Author Page for Barbara Bedowska-Sojka

Machine Learning and the Cross-Section of Cryptocurrency Returns

Number of pages: 65 Posted: 11 Dec 2022 Last Revised: 17 May 2023

Nusret Cakici, Syed Jawad Hussain Shahzad, Barbara Bedowska-Sojka and Adam Zaremba

Fordham university, Montpellier Business School, Poznań University of Economics and Business and Montpellier Business School

Downloads 691 (77,474)

Abstract:

2.

Mitigating Digital Asset Risks

Number of pages: 54 Posted: 10 Nov 2023 Last Revised: 09 Jan 2024

National Yang Ming Chiao Tung University, Blockchain Research Center Humboldt-Universität zu Berlin, University of Twente, University of Twente, University College Dublin (UCD) - Michael Smurfit Graduate School of Business, Warsaw School of Economics (SGH) - Department of Economics I, Kaunas University of Technology, Geostrategic Institute Global, University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory, Independent, Royal Melbourne Institute of Technolog (RMIT University), University of Galway, A.I. Weinberg Ltd., Council of Economic Advisors, Ministry of Finance, Hellenic Republic, University Politehnica of Bucharest, Yildiz Technical University, Selçuk University - Department of Economics, University POLITEHNICA of Bucharest, CSEF - University of Naples Federico II, Poznań University of Economics and Business, University of Iceland, Zurich University of Applied Sciences, Independent, Independent, York St John University, Universitatea din Oradea, Independent, Independent, Eötvös Loránd University, University of Tirana - Department of Informatics, Bucharest University of Economic Studies and American University in Bulgaria

Downloads 504 (115,046)

Citation 1

Abstract:

3.

False Safe Haven Assets: Evidence from the Target Volatility Strategy Based on Recurrent Neural Network

Number of pages: 59 Posted: 06 Apr 2021 Last Revised: 06 Nov 2021

Tomasz Kaczmarek, Barbara Bedowska-Sojka, Przemysław Grobelny and Katarzyna Perez

Poznan University of Economics and Business, Poznań University of Economics and Business, Poznan University of Economics and Poznan University of Economics and Business

Downloads 374 (162,832)

Abstract:

4.

Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine

Number of pages: 15 Posted: 16 May 2022

Barbara Bedowska-Sojka, Ender Demir and Adam Zaremba

Poznań University of Economics and Business, Istanbul Medeniyet University and Montpellier Business School

Downloads 360 (170,424)

Abstract:

5.

The Jumps in the Stock Returns: The Evidence from the Polish Stock Market

Number of pages: 12 Posted: 11 Mar 2012

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Downloads 292 (212,599)

Citation 1

Abstract:

6.

Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?

Number of pages: 14 Posted: 18 May 2022 Last Revised: 31 May 2022

Huaigang Long, Ender Demir, Barbara Bedowska-Sojka, Adam Zaremba and Syed Jawad Hussain Shahzad

Zhejiang University, Istanbul Medeniyet University, Poznań University of Economics and Business, Montpellier Business School and Montpellier Business School

Downloads 190 (322,980)

Citation 13

Abstract:

7.

Early Warning Systems for Cryptocurrency Markets: Predicting 'Zombie' Assets Using Machine Learning

Number of pages: 20 Posted: 30 Aug 2024

Barbara Bedowska-Sojka, Piotr Wojcik and Daniel Traian Pele

Poznań University of Economics and Business, University of Warsaw - Faculty of Economic Sciences and Bucharest University of Economic Studies

Downloads 177 (344,247)

Abstract:

8.

FinTech, Regulation, and Cybercrime: Opportunities Arising From New Technologies

Number of pages: 33 Posted: 04 Jan 2024

Monica Violeta Achim, Galena Pisoni, Codruta Mare, Maria Moloney, Szabolcs Korba, Bálint Molnár, Barbara Bedowska-Sojka and Ioana Florina Coita

Babes-Bolyai University, Faculty of Economics and Business Administration, York St John University, Babes-Bolyai University - Faculty of Economics and Business Administration, University College Dublin (UCD) - College of Business and Law, Independent, Eötvös Loránd University, Poznań University of Economics and Business and Universitatea din Oradea

Downloads 169 (360,305)

Abstract:

9.

Volatility Forecasts Based on Data Sampled at Different Frequencies

Advanced Risk & Portfolio Management Paper

Number of pages: 26 Posted: 06 Jun 2013

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Downloads 137 (426,272)

Abstract:

10.

