Details about Tomasz Wójtowicz

Access statistics for papers by Tomasz Wójtowicz.

Last updated 2018-01-07. 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

2017

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

2016

3. 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)
4. Intraday patterns in time-varying correlations among Central European stock markets
   Managerial Economics, 2016, 17, (1), 149-162
5. 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

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

2014

7. 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

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

2012

9. 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

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

2007

11. 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

12. 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)
13. Long-run properties of trading volume and volatility of equities listed in DJIA index
    Operations Research and Decisions, 2006, 16, (3-4), 29-56