| Intra-and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures L Yarovaya, J Brzeszczyński, CKM Lau International Review of Financial Analysis 43, 96-114, 2016 | 291 | 2016 |
| Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic L Yarovaya, J Brzeszczyński, JW Goodell, B Lucey, CKM Lau Journal of International Financial Markets, Institutions and Money 79, 101589, 2022 | 279 | 2022 |
| Performance of Portfolios Composed of British SRI Stocks. J Brzeszczyński, G McIntosh Journal of Business Ethics 120 (3), 335-362, 2014 | 186 | 2014 |
| Ekonometryczne modele rynków finansowych: Modele kursów giełdowych i kursów walutowych. J Brzeszczyński, R Kelm WIG-Press, 2002 | 141* | 2002 |
| 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 | 138 | 2021 |
| Do institutional investors destabilize stock prices? Evidence from an emerging market. MT Bohl, J Brzeszczyński Journal of International Financial Markets, Institutions and Money 16 (4 …, 2006 | 129 | 2006 |
| Institutional investors and stock returns volatility: Empirical evidence from a natural experiment. MT Bohl, J Brzeszczyński, B Wilfling Journal of Financial Stability 5 (2), 170-182, 2009 | 128 | 2009 |
| 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 | 127 | 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 |
| Investor response to public news, sentiment and institutional trading in emerging markets: A review J Brzeszczyński, J Gajdka, AM Kutan International Review of Economics & Finance 40, 338-352, 2015 | 71 | 2015 |
| Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators L Yarovaya, J Brzeszczyński, CKM Lau Finance Research Letters 17, 158-166, 2016 | 66 | 2016 |
| Systemic risk measures and regulatory challenges S Ellis, S Sharma, J Brzeszczyński Journal of Financial Stability 61, 100960, 2022 | 61 | 2022 |
| Future directions in international financial integration research-A crowdsourced perspective BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ... International Review of Financial Analysis 55, 35-49, 2018 | 60 | 2018 |
| Price and volatility spillovers across the international steam coal market JA Batten, J Brzeszczynski, C Ciner, MCK Lau, B Lucey, L Yarovaya Energy Economics 77, 119-138, 2019 | 52 | 2019 |
| A stock market trading system based on foreign and domestic information J Brzeszczyński, BM Ibrahim Expert Systems with Applications 118, 381-399, 2019 | 44 | 2019 |
| Asymmetry in spillover effects: Evidence for international stock index futures markets L Yarovaya, J Brzeszczyński, CKM Lau International Review of Financial Analysis 53, 94-111, 2017 | 41 | 2017 |
| 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 |
| The Role of Stock Size and Trading Intensity in the Magnitude of the" Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market. J Brzeszczyński, J Gajdka, T Schabek Emerging Markets Finance and Trade 47 (1), 28-49, 2011 | 36 | 2011 |
| Socially responsible investment and market performance: The case of energy and resource companies J Brzeszczyński, B Ghimire, T Jamasb, G McIntosh The Energy Journal 40 (5), 17-72, 2019 | 34 | 2019 |
| Heteroscedasticity and interval effects in estimating beta: UK evidence. S Armitage, J Brzeszczynski Applied Financial Economics 21 (20), 1525-1538, 2011 | 34 | 2011 |
Tomasz SchabekUniversity of Lodz, Faculty of Economics and Sociology在 uni.lodz.pl 的电子邮件经过验证
