Henryk Gurgul

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Identifer

Contact

Affiliations

• Akademia Górniczo-Hutnicza / Wydział Zarządzania
  • EDIRC entry
  • location:

Research profile

author of:

• Managerial Economics (RePEc:agh:journl)
  from AGH University of Science and Technology, Faculty of Management as editor
• Product-embodied diffusion of innovations in Poland: R&D multiplier analysis (RePEc:agh:journl:v:1:y:2007:p:101-120)
  by Henryk Gurgul
• Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien (RePEc:agh:journl:v:1:y:2007:p:121-142)
  by Henryk Gurgul & Pawel Majdosz & Roland Mestel
• Distribution of volume on the American stock market (RePEc:agh:journl:v:1:y:2007:p:143-163)
  by Henryk Gurgul & Roland Mestel & Tomasz Wojtowicz
• Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements (RePEc:agh:journl:v:12:y:2012:p:41-59)
  by Henryk Gurgul & Milena Suliga & Tomasz Wojtowicz
• Two deficits and economic growth: case of CEE countries in transition (RePEc:agh:journl:v:12:y:2012:p:79-108)
  by Henryk Gurgul & Lukasz Lach
• The testing of causal stock returns-trading volume dependencies with the aid of copulas (RePEc:agh:journl:v:13:y:2013:p:21-44)
  by Henryk Gurgul & Roland Mestel & Robert Syrek
• Modeling of returns and trading volume by regime switching copulas (RePEc:agh:journl:v:13:y:2013:p:45-64)
  by Henryk Gurgul & Machno Artur & Roland Mestel
• Modeling of withdrawals from selected ATMs of the "Euronet" network (RePEc:agh:journl:v:13:y:2013:p:65-82)
  by Henryk Gurgul & Marcin Suder
• The optimal portfolio in respect to Expected Shortfall: a comparative study (RePEc:agh:journl:v:14:y:2013:p:17-38)
  by Henryk Gurgul & Artur Machno & Robert Syrek
• The structure of contemporaneous price-volume relationships in financial markets (RePEc:agh:journl:v:14:y:2013:p:39-60)
  by Henryk Gurgul & Robert Syrek
• The effect of location on the distribution of withdrawals from selected ATMs of the "Euronet" network (RePEc:agh:journl:v:15:y:2014:i:1:p:43-62)
  by Henryk Gurgul & Marcin Suder
• The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange (RePEc:agh:journl:v:15:y:2014:i:2:p:149-164)
  by Henryk Gurgul & Robert Syrek
• Key sectors after a decade of transition: Evidence from Poland (RePEc:agh:journl:v:16:y:2015:i:1:p:39-76)
  by Henryk Gurgul & Lukasz Lach
• The impact of estimation methods and data frequency on the results of long memory assessment (RePEc:agh:journl:v:16:y:2015:i:1:p:7-37)
  by Krzysztof Brania & Henryk Gurgul
• Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition? (RePEc:agh:journl:v:17:y:2016:i:1:p:21-58)
  by Henryk Gurgul & Lukasz Lach
• The impact of asynchronous trading on Epps effect. Comparative study on Warsaw Stock Exchange and Vienna Stock Exchange (RePEc:agh:journl:v:17:y:2016:i:1:p:57-75)
  by Henryk Gurgul & Artur Machno
• The logarithmic ACD model: The microstructure of the German and Polish stock markets (RePEc:agh:journl:v:17:y:2016:i:1:p:77-92)
  by Henryk Gurgul & Robert Syrek
• Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements: Evidence from Central Europe (RePEc:agh:journl:v:17:y:2016:i:2:p:217-240)
  by Henryk Gurgul & Lukasz Lach & Tomasz Wójtowicz
• Price duration versus trading volume in high-frequency data for selected DAX companies (RePEc:agh:journl:v:17:y:2016:i:2:p:241-260)
  by Henryk Gurgul & Robert Syrek & Christoph Mitterer
• Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective (RePEc:agh:journl:v:18:y:2017:i:1:p:87-102)
  by Henryk Gurgul & Robert Syrek
