Jawad Hussain (15)

Tiwari, Aviral (14)

lucey, brian (11)

Lau, Chi Keung (11)

Yoon, Seong-Min (9)

Wang, Gang-Jin (8)

Umar, Zaghum (8)

Vo, Xuan Vinh (7)

Apergis, Nicholas (7)

Aloui, Chaker (7)

Cites to:

Bekaert, Geert (36)

Yarovaya, Larisa (32)

Engle, Robert (29)

bloom, nicholas (27)

Castelnuovo, Efrem (27)

Davis, Steven (26)

lucey, brian (26)

Baker, Scott (26)

Meyer, Brent (24)

Mizen, Paul (24)

Barrero, Jose Maria (24)

Main data

Where Janusz J. Brzeszczynski has published?

Journals with more than one article published# docs
Finance Research Letters6
International Review of Financial Analysis4
Journal of International Financial Markets, Institutions and Money3
Journal of Financial Stability2
Energy Economics2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
NBP Working Papers / Narodowy Bank Polski2

Recent works citing Janusz J. Brzeszczynski (2025 and 2024)

YearTitle of citing document
2025A comparative analysis of the absolute risk-adjusted performance of South Africa€™s SRI funds before and during the COVID-19 pandemic. (2025). Sibanda, Mabutho ; Winfred, Preston Kyle ; Matenda, Frank Ranganai. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:276-296.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2025Conditional Method Confidence Set. (2025). Bauer, Lukas ; Kazak, Ekaterina. In: Papers. RePEc:arx:papers:2505.21278.

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2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Role of Cultural Factors on Entrepreneurship Across the Diverse Economic Stages: Insights from GEM and GLOBE Data. (2024). Iftikhar, Makki Bilal ; Yue, Chen. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:20:n:1.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2024Can military executives overcome difficulties in corporate value creation? ——Evidence from China. (2024). Wei, ZI ; Hao, Ying ; Zhao, Min. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x23001955.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633.

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2024Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2025Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725.

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2024Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776.

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2024Natural disasters and corporate tax burden: Evidence from chinese energy sector. (2024). Huang, Yuzhe ; Jin, Long ; Pan, Changchun. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000306.

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2024Energy crisis, economic growth and public finance in Italy. (2024). Fontana, Giuseppe ; Canelli, Rosa ; Realfonzo, Riccardo ; Passarella, Marco Veronese. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001385.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2025What is the focus of energy supply chain relationship management during geopolitical risks? Evidence from the stock market based on transaction cost economics. (2025). He, Hao ; Han, Chunjia ; Shang, Wen-Long ; Yang, MU ; Fan, Weijia ; Bai, Shizhen. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004566.

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2024The volatility of global energy uncertainty: Renewable alternatives. (2024). Işık, cem ; Ongan, Serdar ; Saidmamatov, Olimjon ; Mirkhoshimova, Mokhirakhon ; Iik, Cem ; Kuziboev, Bekhzod ; Rajabov, Alibek. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors. (2024). Neupane, Suman ; Zhang, Zikai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004702.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Liu, Xiaotong ; Wang, Jingda ; Cao, Chang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Rong, Xueyun ; Xu, Xin ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024Digital economy, risk attitudes, and entrepreneurial decision-making in urban and rural households in China. (2024). Xiong, Wei ; Jiang, Mengzhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005866.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2024Chinas National Team: A Game Changer in Stock Market Stabilization?. (2024). Liu, Kerry. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400014x.

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2024Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491.

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2024Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871.

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2024The price of firm-level information uncertainty. (2024). Wang, XI ; Gao, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008122.

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2024Influence and predictive power of sentiment: Evidence from the lithium market. (2024). Ko, Hyungjin ; Lee, Jaewook ; Son, Bumho ; Jeong, Woojin ; Park, Seongwan. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009012.

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2024Corporate ESG indices and stability during periods of deep concerns in financial markets. (2024). Puciennik, Piotr ; Janik, Bogna. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013102.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2025The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Malki, Issam ; Bas, Tugba ; Sivaprasad, Sheeja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

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2024World ESG performance and economic activity. (2024). Sakkas, Athanasios ; Angelidis, Timotheos ; Michairinas, Athanasios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000623.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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2025Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Kumari, Vineeta ; Kakran, Shubham ; Bajaj, Parminder Kaur ; Sidhu, Arpit. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698.

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2024Empirical analysis of investment in Pakistan’s upstream sector. (2024). Jamil, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012011.

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2024Carbon and financial performance nexus of the heavily polluting companies in the context of resource management during COVID-19 period. (2024). Urbaski, Mariusz ; Szczepaska-Woszczyna, Katarzyna ; Wodarczyk, Aneta. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012254.

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2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Tsai, I-Chun ; Chen, Han-Bo. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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2024Financial performance of mutual and pension funds focused on the natural resources sector. (2024). Marti-Ballester, Carmen-Pilar. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004288.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Ma, Yong ; Hao, Xinlei ; Pan, Dongtao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2025How did banks react to SVB collapse?. (2025). Gleason, Kimberly C ; Samet, Anis ; Ye, XI ; Salama, Feras M. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:78:y:2025:i:c:s1042444x25000040.

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2024The impact of COVID-19 on global investor attention. (2024). Lu, Jia-Wen ; Lin, Zih-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002749.

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2025The performance of industry risk spillover under extreme events: Evidence from the Chinese stock market. (2025). Yao, Haixiang ; Jiang, Xiaoqing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000563.

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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Chen, Binxia ; Zhou, Donghai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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2025Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach. (2025). Hassan, Kabir M ; Rahman, Mashuk ; Bouteska, A ; Sanchez, Benito A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x2500157x.

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2024Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643.

