Author Page for Jedrzej Pawel Bialkowski

The Gold Price in Times of Crisis

Number of pages: 32 Posted: 02 Dec 2010 Last Revised: 03 Aug 2013

Jedrzej Pawel Bialkowski, Martin T. Bohl, Patrick M. Stephan and Tomasz Piotr Wisniewski

University of Canterbury - Department of Economics and Finance, University of Muenster, University of Münster and Open University, UK

Downloads 1,576 (10,389)

Abstract:

2.

Improving VWAP. Strategies: A Dynamical Volume Approach

Journal of Banking and Finance, Vol. 32, 2008

Number of pages: 61 Posted: 28 Sep 2006 Last Revised: 23 Feb 2018

Jedrzej Pawel Bialkowski, Serge Darolles and Gaëlle Le Fol

University of Canterbury - Department of Economics and Finance, Université Paris Dauphine - DRM-CEREG and Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France

Downloads 1,469 (11,623)

Citation 5

Abstract:

3.

Piety and Profits: Stock Market Anomaly During the Muslim Holy Month

Finance and Corporate Governance Conference 2010 Paper

Number of pages: 55 Posted: 09 Sep 2009 Last Revised: 19 May 2011

Jedrzej Pawel Bialkowski, Ahmad Etebari and Tomasz Piotr Wisniewski

University of Canterbury - Department of Economics and Finance, University of New Hampshire and Open University, UK

Downloads 980 (21,682)

Citation 2

Abstract:

4.

Stock Market Volatility around National Elections

EFA 2006 Zurich Meetings Paper, 20th Australasian Finance & Banking Conference 2007 Paper, European University Viadrina Postgraduate Research Programme Working Paper

Number of pages: 30 Posted: 18 Apr 2006 Last Revised: 14 Apr 2008

Jedrzej Pawel Bialkowski, Katrin Gottschalk and Tomasz Piotr Wisniewski

University of Canterbury - Department of Economics and Finance, Auckland University of Technology - Business School - Department of Finance and Open University, UK

Downloads 681 (36,151)

Citation 13

Abstract:

5.

Optimal VWAP Tracking

Number of pages: 66 Posted: 01 Oct 2013

Daniel Mitchell, Jedrzej Pawel Bialkowski and Stathis Tompaidis

University of Texas at Austin - Red McCombs School of Business, University of Canterbury - Department of Economics and Finance and University of Texas at Austin - McCombs School of Business

Downloads 447 (62,113)

Abstract:

6.

Emerging Market Mutual Fund Performance: Evidence for Poland

Number of pages: 30 Posted: 18 Oct 2010

Jedrzej Pawel Bialkowski and Rogér Otten

University of Canterbury - Department of Economics and Finance and Maastricht University - Limburg Institute of Financial Economics (LIFE)

Downloads 329 (89,026)

Abstract:

7.

Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey

Emerging Markets Review, Vol. 15, 2013

Number of pages: 44 Posted: 22 Dec 2011 Last Revised: 02 May 2013

Jedrzej Pawel Bialkowski, Martin T. Bohl, Philipp Kaufmann and Tomasz Piotr Wisniewski

University of Canterbury - Department of Economics and Finance, University of Muenster, University of Muenster and Open University, UK

Downloads 299 (98,795)

Citation 1

Abstract:

8.

Political Orientation of Government and Stock Market Returns

Number of pages: 12 Posted: 31 Jul 2006

Jedrzej Pawel Bialkowski, Katrin Gottschalk and Tomasz Piotr Wisniewski

University of Canterbury - Department of Economics and Finance, Auckland University of Technology - Business School - Department of Finance and Open University, UK

Downloads 247 (120,899)

Citation 4

Abstract:

9.

Testing for Financial Spillovers in Calm and Turmoil Periods

EFMA 2004 Basel Meetings Paper

Number of pages: 32 Posted: 09 May 2004

Martin T. Bohl, Dobromil Serwa and Jedrzej Pawel Bialkowski

University of Muenster, European University Viadrina Frankfurt (Oder) - Department of Economics and University of Canterbury - Department of Economics and Finance

Downloads 152 (189,101)

Citation 3

Abstract:

10.