• MIDAS models in banking sector – systemic risk comparison (RePEc:agh:journl:v:18:y:2017:i:2:p:165-181)
  by Henryk Gurgul & Roland Mestel & Robert Syrek
• Impact of ATM location on its profi tability in Malopolskie and Podkarpackie provinces (RePEc:agh:journl:v:19:y:2018:i:1:p:49-73)
  by Henryk Gurgul & Marcin Suder
• Testing for the economic and environmental impacts of EU Emissions Trading System: A panel GMM approach (RePEc:agh:journl:v:21:y:2020:i:2:p:99-125)
  by Piotr Gretszel & Henryk Gurgul & £ukasz Lach & Stefan Schleicher
• The dependencies of subindexes of Stoxx 600 during the Covid-19 pandemic (RePEc:agh:journl:v:22:y:2021:i:2:p:73-94)
  by Henryk Gurgul & Robert Syrek
• Polish stock market and some foreign markets - dependence analysis by regime-switching copulas (RePEc:agh:journl:v:8:y:2010:p:21-39)
  by Henryk Gurgul & Robert Syrek
• The interdependence between energy consumption and economic growth in the Polish economy in the last decade (RePEc:agh:journl:v:9:y:2011:p:25-48)
  by Henryk Gurgul & Lukasz Lach
• Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction (RePEc:arx:papers:1911.02361)
  by Jaros{l}aw Duda & Robert Syrek & Henryk Gurgul
• Simulating evolution of interindustry linkages in endogenous dynamic IO model with layers of techniques (RePEc:bla:metroe:v:67:y:2016:i:4:p:632-666)
  by Henryk Gurgul & Łukasz Lach
• The dynamic model of birth and death of enterprises (RePEc:csb:stintr:v:12:y:2011:i:2:p:381-400)
  by Paweł Zając & Henryk Gurgul
• The Properties of ATMs Development Stages - an Empirical Analysis (RePEc:csb:stintr:v:14:y:2013:i:3:p:443-466)
  by Henryk Gurgul & Marcin Suder
• The impact of alterations in the local insolvency legislation on business bankruptcy rates in Poland (RePEc:csb:stintr:v:15:y:2014:i:3:p:453-466)
  by Henryk Gurgul & Paweł Zając
• Globalization and economic growth: Evidence from two decades of transition in CEE (RePEc:eee:ecmode:v:36:y:2014:i:c:p:99-107)
  by Gurgul, Henryk & Lach, Łukasz
• The electricity consumption versus economic growth of the Polish economy (RePEc:eee:eneeco:v:34:y:2012:i:2:p:500-510)
  by Gurgul, Henryk & Lach, Łukasz
• The role of coal consumption in the economic growth of the Polish economy in transition (RePEc:eee:enepol:v:39:y:2011:i:4:p:2088-2099)
  by Gurgul, Henryk & Lach, lukasz
• On using dynamic IO models with layers of techniques to measure value added in global value chains (RePEc:eee:streco:v:47:y:2018:i:c:p:155-170)
  by Gurgul, Henryk & Lach, Łukasz
• Effectiveness of ATM withdrawal forecasting methods under different market conditions (RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007746)
  by Suder, Marcin & Gurgul, Henryk & Barbosa, Belem & Machno, Artur & Lach, Łukasz
• Unknown item RePEc:exl:29stat:v:17:y:2016:i:4:p:691-722 (article)
• Unknown item RePEc:exl:29stat:v:18:y:2017:i:1:p:91-114 (article)
• Unknown item RePEc:exl:29stat:v:21:y:2020:i:5:p:99-118 (article)
• Unknown item RePEc:exl:29stat:v:22:y:2021:i:4:p:41-58 (article)
• Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English) (RePEc:fau:fauart:v:56:y:2006:i:1-2:p:58-68)
  by Henryk Gurgul & Pawe³ Majdosz & Roland Mestel
• Long Memory on the German Stock Exchange (RePEc:fau:fauart:v:56:y:2006:i:9-10:p:447-468)
  by Henryk GURGUL & Tomasz WÓJTOWICZ
• Financial Development and Economic Growth in Poland in Transition: Causality Analysis (RePEc:fau:fauart:v:62:y:2012:i:4:p:347-367)
  by Henryk Gurgul & £ukasz Lach
• Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets (RePEc:fau:fauart:v:66:y:2016:i:5:p:405-425)
