Research project · Narodowe Centrum Nauki
NCN OPUS 13
NCN OPUS 13 · grant no. UMO-2017/25/B/HS4/01546
Publications from this project (10)
The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory
Będowska-Sójka, B., Echaust, K., Just, M. (2022). Journal of International Financial Markets, Institutions and Money, 78, 101563.
Is Bitcoin still a king? Relationships between prices, volatility and liquidity of cryptocurrencies during the pandemic
Będowska-Sójka, B., Kliber, A., Rutkowska, A. (2021). Entropy, 23(11), 1386.
Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange
Będowska-Sójka, B. (2021). Annals of Operations Research, 297(1), 37–51.
Do aggressive orders affect liquidity? An evidence from an emerging market
Będowska-Sójka, B. (2020). Research in International Business and Finance, 54, 101307.
Do liquidity proxies based on daily prices and quotes really measure liquidity?
Będowska-Sójka, B., Echaust, K. (2020). Entropy, 22(7), 783.
What is the best proxy for liquidity in the presence of extreme illiquidity?
Będowska-Sójka, B., Echaust, K. (2020). Emerging Markets Review, 43, 100695.
Commonality in liquidity indices: The emerging European stock markets
Będowska-Sójka, B., Echaust, K. (2019). Systems, 7(2), 24.
The causality between liquidity and volatility in the Polish stock market
Będowska-Sójka, B., Kliber, A. (2019). Finance Research Letters, 30, 110–115.
The dynamics of low-frequency liquidity measures: The developed versus the emerging market
Będowska-Sójka, B. (2019). Journal of Financial Stability, 42, 136–142.
The coherence of liquidity measures. The evidence from the emerging market
Będowska-Sójka, B. (2018). Finance Research Letters, 27, 118–123.