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What is the best proxy for liquidity in the presence of extreme illiquidity?

Będowska-Sójka, Barbara; Echaust, Krzysztof - In: Emerging markets review 43 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012414543

The causality between liquidity and volatility in the Polish stock market

Będowska-Sójka, Barbara; Kliber, Agata - In: Finance research letters 30 (2019), pp. 110-115

Persistent link: https://www.econbiz.de/10012420314

Risk transmission between sovereign credit default swaps and government bonds during the global financial crisis : the case of the Czech Republic, Hungary and Poland

Będowska-Sójka, Barbara; Kliber, Agata - In: Central European journal of economic modelling and … 11 (2019) 3, pp. 153-173

Persistent link: https://www.econbiz.de/10012294594

Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight

Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167

Persistent link: https://www.econbiz.de/10011982555

Triggers and obstacles to the development of the FinTech sector in Poland

Kliber, Agata; Będowska-Sójka, Barbara; Rutkowska, … - In: Risks : open access journal 9 (2021) 2/30, pp. 1-27

The article aims to show the opportunities for the formation of new FinTech startups in Poland and further development of the sector, as well as to identify the most critical threats. The study offers the descriptive and deductive analysis based on the literature review. The empirical part...

Persistent link: https://www.econbiz.de/10012426936

Macroeconomic News Effects on the Stock Markets in Intraday Data

Będowska-Sójka, Barbara - In: Central European Journal of Economic Modelling and … 5 (2013) 4, pp. 249-269

The aim of the paper is to compare reactions of two stock markets, the German and the French, to releases of macroeconomic fundamentals emanating from Germany and the U.S. We examine the reaction of intraday returns and volatility of the CAC40 and the DAX indices to macroeconomic surprises. We...

Persistent link: https://www.econbiz.de/10010875631

Machine learning and the cross-section of cryptocurrency returns

Cakici, Nusret; Shahzad, Syed Jawad Hussain; … - In: International review of financial analysis 94 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10014543950

Uncertainty and cryptocurrency returns : a lesson from turbulent times

Będowska-Sójka, Barbara; Górka, Joanna; Hemmings, Danial - In: International review of financial analysis 94 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014544086

Hedging geopolitical risks with different asset classes : a focus on the Russian invasion of Ukraine

Będowska-Sójka, Barbara; Demir, Ender; Zaremba, Adam - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014233961

False safe haven assets : evidence from the target volatility strategy based on recurrent neural network

Kaczmarek, Tomasz; Będowska-Sójka, Barbara; Grobelny, … - In: Research in international business and finance 60 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013412442