  by Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz
• Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges (RePEc:fau:fauart:v:69:y:2019:i:3:p:298-321)
  by Henryk Gurgul & Robert Syrek
• Price–volume relations of DAX companies (RePEc:kap:fmktpm:v:21:y:2007:i:3:p:353-379)
  by Henryk Gurgul & Paweł Majdosz & Roland Mestel
• Regime-Dependent Relationships among Stock Markets in Frankfurt, Vienna and Warsaw (RePEc:mgt:youmgt:v:13:y:2015:i:1:p:3-25)
  by Henryk Gurgul & Artur Machno
• Key Sector Analysis: A Case of the Transited Polish Economy (RePEc:mgt:youmgt:v:3:y:2005:i:1:p:95-111)
  by Henryk Gurgul & Pawel Majdosz
• Joint Dynamics of Prices and Trading Volume on the Polish Stock Market (RePEc:mgt:youmgt:v:3:y:2005:i:2:p:139-156)
  by Henryk Gurgul & Pawel Majdosz & Roland Mestel
• Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange (RePEc:mgt:youmgt:v:5:y:2007:i:2:p:179-192)
  by Henryk Gurgul & Pawel Majdosz
• The Modified Diagonalization Method for Analysing Clusters within Economies (RePEc:mgt:youmgt:v:6:y:2008:i:1:p:53-73)
  by Henryk Gurgul & Pawel Majdosz
• Testing for economic and environmental impacts of EU Emissions Trading System: A panel GMM approach (RePEc:pra:mprapa:102396)
  by Gretszel, Piotr & Gurgul, Henryk & Lach, Łukasz & Schleicher, Stefan
• The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange (RePEc:pra:mprapa:103352)
  by Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz
• The relationship between budgetary expenditure and economic growth in Poland (RePEc:pra:mprapa:35784)
  by Gurgul, Henryk & Lach, Lukasz & Mestel, Roland
• The electricity consumption versus economic growth of the Polish economy (RePEc:pra:mprapa:35785)
  by Gurgul, Henryk & Lach, Lukasz
• The nexus between economic freedom and growth: Evidence from CEE countries in transition (RePEc:pra:mprapa:37434)
  by Gurgul, Henryk & Lach, Łukasz
• Political instability and economic growth: Evidence from two decades of transition in CEE (RePEc:pra:mprapa:37792)
  by Gurgul, Henryk & Lach, Łukasz
• Financial development and economic growth in Poland in transition: causality analysis (RePEc:pra:mprapa:38034)
  by Gurgul, Henryk & Łukasz, Lach
• Political instability and economic growth: Evidence from two decades of transition in CEE (RePEc:pra:mprapa:52230)
  by Gurgul, Henryk & Lach, Łukasz
• Globalization and economic growth: Evidence from two decades of transition in CEE (RePEc:pra:mprapa:52231)
  by Gurgul, Henryk & Lach, Łukasz
• The electricity consumption versus economic growth of the Polish economy (RePEc:pra:mprapa:52233)
  by Gurgul, Henryk & Lach, Łukasz
• The role of coal consumption in the economic growth of the Polish economy in transition (RePEc:pra:mprapa:52235)
  by Gurgul, Henryk & Lach, Łukasz
• The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies (RePEc:pra:mprapa:52238)
  by Gurgul, Henryk & Lach, Łukasz
• The causal link between Polish stock market and key macroeconomic aggregates (RePEc:pra:mprapa:52250)
  by Gurgul, Henryk & Lach, Łukasz
• Two deficits and economic growth: Case of CEE countries in transition (RePEc:pra:mprapa:52257)
  by Gurgul, Henryk & Lach, Łukasz
• The impact of regional disparities on economic growth (RePEc:pra:mprapa:52258)
  by Gurgul, Henryk & Lach, Łukasz
• The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition (RePEc:pra:mprapa:52260)
  by Gurgul, Henryk & Lach, Łukasz
• Technological progress and economic growth: evidence from Poland (RePEc:pra:mprapa:52279)
  by Gurgul, Henryk & Lach, Łukasz
• Causality analysis between public expenditure and economic growth of Polish economy in last decade (RePEc:pra:mprapa:52281)
  by Gurgul, Henryk & Lach, Łukasz
• The interdependence between energy consumption and economic growth in the Polish economy in the last decade (RePEc:pra:mprapa:52283)
  by Gurgul, Henryk & Lach, Łukasz
• International trade and economic growth in the Polish economy (RePEc:pra:mprapa:52286)
  by Gurgul, Henryk & Lach, Łukasz
• Financial Development and Economic Growth in Poland in Transition: Causality Analysis (RePEc:pra:mprapa:52303)
  by Gurgul, Henryk & Lach, Łukasz
• The relationship between budgetary expenditure and economic growth in Poland (RePEc:pra:mprapa:52304)
  by Gurgul, Henryk & Lach, Łukasz & Mestel, Roland
• Product-embodied diffusion of innovations in Poland: R&D multiplier analysis (RePEc:pra:mprapa:68569)
  by Gurgul, Henryk
• Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien
  [On application of regression models in event studies on financial markets] (RePEc:pra:mprapa:68570)
  by Gurgul, Henryk & Majdosz, Paweł & Mestel, Roland
• Distribution of Volume on the American Stock Market (RePEc:pra:mprapa:68572)
  by Gurgul, Henryk & Mestel, Roland & Wójtowicz, Tomasz
• Polish stock market and some foreign markets – dependence analysis by regime-switching copulas (RePEc:pra:mprapa:68576)
  by Gurgul, Henryk & Syrek, Robert
• Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements (RePEc:pra:mprapa:68578)
  by Gurgul, Henryk & Suliga, Milena & Wójtowicz, Tomasz
• Modeling of Withdrawals from Selected ATMs of the “Euronet” Network (RePEc:pra:mprapa:68598)
  by Gurgul, Henryk & Suder, Marcin
• Comparative advantage of the EU in global value chains: How important and efficient are new EU members in transition? (RePEc:pra:mprapa:72738)
  by Gurgul, Henryk & Lach, Łukasz
• Key sectors after a decade of transformation: Evidence from Poland (RePEc:pra:mprapa:72739)
  by Gurgul, Henryk & Lach, Łukasz
• Eco-efficiency analysis in generalized IO models: Methods and examples (RePEc:pra:mprapa:96604)
  by Gurgul, Henryk & Lach, Łukasz
• The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange (RePEc:psc:journl:v:13:y:2021:i:3:p:287-329)
  by Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz
• The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition (RePEc:psc:journl:v:3:y:2011:i:3:p:133-168)
  by Henryk Gurgul & Łukasz Lach
• The informational content of insider trading disclosures: empirical results for the Polish stock market (RePEc:spr:cejnor:v:15:y:2007:i:1:p:1-19)
  by Henryk Gurgul & Paweł Majdosz
• The relationship between budgetary expenditure and economic growth in Poland (RePEc:spr:cejnor:v:20:y:2012:i:1:p:161-182)
  by Henryk Gurgul & Łukasz Lach & Roland Mestel
• The impact of US macroeconomic news on the Polish stock market (RePEc:spr:cejnor:v:22:y:2014:i:4:p:795-817)
  by Henryk Gurgul & Tomasz Wójtowicz
• The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange (RePEc:spr:cejnor:v:25:y:2017:i:2:d:10.1007_s10100-016-0442-y)
  by Henryk Gurgul & Artur Machno
• On approximating the accelerator part in dynamic input–output models (RePEc:spr:cejnor:v:27:y:2019:i:1:d:10.1007_s10100-017-0502-y)
  by Henryk Gurgul & Łukasz Lach
• Regional patterns in technological progress of Poland: the role of EU structural funds (RePEc:spr:cejnor:v:27:y:2019:i:4:d:10.1007_s10100-018-0556-5)
  by Henryk Gurgul & Łukasz Lach
• Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange (RePEc:spr:cejnor:v:28:y:2020:i:3:d:10.1007_s10100-018-00606-9)
