Intra-and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures L Yarovaya, J Brzeszczyński, CKM Lau International Review of Financial Analysis 43, 96-114, 2016 | 268 | 2016 |
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic L Yarovaya, J Brzeszczyński, JW Goodell, B Lucey, CKM Lau Journal of International Financial Markets, Institutions and Money 79, 101589, 2022 | 244 | 2022 |
Performance of Portfolios Composed of British SRI Stocks. J Brzeszczyński, G McIntosh Journal of Business Ethics 120 (3), 335-362, 2014 | 170 | 2014 |
Ekonometryczne modele rynków finansowych: Modele kursów giełdowych i kursów walutowych. J Brzeszczyński, R Kelm WIG-Press, 2002 | 140* | 2002 |
Institutional investors and stock returns volatility: Empirical evidence from a natural experiment. MT Bohl, J Brzeszczyński, B Wilfling Journal of Financial Stability 5 (2), 170-182, 2009 | 125 | 2009 |
Do institutional investors destabilize stock prices? Evidence from an emerging market. MT Bohl, J Brzeszczyński Journal of International Financial Markets, Institutions and Money 16 (4 …, 2006 | 121 | 2006 |
The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets JJ Szczygielski, PR Bwanya, A Charteris, J Brzeszczyński Finance research letters 43, 101945, 2021 | 119 | 2021 |
The COVID-19 storm and the energy sector: The impact and role of uncertainty JJ Szczygielski, J Brzeszczyński, A Charteris, PR Bwanya Energy Economics 109, 105258, 2022 | 107 | 2022 |
The impact and role of COVID-19 uncertainty: A global industry analysis JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński International Review of Financial Analysis 80, 101837, 2022 | 107 | 2022 |
Investor response to public news, sentiment and institutional trading in emerging markets: A review J Brzeszczyński, J Gajdka, AM Kutan International Review of Economics & Finance 40, 338-352, 2015 | 69 | 2015 |
Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators L Yarovaya, J Brzeszczyński, CKM Lau Finance Research Letters 17, 158-166, 2016 | 59 | 2016 |
Future directions in international financial integration research-A crowdsourced perspective BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ... International Review of Financial Analysis 55, 35-49, 2018 | 56 | 2018 |
Systemic risk measures and regulatory challenges S Ellis, S Sharma, J Brzeszczyński Journal of Financial Stability 61, 100960, 2022 | 48 | 2022 |
Price and volatility spillovers across the international steam coal market JA Batten, J Brzeszczynski, C Ciner, MCK Lau, B Lucey, L Yarovaya Energy Economics 77, 119-138, 2019 | 48 | 2019 |
A stock market trading system based on foreign and domestic information J Brzeszczyński, BM Ibrahim Expert Systems with Applications 118, 381-399, 2019 | 40 | 2019 |
The Role of Stock Size and Trading Intensity in the Magnitude of the" Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market. J Brzeszczyński, J Gajdka, T Schabek Emerging Markets Finance and Trade 47 (1), 28-49, 2011 | 36 | 2011 |
Asymmetry in spillover effects: Evidence for international stock index futures markets L Yarovaya, J Brzeszczyński, CKM Lau International Review of Financial Analysis 53, 94-111, 2017 | 35 | 2017 |
Heteroscedasticity and interval effects in estimating beta: UK evidence. S Armitage, J Brzeszczynski Applied Financial Economics 21 (20), 1525-1538, 2011 | 34 | 2011 |
Dividend-driven trading strategies: Evidence from the Warsaw stock exchange. J Brzeszczyński, J Gajdka International Advances in Economic Research 13 (3), 285-300, 2007 | 32 | 2007 |
Socially responsible investment and market performance: The case of energy and resource companies J Brzeszczyński, B Ghimire, T Jamasb, G McIntosh The Energy Journal 40 (5), 17-72, 2019 | 30 | 2019 |