4
H index
0
i10 index
24
Citations
Joanna Olbrys : Citation Profile
| RESEARCH PRODUCTION: 21 Articles 19 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2007 - 2025). 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:
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Main data
Where Joanna Olbrys has published?
| Journals with more than one article published | # docs |
|---|---|
| Operations Research and Decisions | 3 |
| Dynamic Econometric Models | 3 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| International Journal of Computational Economics and Econometrics | 2 |
| Folia Oeconomica Stetinensia | 2 |
Recent works citing Joanna Olbrys (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014. Full description at Econpapers || Download paper |
| 2025 | Deep Learning Strategies for Intraday Optimal Carbon Options Trading with Price Impact Considerations. (2025). Lai, Qianhui ; Yang, Qiang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1035-:d:1618273. Full description at Econpapers || Download paper |
| 2024 | Financial Security as a Basis for the Sustainable Development of Small and Medium-Sized Renewable Energy Companies—A Polish Perspective. (2024). Staniszewski, Ryszard ; Florek, Joanna ; Czerwiska-Kayzer, Dorota. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:5926-:d:1433334. Full description at Econpapers || Download paper |
| 2025 | LA TECHNOLOGIE BLOCKCHAIN ET LA RESILIENCE DU MARCHE FINANCIER : ETUDE DIMPACT ET DE RELATION, CAS DE LA BOURSE DE CASABLANCA. (2025). Tounsi, Said ; Ahnach, Ilyas. In: Post-Print. RePEc:hal:journl:hal-05135043. Full description at Econpapers || Download paper |
| 2024 | Investigating the market tightness of selected stocks in the Johannesburg Stock Exchange. (2024). Enow, Samuel Tabot. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:6:p:158-163. Full description at Econpapers || Download paper |
| 2024 | Exploring the market resilience of selected stocks in the Johannesburg Stock Exchange. (2024). Enow, Samuel Tabot. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:6:p:176-181. 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 |
| 2007 | Decomposing Value-at-Risk: The Case of a Fund of Funds Portfolio In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | Forecasting Portfolio Return Based on Bayesian Network Model In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | Comparative Analysis of Polish Equity Open-end Mutual Funds Portfolios Using Estimators of Risk Measures and Risk-Tolerance Coefficient In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2012 | Multifactor Mutual Fund Performance Evaluation Based on the Panel Data Estimation In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [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 | 4 |
| 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 | 4 |
| 2020 | Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2025 | Does Political Risk Affect the Efficiency of the Exchange-Traded Fund Market?—Entropy-Based Analysis Before and After the 2025 U.S. Presidential Inauguration In: Risks. [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 | 4 |
| 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 |
| 2023 | What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model In: Journal of East European Management Studies. [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 |
| 2023 | Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
| 2024 | Extreme Events and Stock Market Efficiency: The Modified Shannon Entropy Approach 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. Last updated December, 22 2025. Contact: CitEc Team