Details about Jedrzej Pawel Bialkowski

Access statistics for papers by Jedrzej Pawel Bialkowski.

Last updated 2009-12-13. Update your information in the RePEc Author Service.

Short-id: pbi149

Working Papers

2006

1. Political orientation of government and stock market returns
   MPRA Paper, University Library of Munich, Germany View citations (1)
2. Stock market volatiltity around national elections
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Stock market volatility around national elections, Journal of Banking & Finance, Elsevier (2008) View citations (154) (2008)

2005

3. Decomposing Volume for VWAP Strategies
   Working Papers, Center for Research in Economics and Statistics

Journal Articles

2008

1. Improving VWAP strategies: A dynamic volume approach
   Journal of Banking & Finance, 2008, 32, (9), 1709-1722 View citations (41)
2. Stock index futures arbitrage in emerging markets: Polish evidence
   International Review of Financial Analysis, 2008, 17, (2), 363-381 View citations (8)
3. Stock market volatility around national elections
   Journal of Banking & Finance, 2008, 32, (9), 1941-1953 View citations (154)
   See also Working Paper Stock market volatiltity around national elections, MPRA Paper (2006) (2006)

2006

4. Testing for financial spillovers in calm and turbulent periods
   The Quarterly Review of Economics and Finance, 2006, 46, (3), 397-412 View citations (24)

2004

5. Modelling Returns on Stock Indices for Western and Central European Stock Exchanges - a Markov Switching Approach
   South-Eastern Europe Journal of Economics, 2004, 2, (2), 81-100 View citations (7)