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Publications

by alumni of

Uniwersytet Łódzki → Wydział Ekonomiczno-Socjologiczny

University of Lodz → Faculty of Economics and Sociology

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2019

  1. Janusz Brzeszczyński & Jerzy Gajdka & Ali M. Kutan, 2019, "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," NBP Working Papers, Narodowy Bank Polski, number 303.

2016

  1. Janusz Brzeszczynski & Binam Ghimire & Tooraj Jamasb & Graham McIntosh, 2016, "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1605, Feb.

2013

  1. Boulis Ibrahim & Janusz Brzeszczynski, 2013, "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1305.

2012

  1. Janusz Brzeszczynski & Graham McIntosh, 2012, "Performance of Portfolios Composed of British SRI Stocks," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1201.
  2. Janusz Brzeszczyński & Martin T. Bohl & Dobromił Serwa, 2012, "Large Capital Inflows and Stock Returnsin a Thin Market," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1201.

2011

  1. Seth Armitage & Janusz Brzeszczynski, 2011, "Heteroscedasticity and interval effects in estimating beta: UK evidenceÂ," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1103.

2005

  1. Martin T. Bohl & Janusz Brzeszczynski, 2005, "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0501.

2004

  1. Janusz Brzeszczynski & Aleksander Welfe, 2004, "Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0408.
  2. Janusz Brzeszczynski & Robert Kelm, 2004, "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0409.

Journal articles

2023

  1. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2023, "Which COVID-19 information really impacts stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2022.101592.

2022

  1. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
  2. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022, "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101837.
  3. Press, Melea & Brzeszczyński, Janusz, 2022, "Do business models matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102881.
  4. Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
  5. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022, "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2021.100960.
  6. Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022, "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101589.

2021

  1. Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz, 2021, "How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101939.
  2. Szczygielski, Jan Jakub & Bwanya, Princess Rutendo & Charteris, Ailie & Brzeszczyński, Janusz, 2021, "The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101945.

2020

  1. Brzeszczyński Janusz & Gajdka Jerzy & Schabek Tomasz, 2020, "Bitcoin as a New Currency," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 2, pages 49-65, December, DOI: 10.2478/foli-2020-0035.

2019

  1. Brzeszczyński, Janusz & Bohl, Martin T. & Serwa, Dobromił, 2019, "Pension funds, large capital inflows and stock returns in a thin market," Journal of Pension Economics and Finance, Cambridge University Press, volume 18, issue 3, pages 347-387, July.
  2. Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa, 2019, "Price and volatility spillovers across the international steam coal market," Energy Economics, Elsevier, volume 77, issue C, pages 119-138, DOI: 10.1016/j.eneco.2018.12.002.

2018

  1. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018, "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 35-49, DOI: 10.1016/j.irfa.2017.10.008.

2017

  1. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017, "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 94-111, DOI: 10.1016/j.irfa.2017.07.007.
  2. Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017, "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, volume 23, issue C, pages 12-18, DOI: 10.1016/j.frl.2017.06.006.

2016

  1. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 96-114, DOI: 10.1016/j.irfa.2015.09.004.
  2. Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators," Finance Research Letters, Elsevier, volume 17, issue C, pages 158-166, DOI: 10.1016/j.frl.2016.03.005.
  3. Jerzy Gajdka & Janusz Brzeszczyński, 2016, "Neoclassical and Behavioral Finance: A Synergy of Approaches in Current Debates and in Contemporary Financial Research," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 12, pages 2685-2686, December, DOI: 10.1080/1540496X.2016.1246331.

2015

  1. Brzeszczyński, Janusz & Kutan, Ali M., 2015, "Public information arrival and investor reaction during a period of institutional change: An episode of early years of a newly independent central bank," Journal of Comparative Economics, Elsevier, volume 43, issue 3, pages 727-753, DOI: 10.1016/j.jce.2014.07.004.
  2. Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015, "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 338-352, DOI: 10.1016/j.iref.2015.10.042.

2014

  1. Janusz Brzeszczyński & Graham McIntosh, 2014, "Performance of Portfolios Composed of British SRI Stocks," Journal of Business Ethics, Springer, volume 120, issue 3, pages 335-362, March, DOI: 10.1007/s10551-012-1541-x.
  2. Seth Armitage & Janusz Brzeszczyński & Anna Serdyuk, 2014, "Liquidity Measures and Cost of Trading in an Illiquid Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 155-196, August, DOI: 10.1177/0972652714541340.
  3. Boulis Maher Ibrahim & Janusz Brzeszczynski, 2014, "How beneficial is international stock market information in domestic stock market trading?," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 3, pages 201-231, March, DOI: 10.1080/1351847X.2012.690773.

2011

  1. Seth Armitage & Janusz Brzeszczynski, 2011, "Heteroscedasticity and interval effects in estimating beta: UK evidence," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 20, pages 1525-1538, DOI: 10.1080/09603107.2011.581208.
  2. Brzeszczyński Janusz & Gajdka Jerzy & Schabek Tomasz, 2011, "Earnings Management in Polish Companies," Comparative Economic Research, Paradigm, volume 14, issue 3, pages 137-150, January, DOI: 10.2478/v10103-011-0023-1.

2009

  1. Bohl, Martin T. & Brzeszczynski, Janusz & Wilfling, Bernd, 2009, "Institutional investors and stock returns volatility: Empirical evidence from a natural experiment," Journal of Financial Stability, Elsevier, volume 5, issue 2, pages 170-182, June.
  2. Ibrahim, Boulis Maher & Brzeszczynski, Janusz, 2009, "Inter-regional and region-specific transmission of international stock market returns: The role of foreign information," Journal of International Money and Finance, Elsevier, volume 28, issue 2, pages 322-343, March.

2007

  1. Janusz Brzeszczyński & Jerzy Gajdka, 2007, "Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 285-300, August, DOI: 10.1007/s11294-007-9077-z.
  2. Janusz Brzeszczynski & Aleksander Welfe, 2007, "Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 4, pages 74-92, August.

2006

  1. Bohl, Martin T. & Brzeszczynski, Janusz, 2006, "Do institutional investors destabilize stock prices? evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 4, pages 370-383, October.
  2. Janusz Brzeszczynski & Michael Melvin, 2006, "Explaining trading volume in the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 1, pages 25-34, DOI: 10.1002/ijfe.289.

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