Can Cryptocurrencies Hedge Oil Price Fluctuations? a Pandemic Perspective

Number of pages: 42 Posted: 08 Apr 2022

Barbara Bedowska-Sojka and Agata Kliber

Poznań University of Economics and Business and Poznan University of Economics

Downloads 112 (497,645)

Abstract:

11.

Intraday Stealth Trading and Volatility: The Evidence from the Warsaw Stock Exchange

Number of pages: 18 Posted: 12 Jul 2013 Last Revised: 13 Jul 2013

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Downloads 108 (511,047)

Citation 1

Abstract:

12.

AI-Driven Failed Trials in Investment Strategies: A Network Data Analysis Approach

Number of pages: 14 Posted: 07 Oct 2024

Karolina Bolesta, Mutlu Akar, Ioana Coita, Claudia Tarantola, Maria Iannario, Joerg Osterrieder, Ciprian Sipos, Peter Schwendner, Barbara Bedowska-Sojka, Galena Pisoni, Armela Maxhelaku, Suela Maxhelaku, Abraham Itzhak Weinberg, Veni Arakelian, Ramona Rupeika-Apoga, Sabrina Giordano, Olivija Filipovska, Lucia Gomez Teijeiro and Frederik Sinan Bernard

Warsaw School of Economics (SGH) - Department of Economics I, Yildiz Technical University, University of Oradea, University of Milan, CSEF - University of Naples Federico II, University of Twente, West University of Timisoara, Zurich University of Applied Sciences, Poznań University of Economics and Business, York St John University, University of Tirana, University of Tirana - Department of Informatics, A.I. Weinberg Ltd., UCL Centre for Blockchain Technologies, University of Latvia, Università` della Calabria, Geostrategic Institute Global, Bern University of Applied Sciences (BFH) and University of Twente

Downloads 100 (539,839)

Abstract:

13.

Idiosyncratic Volatility, Returns, and Mispricing: No Real Anomaly in Sight

Finance Research Letters, Forthcoming

Number of pages: 13 Posted: 19 Sep 2017

Adam Zaremba, Anna Czapkiewicz and Barbara Bedowska-Sojka

Montpellier Business School, AGH University of Science and Technology and Poznań University of Economics and Business

Downloads 92 (569,597)

Citation 1

Abstract:

14.

Ethical Artificial Intelligence, Fintech and Data Protection: A Path Forward for Training in Europe

Number of pages: 31 Posted: 11 Jul 2024

Maria Moloney, Ioana Coita, Eleftheria G. Paschalidou, Ekaterina Svetlova, Codruta Mare, Liana Stanca, Galena Pisoni, Karolina Bolesta, Olivija Filipovska, Valerio Potì, Cal B. Muckley, Barbara Bedowska-Sojka, Joerg Osterrieder and Veni Arakelian

University College Dublin (UCD) - College of Business and Law, University of Oradea, affiliation not provided to SSRN, Behavioural, management and social sciences, Babes-Bolyai University - Faculty of Economics and Business Administration, Babes-Bolyai University, York St John University, Warsaw School of Economics (SGH) - Department of Economics I, Geostrategic Institute Global, University College Dublin, University College Dublin, Poznań University of Economics and Business, University of Twente and Council of Economic Advisors, Ministry of Finance, Hellenic Republic

Downloads 88 (585,417)

Abstract:

15.

Proof-of-Work Versus Proof-of-Stake Coins As Possible Hedges Against Green and Dirty Energy

Number of pages: 23 Posted: 27 Apr 2023

Barbara Bedowska-Sojka and Agata Kliber

Poznań University of Economics and Business and Poznan University of Economics

Downloads 84 (601,979)

Abstract:

16.

Liquidity Dynamics Around Jumps. The Evidence from the Warsaw Stock Exchange

Number of pages: 20 Posted: 27 Sep 2014

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Downloads 78 (628,070)

Abstract:

17.

Unemployment Rate Forecasts in the Baltic States

Eastern European Economics 2015, 53, no 1, pp. 57-67

Number of pages: 14 Posted: 27 Sep 2014 Last Revised: 29 Nov 2017

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Downloads 72 (655,792)

Abstract:

18.

Predicting the Undead: Using Machine Learning to Forecast Cryptocurrency Zombies

Number of pages: 19 Posted: 14 Apr 2024

Barbara Bedowska-Sojka, Piotr Wojcik and Daniel Traian Pele

Poznań University of Economics and Business, University of Warsaw - Faculty of Economic Sciences and Bucharest University of Economic Studies

Downloads 68 (675,333)

Abstract:

19.

