Items where Author is "Brzeszczynski, Janusz"

Article

Brzeszczynski, Janusz, Gajdka, Jerzy and Schabek, Tomasz (2021) How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies. Finance Research Letters, 42. p. 101939. ISSN 1544-6123

Brzeszczynski, Janusz, Ghimire, Binam, Jamasb, Tooraj and McIntosh, Graham (2019) Socially Responsible Investment and Market Performance: The Case of Energy and Resource Companies. The Energy Journal, 40 (5). pp. 17-72. ISSN 0195-6574

Brzeszczynski, Janusz and Ibrahim, Boulis Maher (2019) A Stock Market Trading System Based on Foreign and Domestic Information. Expert Systems with Applications, 118. pp. 381-399. ISSN 0957-4174

Batten, Jonathan A., Brzeszczynski, Janusz, Ciner, Cetin, Lau, Marco C. K., Lucey, Brian and Yarovaya, Larisa (2019) Price and Volatility Spillovers Across the International Steam Coal Market. Energy Economics, 77. pp. 119-138. ISSN 0140-9883

Brzeszczynski, Janusz, Bohl, Martin T. and Serwa, Dobromil (2018) Pension funds, large capital inflows and stock returns in a thin market. Journal of Pension Economics and Finance. ISSN 1474-7472

Lucey, Brian M., Vigne, Samuel A., Ballester, Laura, Barbopoulos, Leonidas, Brzeszczynski, Janusz, Carchano, Oscar, Dimic, Nebojsa, Fernandez, Viviana, Gogolin, Fabian, González-Urteaga, Ana, Goodell, John W., Helbing, Pia, Ichev, Riste, Kearney, Fearghal, Laing, Elaine, Larkin, Charles J., Lindblad, Annika, Lončarski, Igor, Ly, Kim Cuong, Marinč, Matej, McGee, Richard J., McGroarty, Frank, Neville, Conor, O’Hagan-Luff, Martha, Piljak, Vanja, Sevic, Aleksandar, Sheng, Xin, Stafylas, Dimitrios, Urquhart, Andrew, Versteeg, Roald, Vu, Anh N., Wolfe, Simon, Yarovaya, Larisa and Zaghini, Andrea (2018) Future directions in international financial integration research - A crowdsourced perspective. International Review of Financial Analysis, 55. pp. 35-49. ISSN 1057-5219

Sheng, Xin, Brzeszczynski, Janusz and Ibrahim, Boulis (2017) International stock return co-movements and trading activity. Finance Research Letters, 23. pp. 12-18. ISSN 1544-6123

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Chi Keung (2017) Asymmetry in spillover effects: Evidence for international stock index futures markets. International Review of Financial Analysis, 53. pp. 94-111. ISSN 1057-5219

Brzeszczynski, Janusz, Gajdka, Jerzy and Kutan, Ali (2017) Central Bank communication and the impact of public announcements of new monetary policy data on the reaction of foreign exchange and stock markets: evidence from Poland. Argumenta Oeconomica (39). pp. 21-60. ISSN 1233-5835

Gajdka, Jerzy and Brzeszczynski, Janusz (2016) Neoclassical and Behavioral Finance: A Synergy of Approaches in Current Debates and in Contemporary Financial Research. Emerging Markets Finance and Trade, 52 (12). pp. 2685-2686. ISSN 1540-496X

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Chi Keung (2016) Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. Finance Research Letters, 17. pp. 158-166. ISSN 1544-6123

Yarovaya, Larisa, Brzeszczynski, Janusz and Lau, Chi Keung (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, 43. pp. 96-114. ISSN 1057-5219

Brzeszczynski, Janusz, Gajdka, Jerzy and Kutan, Ali (2015) Investor response to public news, sentiment and institutional trading in emerging markets: A review. International Review of Economics & Finance, 40. pp. 338-352. ISSN 1059-0560

Brzeszczynski, Janusz and Kutan, Ali (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, 43 (3). pp. 727-753. ISSN 0147-5967

Armitage, Seth, Brzeszczynski, Janusz and Serdyuk, Anna (2014) Liquidity Measures and Cost of Trading in an Illiquid Market. Journal of Emerging Market Finance, 13 (2). pp. 155-196. ISSN 0972-6527

Brzeszczynski, Janusz and McIntosh, Graham (2014) Performance of Portfolios Composed of British SRI Stocks. Journal of Business Ethics, 120 (3). pp. 335-362. ISSN 0167-4544

Ibrahim, Boulis Maher and Brzeszczynski, Janusz (2014) How beneficial is international stock market information in domestic stock market trading? The European Journal of Finance, 20 (3). pp. 201-231. ISSN 1351-847X

Brzeszczynski, Janusz, Gajda, Jerzy and Schabek, Tomasz (2011) Earnings Management in Polish Companies. Comparative Economic Research. Central and Eastern Europe, 14 (3). pp. 137-150. ISSN 1508-2008

Brzeszczynski, Janusz (2011) Heteroscedasticity and interval effects in estimating beta: UK evidence. Applied Financial Economics, 21 (20). pp. 1525-1538. ISSN 1466-4305

Ibrahim, Boulis Maher and 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, 28 (2). pp. 322-343. ISSN 0261-5606

Conference or Workshop Item

Chandorkar, Pankaj and Brzeszczynski, Janusz (2018) Do not Fear the Fear Index: Evidence from US, UK and European Markets. In: 25th Annual Conference of the Multinational Finance Society, 24th - 27th June 2018, Budapest, Hungary.