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Barbara Będowska-Sójka
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Year
Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine
B Będowska-Sójka, E Demir, A Zaremba
Finance Research Letters 50, 103192, 2022
942022
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
B Będowska-Sójka, A Kliber
The North American Journal of Economics and Finance 56, 101390, 2021
632021
The causality between liquidity and volatility in the Polish stock market
B Będowska-Sójka, A Kliber
Finance Research Letters 30, 110-115, 2019
422019
The coherence of liquidity measures. The evidence from the emerging market
B Będowska-Sójka
Finance Research Letters 27, 118-123, 2018
382018
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
H Long, E Demir, B Będowska-Sójka, A Zaremba, SJH Shahzad
Finance Research Letters 49, 103131, 2022
352022
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced
B Będowska-Sójka
Bank i Kredyt 41 (2), 7-20, 2010
322010
Realized volatility versus GARCH and stochastic volatility models. The evidence from the WIG20 index and the EUR/PLN foreign exchange market
B Będowska-Sójka, A Kliber
Przegląd Statystyczny 57 (4), 105-127, 2010
252010
What is the best proxy for liquidity in the presence of extreme illiquidity?
B Będowska-Sójka, K Echaust
Emerging Markets Review 43, 100695, 2020
242020
Liquidity dynamics around jumps: The evidence from the Warsaw Stock Exchange
B Będowska-Sójka
Emerging Markets Finance and Trade 52 (12), 2740-2755, 2016
242016
Triggers and Obstacles to the Development of the FinTech Sector in Poland
A Kliber, B Będowska-Sójka, A Rutkowska, K Świerczyńska
Risks 9 (2), 30, 2021
192021
Commonality in liquidity indices: The emerging European stock markets
B Będowska-Sójka, K Echaust
Systems 7 (2), 24, 2019
192019
The dynamics of low-frequency liquidity measures: The developed versus the emerging market
B Będowska-Sójka
Journal of Financial Stability 42, 136-142, 2019
162019
Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective
B Będowska-Sójka, A Kliber
Energy Economics 115, 106360, 2022
152022
False safe haven assets: Evidence from the target volatility strategy based on recurrent neural network
T Kaczmarek, B Będowska-Sójka, P Grobelny, K Perez
Research in International Business and Finance 60, 101610, 2022
152022
Is Bitcoin still a king? Relationships between prices, volatility and liquidity of cryptocurrencies during the pandemic
B Będowska-Sójka, A Kliber, A Rutkowska
Entropy 23 (11), 1386, 2021
122021
Intraday Stealth Trading: Evidence from the Warsaw Stock Exchange
B Będowska-Sójka
Economics and Business Review 14 (1), 2014
122014
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
A Zaremba, A Czapkiewicz, B Będowska-Sójka
Finance Research Letters 24, 163-167, 2018
112018
The lithium and oil markets–dependencies and volatility spillovers
B Będowska-Sójka, J Górka
Resources Policy 78, 102901, 2022
102022
Information content of liquidity and volatility measures
B Będowska-Sójka, A Kliber
Physica A: Statistical Mechanics and its Applications 563, 125436, 2021
102021
Commonality in liquidity measures. The evidence from the Polish stock market
B Będowska-Sójka
University of Hradec Kralove, 2019
102019
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