Book-to-market, size and momentum factors in market-timing models : the case of the Polish emerging market

von Olbrys, Joanna
Veröffentlicht in Research in economics and business (2011)

ARCH effects in multifactor market-timing models of Polish mutual funds

von Olbryś, Joanna
Veröffentlicht in Folia oeconomica Stetinensia (2012)

Is illiquidity risk priced? : the case of the Polish medium-size emerging stock market

von Olbryś, Joanna
Veröffentlicht in Bank i kredyt (2014)

Price and volatility spillovers in the case of stock markets located in different time zones

von Olbrys, Joanna
Veröffentlicht in Emerging markets finance & trade (2013)

Crisis periods and contagion effects in the CEE stock markets : the influence of the 2007 US subprime crisis

von Olbrys, Joanna
Veröffentlicht in International journal of computational economics and econometrics (2016)

Depth, tightness and resiliency as market liquidity dimensions : evidence from the Polish stock market

von Olbrys, Joanna
Veröffentlicht in International journal of computational economics and econometrics (2019)

Dimensions of market liquidity : the case of the polish stock market

von Olbrys, Joanna
Veröffentlicht in International Conference on Applied Economics (2016 : Nikosia) Advances in applied economic research (2017)

Bear market periods during the 2007-2009 financial crisis : direct evidence from the Visegrad countries

von Olbryś, Joanna
Veröffentlicht in Acta oeconomica (2015)

Testing integration effects between the CEE and U.S. stock markets during the 2007-2009 Global Financial Crisis

von Olbryś, Joanna
Veröffentlicht in Folia oeconomica Stetinensia (2015)

Formal identification of crises on the euro area stock markets, 2004-2015

von Mursztyn, Michal
Veröffentlicht in International Conference on Applied Economics (2016 : Nikosia) Advances in applied economic research (2017)