Bear market periods during the 2007-2009 financial crisis: Direct evidence from the Visegrad countries J Olbryś, E Majewska Acta Oeconomica 65 (4), 547-565, 2015 | 35 | 2015 |
Direct identification of crisis periods on the CEE stock markets: The influence of the 2007 US subprime crisis J Olbrys, E Majewska Procedia Economics and Finance 14, 461-470, 2014 | 34 | 2014 |
Price and volatility spillovers in the case of stock markets located in different time zones J Olbrys Emerging Markets Finance and Trade 49 (sup2), 145-157, 2013 | 33 | 2013 |
Three–factor market-timing models with Fama and French’s spread variables J Olbryś Operations Research and Decisions 20 (2), 91-106, 2010 | 30 | 2010 |
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data J Olbrys, M Mursztyn Physica A: Statistical Mechanics and its Applications 513, 248-256, 2019 | 28 | 2019 |
Zastosowanie wybranych miar płynności aktywów kapitałowych na Giełdzie Papierów Wartościowych w Warszawie SA J Olbryś Zarządzanie i Finanse 11 (3), 65-77, 2013 | 22 | 2013 |
Direct evidence of non-trading on the Warsaw Stock Exchange S Nowak, J Olbryś Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu. Research Papers of …, 2016 | 21 | 2016 |
Is illiquidity risk priced? The case of the Polish medium-size emerging stock market J Olbryś Bank i Kredyt 45 (6), 513-536, 2014 | 20 | 2014 |
Comparison of selected trade classification algorithms on the Warsaw Stock Exchange J Olbryś, M Mursztyn Advances in Computer Science Research 12, 37-52, 2015 | 19 | 2015 |
OCENA EFEKTYWNOŚCI ZARZĄDZANIA PORTFELEM FUNDUSZU INWESTYCYJNEGO Z WYKORZYSTANIEM WYBRANYCH WIELOCZYNNIKOWYCH MODELI MARKET-TIMING J OLBRYŚ OPTIMUM 4 (48), 44-61, 2010 | 19 | 2010 |
Asymmetry Effects in Volatility on the Major European Stock Markets: the EGARCH Based Approach J Olbrys, E Majewska Quantitative Finance and Economics 1 (4), 411-427, 2017 | 18 | 2017 |
Wycena aktywów kapitałowych na rynku z zakłóceniami w procesach transakcyjnych J Olbryś Wydawnictwo Difin SA, Warszawa, 2014 | 18 | 2014 |
Dimensions of Market Liquidity: The Case of the Polish Stock Market J Olbrys, M Mursztyn Advances in Applied Economic Research, Tsounis N., Vlachvei A. (eds), 151-166, 2017 | 16 | 2017 |
Identyfikacja okresu kryzysu z wykorzystaniem procedury diagnozowania stanów rynku J Olbryś, E Majewska Zeszyty Naukowe Uniwersytetu Szczecińskiego Nr 802. Finanse. Rynki finansowe …, 2014 | 16* | 2014 |
Granger causality analysis of the CEE stock markets including nonsynchronous trading effects J Olbrys, E Majewska Argumenta Oeconomica 2 (31), 151-172, 2013 | 16 | 2013 |
Quantitative identification of crisis periods on the major European stock markets J Olbrys, E Majewska La Pensee 76 (1), 254-260, 2014 | 15 | 2014 |
An Entropy-Based Approach to Measurement of Stock Market Depth J Olbryś, K Ostrowski Entropy 23 (5), 568, 2021 | 14 | 2021 |
Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach J Olbrys, M Mursztyn Physica A: Statistical Mechanics and its Applications 535, 122413, 2019 | 14 | 2019 |
Conditional market-timing models for mutual fund performance evaluation J Olbryś Prace i Materiały Wydziału Zarządzania Uniwersytetu Gdańskiego 4 (2), 519-532, 2009 | 14 | 2009 |
Approximate Entropy and Sample Entropy Algorithms in Financial Time Series Analyses J Olbrys, E Majewska Procedia Computer Science 207, 255-264, 2022 | 13 | 2022 |