Details about Josef Bajzik

Access statistics for papers by Josef Bajzik.

Last updated 2025-02-15. Update your information in the RePEc Author Service.

Short-id: pba1486

Working Papers

2025

1. How Do Event Studies Capture Impact of Macroeconomic News in Forex Market? A meta-Analysis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies

2024

2. Does Shareholder Activism Have a Long-Lasting Impact on Company Value? A Meta-Analysis
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2023)

2023

3. Are Estimates of the Impact of Shareholder Activism Published Selectively?
   Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
4. Do Shareholder Activism Announcements Affect Stock Prices? A Meta-Analysis
   Working Papers, Czech National Bank, Research and Statistics Department
5. Does Shareholder Activism Create Value? A Meta-Analysis
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (1)
   Also in MetaArXiv, Center for Open Science (2023) View citations (1)
   MetaArXiv, Center for Open Science (2023)
6. Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies
   Working Papers, Czech National Bank, Research and Statistics Department

2022

7. Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?
   Working Papers, Czech National Bank, Research and Statistics Department View citations (3)
   See also Journal Article Borrower‐based macroprudential measures and credit growth: How biased is the existing literature?, Journal of Economic Surveys, Wiley Blackwell (2025) (2025)
8. Retail Fund Flows and Performance: Insights from Supervisory Data
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
   See also Journal Article Retail fund flows and performance: Insights from supervisory data, Emerging Markets Review, Elsevier (2024) (2024)

2021

9. A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending
   Working Papers, Czech National Bank, Research and Statistics Department View citations (4)
10. Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures
    Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
    See also Journal Article Does sentiment affect stock returns? A meta-analysis across survey-based measures, International Review of Financial Analysis, Elsevier (2023) View citations (3) (2023)
11. Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers
    Research and Policy Notes, Czech National Bank, Research and Statistics Department
    See also Journal Article Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers, Journal of Financial Stability, Elsevier (2023) View citations (2) (2023)
12. When Does Monetary Policy Sway House Prices? A Meta-Analysis
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (7)
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
    MetaArXiv, Center for Open Science (2021) View citations (2)
    See also Journal Article When Does Monetary Policy Sway House Prices? A Meta-Analysis, IMF Economic Review, Palgrave Macmillan (2023) View citations (9) (2023)

2020

13. A Prolonged Period of Low Interest Rates: Unintended Consequences
    Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (3)
14. The Effect of Monetary Policy on House Prices - How Strong is the Transmission?
    Working Papers, Czech National Bank, Research and Statistics Department
15. Trading Volume and Stock Returns: A Meta-Analysis
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    See also Journal Article Trading volume and stock returns: A meta-analysis, International Review of Financial Analysis, Elsevier (2021) View citations (7) (2021)

2019

16. Estimating the Armington Elasticity: The Importance of Data Choice and Publication Bias
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    Also in MPRA Paper, University Library of Munich, Germany (2019) View citations (13)
17. The Elasticity of Substitution between Domestic and Foreign Goods: A Quantitative Survey
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (2)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2019) View citations (2)

Journal Articles

2025

1. Borrower‐based macroprudential measures and credit growth: How biased is the existing literature?
   Journal of Economic Surveys, 2025, 39, (1), 66-102
   See also Working Paper Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?, Working Papers (2022) View citations (3) (2022)

2024

2. Bank capital, lending, and regulation: A meta‐analysis
   Journal of Economic Surveys, 2024, 38, (3), 823-851 View citations (1)
3. Retail fund flows and performance: Insights from supervisory data
   Emerging Markets Review, 2024, 59, (C)
   See also Working Paper Retail Fund Flows and Performance: Insights from Supervisory Data, Working Papers (2022) View citations (1) (2022)

2023

4. A prolonged period of low interest rates in Europe: Unintended consequences
   Journal of Economic Surveys, 2023, 37, (2), 526-572 View citations (2)
5. Does sentiment affect stock returns? A meta-analysis across survey-based measures
   International Review of Financial Analysis, 2023, 89, (C) View citations (3)
   See also Working Paper Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures, Working Papers (2021) View citations (1) (2021)
6. Is the role of shareholder activism in corporate governance overestimated?
   Finance Research Letters, 2023, 58, (PC) View citations (1)
7. Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers
   Journal of Financial Stability, 2023, 65, (C) View citations (2)
   See also Working Paper Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers, Research and Policy Notes (2021) (2021)
8. When Does Monetary Policy Sway House Prices? A Meta-Analysis
   IMF Economic Review, 2023, 71, (2), 538-573 View citations (9)
   See also Working Paper When Does Monetary Policy Sway House Prices? A Meta-Analysis, EconStor Preprints (2021) View citations (7) (2021)

2021

9. Trading volume and stock returns: A meta-analysis
   International Review of Financial Analysis, 2021, 78, (C) View citations (7)
   See also Working Paper Trading Volume and Stock Returns: A Meta-Analysis, Working Papers IES (2020) (2020)

2020

10. Estimating the Armington elasticity: The importance of study design and publication bias
    Journal of International Economics, 2020, 127, (C) View citations (92)