Zombies Running Wild: Which Cryptocurrencies are Next?

Number of pages: 13 Posted: 02 Sep 2023

Barbara Bedowska-Sojka and Piotr Wojcik

Poznań University of Economics and Business and University of Warsaw - Faculty of Economic Sciences

Downloads 62 (707,172)

Abstract:

20.

Macroeconomic News Effects on the Stock Markets

Number of pages: 16 Posted: 11 Mar 2012 Last Revised: 29 Jul 2013

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Downloads 59 (723,808)

Abstract:

21.

The Lithium and Oil Markets – Dependencies and Volatility Spillovers

Downloads 53 (760,379)

2

The Lithium and Oil Markets – Dependencies and Volatility Spillovers

Number of pages: 22 Posted: 06 Apr 2022

Barbara Bedowska-Sojka and Joanna Górka

Poznań University of Economics and Business and affiliation not provided to SSRN

Downloads 31 (959,085)

Abstract:

The Lithium and Oil Markets – Dependencies and Volatility Spillovers

Number of pages: 22 Posted: 06 Apr 2022

Barbara Bedowska-Sojka and Joanna Górka

Poznań University of Economics and Business and affiliation not provided to SSRN

Downloads 22 (1,058,184)

Abstract:

22.

Do Investors in Dirty and Clean Cryptocurrencies Care About Energy Efficiency in the Same Way?

Number of pages: 14 Posted: 13 Dec 2023

Agata Kliber and Barbara Bedowska-Sojka

Poznan University of Economics and Poznań University of Economics and Business

Downloads 52 (766,846)

Abstract:

23.

Impact of Environmental Awareness and Adequate Infrastructure on Sustainable Transport Choices - the Case of the V4 Economies

Number of pages: 31 Posted: 20 Oct 2024

Agata Kliber, Blanka Łęt, Pavel Rezac, Barbara Bedowska-Sojka and Jindrich Fric

Poznan University of Economics, Poznan University of Economics, Transport Research Centre, Poznań University of Economics and Business and Transport Research Centre

Downloads 21 (1,037,990)

Abstract:

24.

The Synergy of Statistical and Fuzzy Logic Approaches in Mining Patterns from the Peer-to-Peer Lending Data

Posted: 18 Sep 2024

Miroslav Hudec, Galena Pisoni, Bálint Molnár, Miljan Vučetić, Nina Barčáková, Barbara Bedowska-Sojka, Belma Ozturkkal, Rezarta Shkurti (Perri), Hanna Kristin Skaftadottir and Maria Iannario

University of Economics in Bratislava, York St John University, Eötvös Loránd University, Vlatacom Institute of High Technology, University of Economics in Bratislava, Poznań University of Economics and Business, Kadir Has University, University of Tirana, University of Iceland and CSEF - University of Naples Federico II

Abstract:

25.

The Dynamics of Low-Frequency Liquidity Measures on the German and the Polish Stock Market

Posted: 01 Dec 2017

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Abstract:

26.

How Jumps Affect Liquidity? The Evidence from Poland

Finance a uver Czech Journal of Economics and Finance 2017, vol. 67, Issue 1, pp. 39-52.

Posted: 01 Dec 2017

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Abstract:

27.

Daily VAR Forecasts with Realized Volatility and GARCH Models

Argumenta Oeconomica 2015, vol.34, no. 1, pp. 157-173

Posted: 01 Dec 2017

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Abstract:

28.

Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads

Dynamic Econometric Models 2013, pp. 87-106.

Posted: 01 Dec 2017

Barbara Bedowska-Sojka and Agata Kliber

Poznań University of Economics and Business and Poznan University of Economics

Abstract:

29.

Macroeconomic News Effects on the Stock Markets in Intraday Data

Central European Journal of Economic Modelling and Econometrics, Vol. 5, pp. 249-269, 2013

Posted: 01 Dec 2017

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Abstract:

30.

Unemployment Rates Forecasts – Unobserved Component Models Versus Sarima Models in Central and Eastern European Countries

Comparative Economic Research. Central and Eastern Europe, De Gruyter Open, 2017, vol. 20, Issue 2, pp. 91-108

Posted: 01 Dec 2017

Barbara Bedowska-Sojka

Poznań University of Economics and Business

Barbara Bedowska-Sojka

Poznań University of Economics and Business

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Scholarly Papers (30)

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