| The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets JJ Szczygielski, PR Bwanya, A Charteris, J Brzeszczyński Finance research letters 43, 101945, 2021 | 139 | 2021 |
| The COVID-19 storm and the energy sector: The impact and role of uncertainty JJ Szczygielski, J Brzeszczyński, A Charteris, PR Bwanya Energy Economics 109, 105258, 2022 | 128 | 2022 |
| The impact and role of COVID-19 uncertainty: A global industry analysis JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński International Review of Financial Analysis 80, 101837, 2022 | 126 | 2022 |
| Seasonality in the cross-section of cryptocurrency returns H Long, A Zaremba, E Demir, JJ Szczygielski, M Vasenin Finance Research Letters 35, 101566, 2020 | 53 | 2020 |
| Which COVID-19 information really impacts stock markets? JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński Journal of International Financial Markets, Institutions and Money 84, 101592, 2023 | 39 | 2023 |
| Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets A Zaremba, MH Bilgin, H Long, A Mercik, JJ Szczygielski International Review of Financial Analysis 78, 101908, 2021 | 32 | 2021 |
| Google search trends and stock markets: sentiment, attention or uncertainty? JJ Szczygielski, A Charteris, PR Bwanya, J Brzeszczyński International Review of Financial Analysis 91, 102549, 2024 | 30 | 2024 |
| An application of factor pricing models to the Polish stock market A Zaremba, A Czapkiewicz, JJ Szczygielski, V Kaganov Emerging Markets Finance and Trade 55 (9), 2039-2056, 2019 | 25 | 2019 |
| One shape fits all? A comprehensive examination of cryptocurrency return distributions SZCZYGIELSKI, J. J., A KARATHANASOPOULOS, A Zaremba Applied Economics Letters, 2019 | 23 | 2019 |
| Risk factors in returns of the South African stock market JJ Szczygielski, C Chipeta Studies in Economics and Econometrics 39 (1), 47-70, 2015 | 21 | 2015 |
| The alpha momentum effect in commodity markets A Zaremba, M Mikutowski, JJ Szczygielski, A Karathanasopoulos Energy Economics 93, 104421, 2021 | 17 | 2021 |
| Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence JJ Szczygielski, A Charteris, L Obojska International Review of Financial Analysis 87, 102304, 2023 | 15 | 2023 |
| Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective JJ Szczygielski, LM Brümmer, HP Wolmarans, A Zaremba Investment Analysts Journal 49 (1), 34-52, 2020 | 12 | 2020 |
| And the winner is… a comparison of valuation measures for equity country allocation A Zaremba, JJ Szczygielski Journal of Portfolio Management 45 (5), 84-98, 2019 | 12 | 2019 |
| Properties of returns and variance and the implications for time series modelling: Evidence from South Africa JJ Szczygielski, C Chipeta Modern Finance 1 (1), 35-55, 2023 | 9 | 2023 |
| Underspecification of the empirical return-factor model and a factor analytic augmentation as a solution to factor omission JJ Szczygielski, HP Wolmarans, LM Brümmer Studies in Economics and Econometrics 44 (2), 133-165, 2020 | 9 | 2020 |
| Inflation hedging in the long run: Practical perspectives from seven centuries of commodity prices A Zaremba, JJ Szczygielski, Z Umar, M Mikutowski The Journal of Alternative Investments 24 (1), 119-134, 2021 | 8 | 2021 |
| An investigation into the changing relationship between the gold price and South African gold mining industry returns Z Enslin, E Du Toit, JJ Szczygielski South African Journal of Business Management 49 (1), 1-11, 2018 | 8 | 2018 |
| An augmented macroeconomic linear factor model of South African industrial sector returns JJ Szczygielski, L Brümmer, HP Wolmarans The Journal of Risk Finance 21 (5), 517-541, 2020 | 7 | 2020 |
| Is investing in companies manufacturing solar components a lucrative business? A decision tree based analysis SK Tomczak, A Skowrońska-Szmer, JJ Szczygielski Energies 13 (2), 499, 2020 | 7 | 2020 |
Ailie CharterisUniversity of Cape TownVerified email at uct.ac.za
