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Janusz J. Brzeszczynski

Personal Details

First Name:Janusz
Middle Name:J.
Last Name:Brzeszczynski
Suffix:
RePEc Short-ID:pbr135
https://www.northumbria.ac.uk/about-us/our-staff/b/janusz-brzeszczynski/
Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, NE1 8ST, UNITED KINGDOM

Affiliation

Newcastle Business School
University of Northumbria

Newcastle upon Tyne, United Kingdom
http://www.newcastlebusinessschool.co.uk/
RePEc:edi:deunnuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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 303, Narodowy Bank Polski, Economic Research Department.
  2. Janusz Brzeszczynski & Binam Ghimire & Tooraj Jamasb & Graham McIntosh, 2016. "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms," Working Papers EPRG 1605, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  3. Boulis Ibrahim & Janusz Brzeszczynski, 2013. "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers 1305, Centre for Finance and Investment, Heriot Watt University.
  4. Janusz Brzeszczynski & Martin T. Bohl & Dobromił Serwa, 2012. "Large capital inflows and stock returns in a thin market," NBP Working Papers 120, Narodowy Bank Polski, Economic Research Department.
  5. Janusz Brzeszczynski & Graham McIntosh, 2012. "Performance of Portfolios Composed of British SRI Stocks," CFI Discussion Papers 1201, Centre for Finance and Investment, Heriot Watt University.
  6. Seth Armitage & Janusz Brzeszczynski, 2011. "Heteroscedasticity and interval effects in estimating beta: UK evidenceÂ," CFI Discussion Papers 1103, Centre for Finance and Investment, Heriot Watt University.
  7. Martin T. Bohl & Janusz Brzeszczynski, 2005. "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers 0501, Centre for Economic Reform and Transformation, Heriot Watt University.
  8. Janusz Brzeszczynski & Robert Kelm, 2004. "Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland," CERT Discussion Papers 0409, Centre for Economic Reform and Transformation, Heriot Watt University.
  9. 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 0408, Centre for Economic Reform and Transformation, Heriot Watt University.

Articles

  1. Brzeszczyński Janusz & Gajdka Jerzy & Schabek Tomasz, 2020. "Bitcoin as a New Currency," Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 49-65, December.
  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, vol. 77(C), pages 119-138.
  3. Janusz Brzeszczynski, Binam Ghimire, Tooraj Jamasb, and Graham McIntosh, 2019. "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Companies," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  4. 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, vol. 55(C), pages 35-49.
  5. 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, vol. 53(C), pages 94-111.
  6. Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017. "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, vol. 23(C), pages 12-18.
  7. 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, vol. 52(12), pages 2685-2686, December.
  8. 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, vol. 43(C), pages 96-114.
  9. 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, vol. 17(C), pages 158-166.
  10. 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, vol. 43(3), pages 727-753.
  11. 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, vol. 40(C), pages 338-352.
  12. 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, vol. 20(3), pages 201-231, March.
  13. Janusz Brzeszczyński & Graham McIntosh, 2014. "Performance of Portfolios Composed of British SRI Stocks," Journal of Business Ethics, Springer, vol. 120(3), pages 335-362, March.
  14. Seth Armitage & Janusz Brzeszczynski, 2011. "Heteroscedasticity and interval effects in estimating beta: UK evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 21(20), pages 1525-1538.
  15. Brzeszczyński Janusz & Gajdka Jerzy & Schabek Tomasz, 2011. "Earnings Management in Polish Companies," Comparative Economic Research, Sciendo, vol. 14(3), pages 137-150, January.
  16. 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, vol. 5(2), pages 170-182, June.
  17. 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, vol. 28(2), pages 322-343, March.
  18. 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, vol. 13(3), pages 285-300, August.
  19. 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, vol. 43(4), pages 74-92, August.
  20. 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, vol. 16(4), pages 370-383, October.
  21. Janusz Brzeszczynski & Michael Melvin, 2006. "Explaining trading volume in the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 25-34.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2004-10-21 2004-10-21 2005-04-30
  2. NEP-TRA: Transition Economics (3) 2004-10-21 2004-10-21 2012-07-23
  3. NEP-CFN: Corporate Finance (1) 2005-04-30
  4. NEP-IFN: International Finance (1) 2004-10-21
  5. NEP-MAC: Macroeconomics (1) 2019-04-08

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