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Joanna Olbrys

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First Name:Joanna
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Last Name:Olbrys
RePEc Short-ID:pol146
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  1. Joanna Olbrys & Elzbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 51-70.
  2. Joanna Olbryœ, 2014. "Is illiquidity risk priced? The case of the Polish medium-size emerging stock market," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 45(6), pages 513–536.
  3. Joanna Olbrys, 2013. "Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 49(S2), pages 145-157, March.
  4. Joanna Olbrys, 2013. "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 33-50.
  5. Olbryś Joanna, 2012. "Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds," Folia Oeconomica Stetinensia, De Gruyter Open, vol. 10(2), pages 60-80, January.
  6. Joanna Olbrys, 2011. "ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 185-202.
  7. Joanna Olbrys, 2011. "Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 3(2).
  8. Joanna Olbrys, 2010. "Three – factor market-timing models with Fama and French’s spread variables," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 2, pages 91-106.

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