Janusz J. Brzeszczynski : Citation Profile

Are you Janusz J. Brzeszczynski?

Robert Gordon University

12

H index

14

i10 index

543

Citations

RESEARCH PRODUCTION:

32

Articles

10

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 28
   Journals where Janusz J. Brzeszczynski has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 18 (3.21 %)

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   Permalink: http://citec.repec.org/pbr135
   Updated: 2024-12-03    RAS profile: 2023-10-20    
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Relations with other researchers

Works with:

lucey, brian (2)

Yarovaya, Larisa (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:

Yarovaya, Larisa (20)

Shahzad, Syed Jawad Hussain (15)

lucey, brian (11)

Lau, Chi Keung (11)

Tiwari, Aviral (10)

Yoon, Seong-Min (9)

Umar, Zaghum (8)

Wang, Gang-Jin (8)

Apergis, Nicholas (7)

Vo, Xuan Vinh (7)

Aloui, Chaker (7)

Cites to:

Bekaert, Geert (36)

Yarovaya, Larisa (32)

Engle, Robert (29)

bloom, nicholas (27)

Castelnuovo, Efrem (27)

Baker, Scott (26)

Davis, Steven (26)

lucey, brian (26)

Barrero, Jose Maria (24)

Mizen, Paul (24)

Renault, Thomas (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
Emerging Markets Finance and Trade2
Journal of Financial Stability2
Energy Economics2

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

Recent works citing Janusz J. Brzeszczynski (2024 and 2023)

YearTitle of citing document
2023A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic. (2023). Gucciardi, Gianluca ; Bellucci, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:183.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023.

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2024.

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

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2023Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52.

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2023Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228.

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2024.

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2023The Application of Multiple-Output Quantile Regression on the US Financial Cycle. (2023). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2023/2.

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2023Strategic Decision-Making on Mining Sector Company Stock Prices and Economic Variable (State Space Model Application). (2023). Wisnu, Febryan Kusuma ; Azhar, Rialdi ; Dwi, Fajrin Satria ; Ahadiat, Ayi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-22.

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

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. 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). Cao, Jie ; Wang, Xuya ; Yang, Xin ; Huang, Chuangxia ; Zhao, Lili. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353.

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2023Impacts of COVID-19 pandemic on corporate cash holdings: Evidence from Korea. (2023). Ryu, Doojin ; Jhang, Hogyu ; Chung, Hae Jin. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000602.

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2023Corporate governance of weak stakeholders: Minority investors and investment efficiency. (2023). Liu, Guanchun ; Ho, Kung-Cheng ; Pan, Yuying ; Feng, Yumei. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000626.

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

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Enhancing borrowing-firm equity through renewable energy adoption, consumer green awareness, and insurer sustainable finance. (2023). Lin, Jyh-Horng ; Wu, Guanyang. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004358.

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2023Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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2024Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. 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). Jin, Long ; Huang, Yuzhe ; 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 ; Realfonzo, Riccardo ; Canelli, Rosa ; 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). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2023Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

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

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023Shaking hands with common foes: Clique premium and information diffusion in private equity networks. (2023). Pipic, Denis ; Giovannetti, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000431.

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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

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2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. 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). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. 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). Cao, Chang ; Wang, Jingda ; Liu, Xiaotong. 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). Luo, Jiawen ; Zhang, Zhendong. 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). Xu, Xin ; Rong, Xueyun ; 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). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. 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). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2023Responses of US equity market sectors to the Silicon Valley Bank implosion. (2023). Yousaf, Imran ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003069.

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2023The impact of the SVB collapse on global financial markets: Substantial but narrow. (2023). Yousaf, Imran ; Goodell, John W ; Riaz, Yasir. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003203.

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2023Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. (2023). McMillan, David G ; Kambouroudis, Dimos ; Korkusuz, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003641.

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2023Sectoral spillovers and systemic risks: Evidence from China. (2023). Liu, Xutang ; Yue, Dianmin ; Goodell, John W ; Chen, Shoudong. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003902.

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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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2023Corporate social responsibility, stakeholders’ governance and idiosyncratic risk. (2023). Yang, BO ; Wang, Tianyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005871.

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2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse. (2023). Youssef, Manel ; Moussa, Faten ; Ali, Shoaib. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007249.

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2023Institutional ownership and stock return volatility during the COVID-19 crisis: An international evidence. (2023). Vo, Thi Thuy Anh ; Mazur, Mieszko ; Anh, Thi Thuy. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010413.

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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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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. 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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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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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). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; 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). Sivaprasad, Sheeja ; Malki, Issam ; Bas, Tugba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

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2023International stock market volatility: A data-rich environment based on oil shocks. (2023). Wen, Fenghua ; Wang, Tianyang ; Ma, Feng ; Lu, Xinjie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:184-215.

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2023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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2023Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Maitra, Debasish ; Jain, Prachi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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

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2023Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Zhang, Xiaoming ; Xu, Chao ; Zhou, Hegang ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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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 ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2023Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict. (2023). Hunjra, Ahmed ; Alshater, Muneer ; Yousaf, Imran ; Li, Yanshuang ; Bouri, Elie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002342.

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2023Prudential regulation and bank performance: Evidence from China. (2023). Wang, Yifan ; Wu, Yifan ; He, Dongwei ; Xing, Xueyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002524.

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2023Momentum, reversals and liquidity: Indian evidence. (2023). Rohit, Abhishek ; Ranganathan, Kavitha ; Chui, Andy ; Veeraraghavan, Madhu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002640.

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2023Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments. (2023). Du, Xinyu ; Yuan, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123007215.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792.

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2023What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis. (2023). Gu, Ming ; Chen, Haiqiang ; Arkorful, Gideon Bruce ; Liu, Xiaoqun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:141-153.

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2024Epidemics, local institutional quality, and corporate cash holdings. (2024). Bo, YU ; Ho, Kung-Cheng ; Pan, Zikui ; Li, Xiaodan. 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). Adu, Douglas A ; Abedin, Mohammad Zoynul ; Chen, Lifeng ; Khurram, Muhammad Usman ; Lucey, Brian. 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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2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

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2023Economics of blockchain-based securities settlement. (2023). Jang, Huisu ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002288.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Cui, Can ; Zhang, Yueyan ; Bai, Jiancheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

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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.
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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]		article15
2019Price and volatility spillovers across the international steam coal market In: Energy Economics.
[Full Text][Citation analysis]		article23
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]		article117
2017Asymmetry in spillover effects: Evidence for international stock index futures markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article22
2022The impact and role of COVID-19 uncertainty: A global industry analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators In: Finance Research Letters.
[Full Text][Citation analysis]		article88
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]		article2
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]		article29
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]		article2
2009Institutional investors and stock returns volatility: Empirical evidence from a natural experiment In: Journal of Financial Stability.
[Full Text][Citation analysis]		article26
2022Systemic risk measures and regulatory challenges In: Journal of Financial Stability.
[Full Text][Citation analysis]		article9
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.
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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]		article57
2023Which COVID-19 information really impacts stock markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
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]		article5
2015Investor response to public news, sentiment and institutional trading in emerging markets: A review In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
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]		paper27
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: 27		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]		article3
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 November, 3 2024. Contact: CitEc Team