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Jan Jakub Szczygielski
Jan Jakub Szczygielski
Kozminski University, University of Pretoria
Zweryfikowany adres z kozminski.edu.pl
Tytuł
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Cytowane przez
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The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets
JJ Szczygielski, PR Bwanya, A Charteris, J Brzeszczyński
Finance research letters 43, 101945, 2021
1162021
The COVID-19 storm and the energy sector: The impact and role of uncertainty
JJ Szczygielski, J Brzeszczyński, A Charteris, PR Bwanya
Energy Economics 109, 105258, 2022
992022
The impact and role of COVID-19 uncertainty: A global industry analysis
JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński
International Review of Financial Analysis 80, 101837, 2022
992022
Seasonality in the cross-section of cryptocurrency returns
H Long, A Zaremba, E Demir, JJ Szczygielski, M Vasenin
Finance Research Letters 35, 101566, 2020
472020
Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets
A Zaremba, MH Bilgin, H Long, A Mercik, JJ Szczygielski
International Review of Financial Analysis 78, 101908, 2021
282021
An application of factor pricing models to the Polish stock market
A Zaremba, A Czapkiewicz, JJ Szczygielski, V Kaganov
Emerging Markets Finance and Trade 55 (9), 2039-2056, 2019
272019
Which COVID-19 information really impacts stock markets?
JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński
Journal of International Financial Markets, Institutions and Money 84, 101592, 2023
232023
Risk factors in returns of the South African stock market
JJ Szczygielski, C Chipeta
Studies in Economics and Econometrics 39 (1), 47-70, 2015
192015
One shape fits all? A comprehensive examination of cryptocurrency return distributions
SZCZYGIELSKI, J. J., A KARATHANASOPOULOS, A Zaremba
Applied Economics Letters, 2019
162019
The alpha momentum effect in commodity markets
A Zaremba, M Mikutowski, JJ Szczygielski, A Karathanasopoulos
Energy Economics 93, 104421, 2021
152021
Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective
JJ Szczygielski, LM Brümmer, HP Wolmarans, A Zaremba
Investment Analysts Journal 49 (1), 34-52, 2020
112020
And the winner is… a comparison of valuation measures for equity country allocation
A Zaremba, JJ Szczygielski
Journal of Portfolio Management 45 (5), 84-98, 2019
102019
Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence
JJ Szczygielski, A Charteris, L Obojska
International Review of Financial Analysis 87, 102304, 2023
92023
Underspecification of the empirical return-factor model and a factor analytic augmentation as a solution to factor omission
JJ Szczygielski, HP Wolmarans, LM Brümmer
Studies in Economics and Econometrics 44 (2), 133-165, 2020
82020
An augmented macroeconomic linear factor model of South African industrial sector returns
JJ Szczygielski, L Brümmer, HP Wolmarans
The Journal of Risk Finance 21 (5), 517-541, 2020
72020
An investigation into the changing relationship between the gold price and South African gold mining industry returns
Z Enslin, E Du Toit, JJ Szczygielski
South African Journal of Business Management 49 (1), 1-11, 2018
72018
Is investing in companies manufacturing solar components a lucrative business? A decision tree based analysis
SK Tomczak, A Skowrońska-Szmer, JJ Szczygielski
Energies 13 (2), 499, 2020
62020
Google search trends and stock markets: sentiment, attention or uncertainty?
JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński
International Review of Financial Analysis 91, 102549, 2024
52024
Properties of returns and variance and the implications for time series modelling: Evidence from South Africa
JJ Szczygielski, C Chipeta
Modern Finance 1 (1), 35-55, 2023
52023
Inflation hedging in the long run: Practical perspectives from seven centuries of commodity prices
A Zaremba, JJ Szczygielski, Z Umar, M Mikutowski
The Journal of Alternative Investments 24 (1), 119-134, 2021
52021
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