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Details about Janusz J. Brzeszczynski

E-mail:
Homepage:https://www.northumbria.ac.uk/about-us/our-staff/b/janusz-brzeszczynski/
Postal address:Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, NE1 8ST, UNITED KINGDOM
Workplace:Newcastle Business School, University of Northumbria, (more information at EDIRC)

Access statistics for papers by Janusz J. Brzeszczynski.

Last updated 2018-03-05. Update your information in the RePEc Author Service.

Short-id: pbr135


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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, Economic Research Department Downloads

2013

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

2012

  1. Large capital inflows and stock returns in a thin market
    NBP Working Papers, Narodowy Bank Polski, Economic Research Department Downloads
  2. Performance of Portfolios Composed of British SRI Stocks
    CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University Downloads
    See also Journal Article in Journal of Business Ethics (2014)

2011

  1. Heteroscedasticity and interval effects in estimating beta: UK evidenceÂ
    CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University Downloads View citations (2)

2005

  1. Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2006)

2004

  1. 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 Downloads
  2. 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 Downloads

Journal Articles

2017

  1. Asymmetry in spillover effects: Evidence for international stock index futures markets
    International Review of Financial Analysis, 2017, 53, (C), 94-111 Downloads View citations (2)
  2. International stock return co-movements and trading activity
    Finance Research Letters, 2017, 23, (C), 12-18 Downloads View citations (3)

2016

  1. 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 Downloads View citations (34)
  2. 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 Downloads
  3. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
    Finance Research Letters, 2016, 17, (C), 158-166 Downloads View citations (9)

2015

  1. Investor response to public news, sentiment and institutional trading in emerging markets: A review
    International Review of Economics & Finance, 2015, 40, (C), 338-352 Downloads View citations (6)
  2. 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 Downloads View citations (2)

2014

  1. How beneficial is international stock market information in domestic stock market trading?
    The European Journal of Finance, 2014, 20, (3), 201-231 Downloads View citations (2)
  2. Performance of Portfolios Composed of British SRI Stocks
    Journal of Business Ethics, 2014, 120, (3), 335-362 Downloads View citations (6)
    See also Working Paper (2012)

2011

  1. Earnings Management in Polish Companies
    Comparative Economic Research, 2011, 14, (3), 137-150 Downloads
  2. Heteroscedasticity and interval effects in estimating beta: UK evidence
    Applied Financial Economics, 2011, 21, (20), 1525-1538 Downloads View citations (2)

2009

  1. Institutional investors and stock returns volatility: Empirical evidence from a natural experiment
    Journal of Financial Stability, 2009, 5, (2), 170-182 Downloads View citations (15)
  2. 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 Downloads View citations (6)

2007

  1. 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 Downloads View citations (4)
  2. Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange
    International Advances in Economic Research, 2007, 13, (3), 285-300 Downloads

2006

  1. Do institutional investors destabilize stock prices? evidence from an emerging market
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (4), 370-383 Downloads View citations (17)
    See also Working Paper (2005)
  2. Explaining trading volume in the euro
    International Journal of Finance & Economics, 2006, 11, (1), 25-34 Downloads View citations (6)
 
Page updated 2019-08-24