Barbara Będowska-Sójka
Title
Cited by
Cited by
Year
The coherence of liquidity measures. The evidence from the emerging market
B Będowska-Sójka
Finance Research Letters 27, 118-123, 2018
212018
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. Statistical Review 57 (4), 2010
212010
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced
B Będowska-Sójka
Bank i Kredyt 41 (2), 7-20, 2010
192010
Liquidity dynamics around jumps: The evidence from the Warsaw Stock Exchange
B Będowska-Sójka
Emerging Markets Finance and Trade 52 (12), 2740-2755, 2016
152016
Commonality in liquidity indices: the emerging European stock markets
B Będowska-Sójka, K Echaust
Systems 7 (2), 24, 2019
142019
The causality between liquidity and volatility in the Polish stock market
B Będowska-Sójka, A Kliber
Finance Research Letters 30, 110-115, 2019
132019
Intraday stealth trading. Evidence from the Warsaw Stock Exchange.
B Będowska-Sójka
Poznan University of Economics Review 14 (1), 2014
102014
Macroeconomic news effects on the stock markets in intraday data
B Będowska-Sójka
Central European Journal of Economic Modelling and Econometrics, 249-269, 2013
102013
Daily VAR forecasts with realized volatility and GARCH models
B Będowska-Sójka
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu, 2015
62015
Wpływ informacji na ceny instrumentów finansowych: analiza danych śróddziennych
B Będowska-Sójka
Wydawnictwo Uniwersytetu Ekonomicznego, 2014
62014
The Impact of Macro News on Volatility of Stock Exchanges
B Będowska-Sójka
Dynamic Econometric Models 11, 99-110, 2011
62011
The dynamics of low-frequency liquidity measures: the developed versus the emerging market
B Będowska-Sójka
Journal of Financial Stability 42, 136-142, 2019
52019
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
A Zaremba, A Czapkiewicz, B Będowska-Sójka
Finance Research Letters 24, 163-167, 2018
52018
Commonality in liquidity measures. The evidence from the Polish stock market
B Będowska-Sójka
University of Hradec Kralove, 2019
42019
Unemployment Rate Forecasts: Evidence from the Baltic States
B Będowska-Sójka
Eastern European Economics 53 (1), 57-67, 2015
42015
Economic Situation of the Country or Risk in the World Financial Market
B Będowska-Sójka, A Kliber
The Dynamics of Polish Sovereign Credit Default Swap Spreads,‘Dynamic …, 2013
42013
Zawartość informacyjna nabywania akcji własnych
B Będowska-Sojka
Wydział Prawa i Administracji UAM, 2003
42003
What is the best proxy for liquidity in the presence of extreme illiquidity?
B Będowska-Sójka, K Echaust
Emerging Markets Review, 100695, 2020
32020
Evaluating the accuracy of time-varying Beta. The evidence from Poland
B Będowska-Sójka
Dynamic Econometric Models 17 (1), 161-176, 2017
32017
Unemployment Rates Forecasts–Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries
B Będowska-Sójka
Comparative Economic Research 20 (2), 91-107, 2017
32017
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