Details about Barbara Będowska-Sójka

Access statistics for papers by Barbara Będowska-Sójka.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pbe727

Journal Articles

2025

1. Has bitcoin been dethroned too quickly? The cryptocurrency return networks
   Network Science, 2025, 13, -

2024

2. Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way?
   Finance Research Letters, 2024, 67, (PB)
3. Machine learning and the cross-section of cryptocurrency returns
   International Review of Financial Analysis, 2024, 94, (C) View citations (1)
4. Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy
   Energy Economics, 2024, 138, (C)
5. Uncertainty and cryptocurrency returns: A lesson from turbulent times
   International Review of Financial Analysis, 2024, 94, (C) View citations (1)

2023

6. Has the pandemic changed the relationships between fintechs and banks?
   Operations Research and Decisions, 2023, 33, (4), 15-33

2022

7. Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective
   Energy Economics, 2022, 115, (C) View citations (8)
8. False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network
   Research in International Business and Finance, 2022, 60, (C) View citations (4)
9. Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine
   Finance Research Letters, 2022, 50, (C) View citations (52)
10. Impact of COVID-19 on sovereign risk: Latin America versus Asia
    Finance Research Letters, 2022, 47, (PA) View citations (1)
11. Is geopolitical risk priced in the cross-section of cryptocurrency returns?
    Finance Research Letters, 2022, 49, (C) View citations (17)
12. The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory
    Journal of International Financial Markets, Institutions and Money, 2022, 78, (C) View citations (3)
13. The lithium and oil markets – dependencies and volatility spillovers
    Resources Policy, 2022, 78, (C) View citations (4)

2021

14. Information content of liquidity and volatility measures
    Physica A: Statistical Mechanics and its Applications, 2021, 563, (C) View citations (1)
15. Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange
    Annals of Operations Research, 2021, 297, (1), 37-51
16. Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (29)
17. Triggers and Obstacles to the Development of the FinTech Sector in Poland
    Risks, 2021, 9, (2), 1-27 View citations (8)

2020

18. Do aggressive orders affect liquidity? An evidence from an emerging market
    Research in International Business and Finance, 2020, 54, (C)
19. What is the best proxy for liquidity in the presence of extreme illiquidity?
    Emerging Markets Review, 2020, 43, (C) View citations (10)

2019

20. Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland
    Central European Journal of Economic Modelling and Econometrics, 2019, 11, (3), 153-172
21. The causality between liquidity and volatility in the Polish stock market
    Finance Research Letters, 2019, 30, (C), 110-115 View citations (10)
22. The dynamics of low-frequency liquidity measures: The developed versus the emerging market
    Journal of Financial Stability, 2019, 42, (C), 136-142 View citations (2)

2018

23. Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskiego rynku akcji)
    Problemy Zarzadzania, 2018, 16, (76), 24-36
24. Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
    Finance Research Letters, 2018, 24, (C), 163-167 View citations (2)
25. Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate
    Risk Management, 2018, 20, (4), 326-346 View citations (1)
26. The coherence of liquidity measures. The evidence from the emerging market
    Finance Research Letters, 2018, 27, (C), 118-123 View citations (8)

2017

27. Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland
    Dynamic Econometric Models, 2017, 17, 161-176
28. How Jumps Affect Liquidity? The Evidence from Poland
    Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (1), 39-52 View citations (3)
29. Porownanie miesiecznych miar plynnosci akcji spolek notowanych na GPW wyznaczanych na podstawie danych niskiej czestotliwosci
    Problemy Zarzadzania, 2017, 15, (66), 178-192
30. Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries
    Comparative Economic Research, 2017, 20, (2), 91-107

2016

31. Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange
    Emerging Markets Finance and Trade, 2016, 52, (12), 2740-2755 View citations (7)

2013

32. Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads
    Dynamic Econometric Models, 2013, 13, 87-106 View citations (2)
33. Macroeconomic News Effects on the Stock Markets in Intraday Data
    Central European Journal of Economic Modelling and Econometrics, 2013, 5, (4), 249-269 View citations (2)

2011

34. The Impact of Macro News on Volatility of Stock Exchanges
    Dynamic Econometric Models, 2011, 11, 99-110

2010

35. Intraday CAC40, DAX and WIG20 returns when the American macro news is announced
    Bank i Kredyt, 2010, 41, (2), 7-20 View citations (4)

Chapters

2020

1. Liquidity of the European Indices: The Developed Versus the Emerging Markets
   Springer
2. Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach
   Springer View citations (1)

2019

3. Liquidity on the Capital Market with Asymmetric Information
   Springer

2012

4. Jumps in Stock Returns. Evidence from the Polish Stock Exchange
   Chapter 7 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2012, vol. 10, pp 121-135

2010

5. Macroeconomic Announcements and Volatility of Intraday WIG and DAX Returns
   Chapter 4 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 57-68

2008

6. Announcement Effects of Dividend Changes
   Chapter 14 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 193-204