Individual Investors Surpass Their Reputation: Market Efficiency on the Polish Futures Market

Number of pages: 26 Posted: 06 Feb 2008

Martin T. Bohl, Christiane Goodfellow and Jedrzej Pawel Bialkowski

University of Muenster, University of Muenster and University of Canterbury - Department of Economics and Finance

Downloads 137 (205,716)

Abstract:

11.

Financial Markets in the Face of the Apocalypse

Number of pages: 57 Posted: 21 Jun 2015 Last Revised: 29 Jun 2016

Jedrzej Pawel Bialkowski and Ehud I. Ronn

University of Canterbury - Department of Economics and Finance and University of Texas at Austin - Department of Finance

Downloads 115 (235,231)

Abstract:

12.

Cross-Hedging on the Milk-Derived Product Market

Number of pages: 43 Posted: 06 Aug 2015

Jan Koeman and Jedrzej Pawel Bialkowski

University of Canterbury - Economics and Finance and University of Canterbury - Department of Economics and Finance

Downloads 108 (246,014)

Abstract:

13.

Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures

Number of pages: 32 Posted: 13 Oct 2016

Jedrzej Pawel Bialkowski and Jan Koeman

University of Canterbury - Department of Economics and Finance and University of Canterbury - Economics and Finance

Downloads 90 (277,640)

Abstract:

14.

Midterm Elections’ Stock Market Surge – An Unintentional Gift From US Politicians

Number of pages: 18 Posted: 12 Oct 2018

Jedrzej Pawel Bialkowski and Aynaz Nahavandi

University of Canterbury - Department of Economics and Finance and University of Canterbury - Economics and Finance

Downloads 32 (447,597)

Abstract:

15.

The Determinants of Office Rents and Yields: The International Evidence

Number of pages: 37 Posted: 07 Feb 2019

Jedrzej Pawel Bialkowski, Sheridan Titman and Garry J. Twite

University of Canterbury - Department of Economics and Finance, University of Texas at Austin - Department of Finance and University of Melbourne - Department of Finance

Downloads 17 (526,938)

Abstract:

16.

The Global Equity Premium Revisited: What Human Rights Imply for Assets' Purchasing Power

Number of pages: 39 Posted: 12 Oct 2018

Jedrzej Pawel Bialkowski and Ehud I. Ronn

University of Canterbury - Department of Economics and Finance and University of Texas at Austin - Department of Finance

Downloads 6 (591,930)

Abstract:

17.

Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange

Finance and Corporate Governance Conference 2010 Paper, https://doi.org/10.3905/jod.2012.19.3.029

Posted: 20 May 2019

Jedrzej Pawel Bialkowski and Jacek Jakubowski

University of Canterbury - Department of Economics and Finance and University of Warsaw, Instiute of Mathematics

Downloads 0 (651,081)

Abstract:

18.

Reducing the Risk of VWAP Orders Execution

JASSA The Finsia Journal of Applied Finance, Issue 2012, 12-18

Posted: 21 Nov 2017

Jedrzej Pawel Bialkowski, Serge Darolles and Gaëlle Le Fol

University of Canterbury - Department of Economics and Finance, Université Paris Dauphine - DRM-CEREG and Université Paris-Dauphine, PSL Research University, CNRS, UMR 7088, DRM, Finance, 75016 Paris, France

Abstract:

19.

Individual Investors Surpass Their Reputation: Trading Behaviour on the Polish Futures Market

Economic Systems, Vol. 34, No. 4, 2010

Posted: 30 Jul 2011

Martin T. Bohl, Christiane Goodfellow and Jedrzej Pawel Bialkowski

University of Muenster, University of Muenster and University of Canterbury - Department of Economics and Finance

Jedrzej Pawel Bialkowski

University of Canterbury - Department of Economics and Finance

Senior Lecturer

19

Top 6,387

6,685

Top 12,884

30

Scholarly Papers (19)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: