Details about Janusz J. Brzeszczynski

Access statistics for papers by Janusz J. Brzeszczynski.

Last updated 2023-10-20. Update your information in the RePEc Author Service.

Short-id: pbr135

Working Papers

2019

1. Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland
   NBP Working Papers, Narodowy Bank Polski

2016

2. Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms
   Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge

2013

3. Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007
   CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University

2012

4. Large Capital Inflows and Stock Returnsin a Thin Market
   CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University
   Also in NBP Working Papers, Narodowy Bank Polski (2012)
5. Performance of Portfolios Composed of British SRI Stocks
   CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University View citations (1)
   See also Journal Article Performance of Portfolios Composed of British SRI Stocks, Journal of Business Ethics, Springer (2014) View citations (28) (2014)

2011

6. Heteroscedasticity and interval effects in estimating beta: UK evidenceÂ
   CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University View citations (6)

2005

7. Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market
   CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University
   See also Journal Article Do institutional investors destabilize stock prices? evidence from an emerging market, Journal of International Financial Markets, Institutions and Money, Elsevier (2006) View citations (28) (2006)

2004

8. Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models
   CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University
9. Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland
   CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University

Journal Articles

2023

1. Which COVID-19 information really impacts stock markets?
   Journal of International Financial Markets, Institutions and Money, 2023, 84, (C) View citations (7)

2022

2. Do business models matter?
   Finance Research Letters, 2022, 48, (C)
3. Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence
   Finance Research Letters, 2022, 49, (C) View citations (3)
4. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
   Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (68)
5. Systemic risk measures and regulatory challenges
   Journal of Financial Stability, 2022, 61, (C) View citations (16)
6. The COVID-19 storm and the energy sector: The impact and role of uncertainty
   Energy Economics, 2022, 109, (C) View citations (21)
7. The impact and role of COVID-19 uncertainty: A global industry analysis
   International Review of Financial Analysis, 2022, 80, (C) View citations (15)

2021

8. How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies
   Finance Research Letters, 2021, 42, (C) View citations (3)
9. The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets
   Finance Research Letters, 2021, 43, (C) View citations (37)

2020

10. Bitcoin as a New Currency
    Folia Oeconomica Stetinensia, 2020, 20, (2), 49-65

2019

11. Pension funds, large capital inflows and stock returns in a thin market
    Journal of Pension Economics and Finance, 2019, 18, (3), 347-387 View citations (4)
12. Price and volatility spillovers across the international steam coal market
    Energy Economics, 2019, 77, (C), 119-138 View citations (25)
13. Socially Responsible Investment and Market Performance: The Case of Energy and Resource Companies
    The Energy Journal, 2019, Volume 40, (Number 5) View citations (12)

2018

14. Future directions in international financial integration research - A crowdsourced perspective
    International Review of Financial Analysis, 2018, 55, (C), 35-49 View citations (22)

2017

15. Asymmetry in spillover effects: Evidence for international stock index futures markets
    International Review of Financial Analysis, 2017, 53, (C), 94-111 View citations (13)
16. International stock return co-movements and trading activity
    Finance Research Letters, 2017, 23, (C), 12-18 View citations (4)

2016

17. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
    International Review of Financial Analysis, 2016, 43, (C), 96-114 View citations (125)
18. Neoclassical and Behavioral Finance: A Synergy of Approaches in Current Debates and in Contemporary Financial Research
    Emerging Markets Finance and Trade, 2016, 52, (12), 2685-2686
19. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
    Finance Research Letters, 2016, 17, (C), 158-166 View citations (92)

2015

20. Investor response to public news, sentiment and institutional trading in emerging markets: A review
    International Review of Economics & Finance, 2015, 40, (C), 338-352 View citations (16)
21. Public information arrival and investor reaction during a period of institutional change: An episode of early years of a newly independent central bank
    Journal of Comparative Economics, 2015, 43, (3), 727-753 View citations (8)

2014

22. How beneficial is international stock market information in domestic stock market trading?
    The European Journal of Finance, 2014, 20, (3), 201-231 View citations (7)
23. Liquidity Measures and Cost of Trading in an Illiquid Market
    Journal of Emerging Market Finance, 2014, 13, (2), 155-196 View citations (1)
24. Performance of Portfolios Composed of British SRI Stocks
    Journal of Business Ethics, 2014, 120, (3), 335-362 View citations (28)
    See also Working Paper Performance of Portfolios Composed of British SRI Stocks, CFI Discussion Papers (2012) View citations (1) (2012)

2011

25. Earnings Management in Polish Companies
    Comparative Economic Research, 2011, 14, (3), 137-150 View citations (1)
26. Heteroscedasticity and interval effects in estimating beta: UK evidence
    Applied Financial Economics, 2011, 21, (20), 1525-1538 View citations (6)

2009

27. Institutional investors and stock returns volatility: Empirical evidence from a natural experiment
    Journal of Financial Stability, 2009, 5, (2), 170-182 View citations (30)
28. Inter-regional and region-specific transmission of international stock market returns: The role of foreign information
    Journal of International Money and Finance, 2009, 28, (2), 322-343 View citations (11)

2007

29. Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland
    Emerging Markets Finance and Trade, 2007, 43, (4), 74-92 View citations (7)
30. Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange
    International Advances in Economic Research, 2007, 13, (3), 285-300 View citations (4)

2006

31. Do institutional investors destabilize stock prices? evidence from an emerging market
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 370-383 View citations (28)
    See also Working Paper Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market, CERT Discussion Papers (2005) (2005)
32. Explaining trading volume in the euro
    International Journal of Finance & Economics, 2006, 11, (1), 25-34 View citations (7)

Chapters

2007

1. Beta Estimation, Forecasting and Convergence
   Chapter 6 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 4, pp 99-110

2006

2. Can the Dividend Yield Strategies Beat the Market? Evidence from the Polish Stock Market 1994-2004
   Chapter 3 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 1, pp 45-59