Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine B Będowska-Sójka, E Demir, A Zaremba Finance Research Letters 50, 103192, 2022 | 109 | 2022 |
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether B Będowska-Sójka, A Kliber The North American Journal of Economics and Finance 56, 101390, 2021 | 68 | 2021 |
The causality between liquidity and volatility in the Polish stock market B Będowska-Sójka, A Kliber Finance Research Letters 30, 110-115, 2019 | 48 | 2019 |
Is geopolitical risk priced in the cross-section of cryptocurrency returns? H Long, E Demir, B Będowska-Sójka, A Zaremba, SJH Shahzad Finance Research Letters 49, 103131, 2022 | 43 | 2022 |
The coherence of liquidity measures. The evidence from the emerging market B Będowska-Sójka Finance Research Letters 27, 118-123, 2018 | 40 | 2018 |
Intraday CAC40, DAX and WIG20 returns when the American macro news is announced B Będowska-Sójka Bank i Kredyt 41 (2), 7-20, 2010 | 32 | 2010 |
What is the best proxy for liquidity in the presence of extreme illiquidity? B Będowska-Sójka, K Echaust Emerging Markets Review 43, 100695, 2020 | 26 | 2020 |
Liquidity dynamics around jumps: The evidence from the Warsaw Stock Exchange B Będowska-Sójka Emerging Markets Finance and Trade 52 (12), 2740-2755, 2016 | 25 | 2016 |
Realized volatility versus GARCH and stochastic volatility models. The evidence from the WIG20 index and the EUR/PLN foreign exchange market B Będowska-Sójka, A Kliber Przegląd Statystyczny 57 (4), 105-127, 2010 | 25 | 2010 |
Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective B Będowska-Sójka, A Kliber Energy Economics 115, 106360, 2022 | 21 | 2022 |
Triggers and Obstacles to the Development of the FinTech Sector in Poland A Kliber, B Będowska-Sójka, A Rutkowska, K Świerczyńska Risks 9 (2), 30, 2021 | 21 | 2021 |
Commonality in liquidity indices: The emerging European stock markets B Będowska-Sójka, K Echaust Systems 7 (2), 24, 2019 | 19 | 2019 |
The dynamics of low-frequency liquidity measures: The developed versus the emerging market B Będowska-Sójka Journal of Financial Stability 42, 136-142, 2019 | 16 | 2019 |
The lithium and oil markets–dependencies and volatility spillovers B Będowska-Sójka, J Górka Resources Policy 78, 102901, 2022 | 15 | 2022 |
False safe haven assets: Evidence from the target volatility strategy based on recurrent neural network T Kaczmarek, B Będowska-Sójka, P Grobelny, K Perez Research in International Business and Finance 60, 101610, 2022 | 15 | 2022 |
Is Bitcoin still a king? Relationships between prices, volatility and liquidity of cryptocurrencies during the pandemic B Będowska-Sójka, A Kliber, A Rutkowska Entropy 23 (11), 1386, 2021 | 12 | 2021 |
Intraday Stealth Trading: Evidence from the Warsaw Stock Exchange B Będowska-Sójka Economics and Business Review 14 (1), 2014 | 12 | 2014 |
Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight A Zaremba, A Czapkiewicz, B Będowska-Sójka Finance Research Letters 24, 163-167, 2018 | 11 | 2018 |
Information content of liquidity and volatility measures B Będowska-Sójka, A Kliber Physica A: Statistical Mechanics and its Applications 563, 125436, 2021 | 10 | 2021 |
Commonality in liquidity measures. The evidence from the Polish stock market B Będowska-Sójka Hradec Economic Days 9 (1), 29-40, 2019 | 10 | 2019 |