Details about Tomasz Wójtowicz

Access statistics for papers by Tomasz Wójtowicz.

Last updated 2026-07-15. Update your information in the RePEc Author Service.

Short-id: pwj2

Working Papers

2012

1. Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2012) View citations (7) (2012)

2007

2. Distribution of Volume on the American Stock Market
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Distribution of volume on the American stock market, Managerial Economics, AGH University of Science and Technology, Faculty of Management (2007) (2007)

Journal Articles

2025

1. High-Volume Return Premium on the Warsaw Stock Exchange: evidence, drivers, and strategy design
   Managerial Economics, 2025, 26, (2), 265-290

2023

2. Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi
   Central European Journal of Operations Research, 2023, 31, (2), 445-465 View citations (1)

2022

3. How to define macroeconomic announcement surprises? An example of the impact of US macroeconomic news on stock prices on the Warsaw Stock Exchange
   Managerial Economics, 2022, 23, (1), 77-98

2021

4. Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange
   Statistics in Transition New Series, 2021, 22, (4), 41-58
5. Development of Roadmap for Photovoltaic Solar Technologies and Market in Poland
   Energies, 2021, 15, (1), 1-25
6. The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange
   Central European Journal of Economic Modelling and Econometrics, 2021, 13, (3), 287-329

2019

7. Expiration day effects of stock and index futures on the Warsaw Stock Exchange
   Bank i Kredyt, 2019, 50, (1), 45-82 View citations (2)

2017

8. High-volume return premium on the stock markets in Warsaw and Vienna
   Bank i Kredyt, 2017, 48, (4), 375-402
9. Spatial contagion between stock markets in Central Europe
   Managerial Economics, 2017, 18, (1), 23-46 View citations (2)

2016

10. Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (5), 405-425 View citations (1)
11. Intraday patterns in time-varying correlations among Central European stock markets
    Managerial Economics, 2016, 17, (1), 149-162
12. Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements: Evidence from Central Europe
    Managerial Economics, 2016, 17, (2), 217-240

2015

13. ON THE ECONOMIC INTERPRETATION OF THE BR�DY CONJECTURE
    Economic Systems Research, 2015, 27, (1), 122-131 View citations (8)

2014

14. The four-factor asset pricing model on the Polish stock market
    Economic Research-Ekonomska Istraživanja, 2014, 27, (1), 771-783 View citations (2)
15. The impact of US macroeconomic news on the Polish stock market
    Central European Journal of Operations Research, 2014, 22, (4), 795-817 View citations (15)

2013

16. The reaction of the WSE to U.S. employment news announcements
    Managerial Economics, 2013, 14, 165-176 View citations (3)

2012

17. Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements
    Managerial Economics, 2012, 12, 41-59 View citations (7)
    See also Working Paper Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements, MPRA Paper (2012) View citations (6) (2012)

2009

18. Long memory of volatility measures in time series
    Operations Research and Decisions, 2009, 19, (1), 37-54

2007

19. Distribution of volume on the American stock market
    Managerial Economics, 2007, 1, 143-163
    See also Working Paper Distribution of Volume on the American Stock Market, MPRA Paper (2007) (2007)

2006

20. Long Memory on the German Stock Exchange
    Czech Journal of Economics and Finance (Finance a uver), 2006, 56, (09-10), 447-468 View citations (8)
21. Long-run properties of trading volume and volatility of equities listed in DJIA index
    Operations Research and Decisions, 2006, 16, (3-4), 29-56