  by Henryk Gurgul & Milena Suliga
• Multi-feature evaluation of financial contagion (RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3)
  by Jarosław Duda & Henryk Gurgul & Robert Syrek
• Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi (RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00816-2)
  by Marcin Suder & Tomasz Wójtowicz & Rafał Kusa & Henryk Gurgul
• On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market (RePEc:spr:oprchp:978-3-540-27679-1_36)
  by Roland Mestel & Henryk Gurgul & Paweł Majdosz
• On Hypothesis about the Second Eigenvalue of the Leontief Matrix (RePEc:taf:ecsysr:v:10:y:1998:i:3:p:285-290)
  by Stanisław Białas & Henryk Gurgul
• Interfund linkage analysis: the case of the polish pension fund sector (RePEc:taf:ecsysr:v:18:y:2006:i:1:p:1-27)
  by Henryk Gurgul & Paweł Majdosz
• On The Economic Interpretation Of The Br�Dy Conjecture (RePEc:taf:ecsysr:v:27:y:2015:i:1:p:122-131)
  by Henryk Gurgul & Tomasz W�jtowicz
• Some remarks on a social network approach to identifying key sectors (RePEc:taf:ecsysr:v:30:y:2018:i:1:p:120-135)
  by Henryk Gurgul & Łukasz Lach
• Tracing VARDI coefficients: a proposal (RePEc:taf:ecsysr:v:31:y:2019:i:3:p:324-344)
  by Henryk Gurgul & Łukasz Lach
• Calendar and Seasonal Effects on the Size of Withdrawals from Atms Managed By Euronet (RePEc:vrs:stintr:v:17:y:2016:i:4:p:691-722:n:13)
  by Gurgul Henryk & Suder Marcin
• Trade Pattern on Warsaw Stock Exchange and Prediction of Number of Trades (RePEc:vrs:stintr:v:18:y:2017:i:1:p:91-114:n:6)
  by Gurgul Henryk & Machno Artur
• Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction (RePEc:vrs:stintr:v:21:y:2020:i:5:p:99-118:n:4)
  by Duda Jarosław & Gurgul Henryk & Syrek Robert
• Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange (RePEc:vrs:stintr:v:22:y:2021:i:4:p:41-58:n:8)
  by Gurgul Henryk & Hastenteufel Jessica & Wójtowicz Tomasz
• Effect of dividend and repurchase announcements on the Polish stock market (RePEc:wut:journl:v:1:y:2005:p:25-41)
  by Henryk Gurgul & Paweł Majdosz
• Long memory of volatility measures in time series (RePEc:wut:journl:v:1:y:2009:p:37-54)
  by Tomasz Wójtowicz & Henryk Gurgul
• The impact of institutional investors on risk and stock return autocorrelations in the context of the Polish pension reform (RePEc:wut:journl:v:2:y:2006:p:5-30)
  by Henryk Gurgul & Paweł Majdosz
• Polish Stock Market and some foreign markets - dependence analysis by copulas (RePEc:wut:journl:v:2:y:2008:p:17-35)
  by Henryk Gurgul & Roland Mestel & Robert Syrek
• The impact of regional disparities on economic growth (RePEc:wut:journl:v:2:y:2011:p:17-43:id:181)
  by Henryk Gurgul & Łukasz Lach
• The optimal portfolio under VaR and ES (RePEc:wut:journl:v:2:y:2014:p:59-79:id:1094)
  by Henryk Gurgul & Artur Machno
• Long-run properties of trading volume and volatility of equities listed in DJIA index (RePEc:wut:journl:v:3-4:y:2006:p:29-56)
  by Henryk Gurgul & Tomasz Wójtowicz
• International trade and economic growth in the Polish economy (RePEc:wut:journl:v:3-4:y:2010:p:5-29:id:166)
  by Henryk Gurgul & Łukasz Lach
• Linear versus nonlinear causality for DAX companies (RePEc:wut:journl:v:3:y:2009:p:27-46)
  by Henryk Gurgul & Łukasz Lach
• Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study (RePEc:wut:journl:v:31:y:2021:i:2:p:41-59:id:1605)
  by Krzysztof Brania & Henryk Gurgul
• Contagion between selected European indexes during the Covid-19 pandemic (RePEc:wut:journl:v:33:y:2023:i:1:p:47-59:id:4)
  by Henryk Gurgul & Robert Syrek