Janusz J. Brzeszczynski
Names
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Janusz |
| middle: |
J. |
| last: |
Brzeszczynski |
Identifer
Contact
Affiliations
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Robert Gordon University
/ Aberdeen Business School
Research profile
author of:
- Socially Responsible Investment and Market Performance: The Case of Energy and Resource Companies (RePEc:aen:journl:ej40-5-jamasb)
by Janusz Brzeszczynski, Binam Ghimire, Tooraj Jamasb, and Graham McIntosh - Can the Dividend Yield Strategies Beat the Market? Evidence from the Polish Stock Market 1994-2004 (RePEc:ann:findec:book:y:2006:n:01:ch:03:mon)
by Janusz Brzeszczyński & Jerzy Gajdka - Beta Estimation, Forecasting and Convergence (RePEc:ann:findec:book:y:2007:n:04:ch:06:mon)
by Janusz Brzeszczyński & Jerzy Gajdka - Pension funds, large capital inflows and stock returns in a thin market (RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00)
by Brzeszczyåƒski, Janusz & Bohl, Martin T. & Serwa, Dobromiå - The COVID-19 storm and the energy sector: The impact and role of uncertainty (RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638)
by Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo - Price and volatility spillovers across the international steam coal market (RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138)
by Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa - Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (RePEc:eee:finana:v:43:y:2016:i:c:p:96-114)
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco - Asymmetry in spillover effects: Evidence for international stock index futures markets (RePEc:eee:finana:v:53:y:2017:i:c:p:94-111)
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco - Future directions in international financial integration research - A crowdsourced perspective (RePEc:eee:finana:v:55:y:2018:i:c:p:35-49)
by Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana - The impact and role of COVID-19 uncertainty: A global industry analysis (RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708)
by Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz - Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators (RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166)
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco - International stock return co-movements and trading activity (RePEc:eee:finlet:v:23:y:2017:i:c:p:12-18)
by Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M. - How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000209)
by Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz - The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets (RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x)
by Szczygielski, Jan Jakub & Bwanya, Princess Rutendo & Charteris, Ailie & Brzeszczyński, Janusz - Do business models matter? (RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001660)
by Press, Melea & Brzeszczyński, Janusz - Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002343)
by Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz - Institutional investors and stock returns volatility: Empirical evidence from a natural experiment (RePEc:eee:finsta:v:5:y:2009:i:2:p:170-182)
by Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd - Systemic risk measures and regulatory challenges (RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194)
by Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz - Do institutional investors destabilize stock prices? evidence from an emerging market (RePEc:eee:intfin:v:16:y:2006:i:4:p:370-383)
by Bohl, Martin T. & Brzeszczynski, Janusz - Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725)
by Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco - Which COVID-19 information really impacts stock markets? (RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749)
by Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz - Public information arrival and investor reaction during a period of institutional change: An episode of early years of a newly independent central bank (RePEc:eee:jcecon:v:43:y:2015:i:3:p:727-753)
by Brzeszczyński, Janusz & Kutan, Ali M. - Inter-regional and region-specific transmission of international stock market returns: The role of foreign information (RePEc:eee:jimfin:v:28:y:2009:i:2:p:322-343)
by Ibrahim, Boulis Maher & Brzeszczynski, Janusz - Investor response to public news, sentiment and institutional trading in emerging markets: A review (RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352)
by Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M. - Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms (RePEc:enp:wpaper:eprg1605)
by Janusz Brzeszczynski & Binam Ghimire & Tooraj Jamasb & Graham McIntosh - Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models (RePEc:hwe:certdp:0408)
by Janusz Brzeszczynski & Aleksander Welfe - Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland (RePEc:hwe:certdp:0409)
by Janusz Brzeszczynski & Robert Kelm - Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market (RePEc:hwe:certdp:0501)
by Martin T. Bohl & Janusz Brzeszczynski - Heteroscedasticity and interval effects in estimating beta: UK evidence (RePEc:hwe:cfidps:1102)
by Seth Armitage & Janusz Brzeszczynski - Performance of Portfolios Composed of British SRI Stocks (RePEc:hwe:cfidps:1202)
by Janusz Brzeszczynski & Graham McIntosh - Large Capital Inflows and Stock Returnsin a Thin Market (RePEc:hwe:cfidps:1203)
by Janusz Brzeszczyński & Martin T. Bohl & Dobromił Serwa - Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007 (RePEc:hwe:cfidps:1305)
by Boulis Ibrahim & Janusz Brzeszczynski - Explaining trading volume in the euro (RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:25-34)
by Janusz Brzeszczynski & Michael Melvin - Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange (RePEc:kap:iaecre:v:13:y:2007:i:3:p:285-300:10.1007/s11294-007-9077-z)
by Janusz Brzeszczyński & Jerzy Gajdka - Performance of Portfolios Composed of British SRI Stocks (RePEc:kap:jbuset:v:120:y:2014:i:3:p:335-362)
by Janusz Brzeszczyński & Graham McIntosh - Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland (RePEc:mes:emfitr:v:43:y:2007:i:4:p:74-92)
by Janusz Brzeszczynski & Aleksander Welfe - Neoclassical and Behavioral Finance: A Synergy of Approaches in Current Debates and in Contemporary Financial Research (RePEc:mes:emfitr:v:52:y:2016:i:12:p:2685-2686)
by Jerzy Gajdka & Janusz Brzeszczyński - Large capital inflows and stock returns in a thin market (RePEc:nbp:nbpmis:120)
by Janusz Brzeszczynski & Martin T. Bohl & Dobromił Serwa - Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland (RePEc:nbp:nbpmis:303)
by Janusz Brzeszczyński & Jerzy Gajdka & Ali M. Kutan - Liquidity Measures and Cost of Trading in an Illiquid Market (RePEc:sae:emffin:v:13:y:2014:i:2:p:155-196)
by Seth Armitage & Janusz Brzeszczyński & Anna Serdyuk - Unknown item RePEc:taf:apfiec:v:21:y:2011:i:20:p:1525-1538 (article)
- How beneficial is international stock market information in domestic stock market trading? (RePEc:taf:eurjfi:v:20:y:2014:i:3:p:201-231)
by Boulis Maher Ibrahim & Janusz Brzeszczynski - Earnings Management in Polish Companies (RePEc:vrs:coecre:v:14:y:2011:i:3:p:137-150:n:8)
by Brzeszczyński Janusz & Gajdka Jerzy & Schabek Tomasz - Bitcoin as a New Currency (RePEc:vrs:foeste:v:20:y:2020:i:2:p:49-65:n:8)
by Brzeszczyński Janusz & Gajdka Jerzy & Schabek Tomasz