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Janusz Brzeszczyński
Janusz Brzeszczyński
Edinburgh Napier University, Edinburgh, Scotland, United Kingdom
Zweryfikowany adres z napier.ac.uk
Tytuł
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Intra-and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
L Yarovaya, J Brzeszczyński, CKM Lau
International Review of Financial Analysis 43, 96-114, 2016
2822016
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
L Yarovaya, J Brzeszczyński, JW Goodell, B Lucey, CKM Lau
Journal of International Financial Markets, Institutions and Money 79, 101589, 2022
2602022
Performance of Portfolios Composed of British SRI Stocks.
J Brzeszczyński, G McIntosh
Journal of Business Ethics 120 (3), 335-362, 2014
1822014
Ekonometryczne modele rynków finansowych: Modele kursów giełdowych i kursów walutowych.
J Brzeszczyński, R Kelm
WIG-Press, 2002
141*2002
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
1332021
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment.
MT Bohl, J Brzeszczyński, B Wilfling
Journal of Financial Stability 5 (2), 170-182, 2009
1282009
Do institutional investors destabilize stock prices? Evidence from an emerging market.
MT Bohl, J Brzeszczyński
Journal of International Financial Markets, Institutions and Money 16 (4 …, 2006
1282006
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
1232022
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
1212022
Investor response to public news, sentiment and institutional trading in emerging markets: A review
J Brzeszczyński, J Gajdka, AM Kutan
International Review of Economics & Finance 40, 338-352, 2015
712015
Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
L Yarovaya, J Brzeszczyński, CKM Lau
Finance Research Letters 17, 158-166, 2016
652016
Future directions in international financial integration research-A crowdsourced perspective
BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ...
International Review of Financial Analysis 55, 35-49, 2018
582018
Systemic risk measures and regulatory challenges
S Ellis, S Sharma, J Brzeszczyński
Journal of Financial Stability 61, 100960, 2022
562022
Price and volatility spillovers across the international steam coal market
JA Batten, J Brzeszczynski, C Ciner, MCK Lau, B Lucey, L Yarovaya
Energy Economics 77, 119-138, 2019
502019
A stock market trading system based on foreign and domestic information
J Brzeszczyński, BM Ibrahim
Expert Systems with Applications 118, 381-399, 2019
432019
Asymmetry in spillover effects: Evidence for international stock index futures markets
L Yarovaya, J Brzeszczyński, CKM Lau
International Review of Financial Analysis 53, 94-111, 2017
412017
The Role of Stock Size and Trading Intensity in the Magnitude of the" Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market.
J Brzeszczyński, J Gajdka, T Schabek
Emerging Markets Finance and Trade 47 (1), 28-49, 2011
362011
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
352023
Heteroscedasticity and interval effects in estimating beta: UK evidence.
S Armitage, J Brzeszczynski
Applied Financial Economics 21 (20), 1525-1538, 2011
342011
Socially responsible investment and market performance: The case of energy and resource companies
J Brzeszczyński, B Ghimire, T Jamasb, G McIntosh
The Energy Journal 40 (5), 17-72, 2019
332019
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