Joanna Olbrys

Bialystok University of Technology

Wiejska 45A

Bialystok, 15-351

Poland

  • Bialystok University of Technology

SCHOLARLY PAPERS

4

DOWNLOADS

393

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

The Global Financial Crisis 2007-2009: A Survey

Number of pages: 13 Posted: 08 Jul 2021
Joanna Olbrys
Bialystok University of Technology
Downloads 229 (205,991)
Citation 1

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stock market, crisis, market states, cross-market correlations, contagion, integration, globalization

2.

Recognizing Intra-day Patterns of Stock Market Activity

Number of pages: 25 Posted: 23 Aug 2021
Joanna Olbrys, Gabriela Sawicka and Ewa Nowosada
Bialystok University of Technology, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 77 (473,487)
Citation 1

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high-frequency data, market microstructure, intra-day seasonality, trading volume, relative spread, modified Roll's estimator

3.

Unexpected Returns on Bonds. The Case of the Pandemic Period in Poland

Number of pages: 13 Posted: 11 Oct 2020
Joanna Olbrys
Bialystok University of Technology
Downloads 51 (581,402)

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decision support, changes in interest rates, risk, bond, duration, convexity

4.

Do Changes in Interest Rates Affect Asset Returns? Event Study Results within the COVID-19 Pandemic in Poland

Number of pages: 24 Posted: 17 Nov 2021
Joanna Olbrys
Bialystok University of Technology
Downloads 36 (664,437)
Citation 1

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COVID-19, declining interest rates, event study, abnormal returns, event-induced volatility, OLS-HAC