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2025Unsupervised learning modeling of the impact of Black Swan events on financial network reconfiguration: New insights from the COVID-19 outbreak and the Russia-Ukraine war. (2025). Wietlik, Agata ; Siudak, Dariusz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124007878.

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2025Multi-period impacts and network connectivity of cryptocurrencies to international stock markets. (2025). Tao, Chen ; Zhong, Guang-Yan ; Li, Jiang-Cheng ; Xu, Yi-Zhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008094.

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2024Epidemics, local institutional quality, and corporate cash holdings. (2024). Pan, Zikui ; Bo, YU ; Li, Xiaodan ; Ho, Kung-Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:193-210.

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2024ESG disclosure and internal pay gap: Empirical evidence from China. (2024). lucey, brian ; khurram, Muhammad usman ; Abedin, Mohammad Zoynul ; Chen, Lifeng ; Adu, Douglas A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:228-244.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Performance of negatively screened sustainable investments during crisis. (2024). Lin, Xiang ; Swain, Ranjula Bali. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1226-1247.

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2024Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets. (2024). Tiwari, Aviral ; Tedeschi, Marco ; Nasreen, Samia ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1556-1592.

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2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2024The impact of monetary and fiscal policy on FinTech firms during the crisis. (2024). Kakhkharov, Jakhongir ; Akhtaruzzaman, MD ; Bianchi, Robert J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005483.

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2025Tail risk connectedness between DeFi and Islamic assets and their determinants. (2025). Do, Hung Xuan ; Hadhri, Sinda ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007810.

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2025Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective. (2025). Ali, Shoaib ; Khurram, Mahrukh ; Du, Anna Min ; Ijaz, Muhammad Shahzad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000279.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Balaban, Suzana ; Simi, Milica ; Ivkov, Dejan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751.

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2024Institutional investor heterogeneity and systemic financial risk: Evidence from China. (2024). Xu, Yueling ; Zhu, Yuanhao ; Huang, Wenli ; Li, Shi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s027553192300288x.

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2024Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?. (2024). Fiandrino, Simona ; Bongiovanni, Alessio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003197.

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2024The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis. (2024). Yarovaya, Larisa ; Zouaoui, Riadh ; Guesmi, Khaled ; Rachdi, Houssem ; Aloui, Donia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192300329x.

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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2024Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758.

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2024Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials. (2024). Damico, Simona ; Gianfrancesco, Igor ; Curcio, Domenico ; Vioto, Davide. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000837.

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More than 100 citations found, this list is not complete...

Works by Janusz J. Brzeszczynski:

YearTitleTypeCited
2019Socially Responsible Investment and Market Performance: The Case of Energy and Resource Companies In: The Energy Journal.
[Full Text][Citation analysis]		article11
2006Can the Dividend Yield Strategies Beat the Market? Evidence from the Polish Stock Market 1994-2004 In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making.
[Full Text][Citation analysis]		chapter0
2007Beta Estimation, Forecasting and Convergence In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making.
[Full Text][Citation analysis]		chapter0
2019Pension funds, large capital inflows and stock returns in a thin market In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article4
2022The COVID-19 storm and the energy sector: The impact and role of uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article26
2019Price and volatility spillovers across the international steam coal market In: Energy Economics.
[Full Text][Citation analysis]		article25
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.
[Full Text][Citation analysis]		article131
2017Asymmetry in spillover effects: Evidence for international stock index futures markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article23
2022The impact and role of COVID-19 uncertainty: A global industry analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators In: Finance Research Letters.
[Full Text][Citation analysis]		article89
2017International stock return co-movements and trading activity In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2021How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2022Do business models matter? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2009Institutional investors and stock returns volatility: Empirical evidence from a natural experiment In: Journal of Financial Stability.
[Full Text][Citation analysis]		article28
2022Systemic risk measures and regulatory challenges In: Journal of Financial Stability.
[Full Text][Citation analysis]		article24
2006Do institutional investors destabilize stock prices? evidence from an emerging market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2005Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market.(2005) In: CERT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article88
2023Which COVID-19 information really impacts stock markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article14
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.
[Full Text][Citation analysis]		article3
2009Inter-regional and region-specific transmission of international stock market returns: The role of foreign information In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
2015Investor response to public news, sentiment and institutional trading in emerging markets: A review In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article16
2016Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms In: Working Papers.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		paper0
2004Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland In: CERT Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Heteroscedasticity and interval effects in estimating beta: UK evidence In: CFI Discussion Papers.
[Full Text][Citation analysis]		paper6
2012Performance of Portfolios Composed of British SRI Stocks In: CFI Discussion Papers.
[Full Text][Citation analysis]		paper29
2014Performance of Portfolios Composed of British SRI Stocks.(2014) In: Journal of Business Ethics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2012Large Capital Inflows and Stock Returnsin a Thin Market In: CFI Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Large capital inflows and stock returns in a thin market.(2012) In: NBP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007 In: CFI Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Explaining trading volume in the euro In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article5
2007Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange In: International Advances in Economic Research.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article6
2016Neoclassical and Behavioral Finance: A Synergy of Approaches in Current Debates and in Contemporary Financial Research In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2019Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland In: NBP Working Papers.
[Full Text][Citation analysis]		paper0
2014Liquidity Measures and Cost of Trading in an Illiquid Market In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article0
2011Heteroscedasticity and interval effects in estimating beta: UK evidence In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2014How beneficial is international stock market information in domestic stock market trading? In: The European Journal of Finance.
[Full Text][Citation analysis]		article4
2011Earnings Management in Polish Companies In: Comparative Economic Research.
[Full Text][Citation analysis]		article1
2020Bitcoin as a New Currency In: Folia Oeconomica Stetinensia.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team