Barbara Będowska-Sójka

Barbara Będowska-Sójka

Uniwersytet Ekonomiczny w Poznaniu

H-index: 12

Europe-Poland

About Barbara Będowska-Sójka

Barbara Będowska-Sójka, With an exceptional h-index of 12 and a recent h-index of 11 (since 2020), a distinguished researcher at Uniwersytet Ekonomiczny w Poznaniu, specializes in the field of time series analysis, financial econometrics, portfolio management, risk management, liquidity.

His recent articles reflect a diverse array of research interests and contributions to the field:

Machine learning and the cross-section of cryptocurrency returns

FinTech, regulation, and cybercrime: opportunities arising from new technologies

Mitigating digital asset risks

Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy

Has the pandemic changed the relationships between fintechs and banks?

The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory

Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine

False safe haven assets: Evidence from the target volatility strategy based on recurrent neural network

Barbara Będowska-Sójka Information

University

Position

Associate Professor

Citations(all)

599

Citations(since 2020)

490

Cited By

214

hIndex(all)

12

hIndex(since 2020)

11

i10Index(all)

19

i10Index(since 2020)

16

Email

University Profile Page

Uniwersytet Ekonomiczny w Poznaniu

Google Scholar

View Google Scholar Profile

Barbara Będowska-Sójka Skills & Research Interests

time series analysis

financial econometrics

portfolio management

risk management

liquidity

Top articles of Barbara Będowska-Sójka

Title

Journal

Author(s)

Publication Date

Machine learning and the cross-section of cryptocurrency returns

International Review of Financial Analysis

Nusret Cakici

Syed Jawad Hussain Shahzad

Barbara Będowska-Sójka

Adam Zaremba

2024/3/30

FinTech, regulation, and cybercrime: opportunities arising from new technologies

Available at SSRN

Monica Violeta Achim

Galena Pisoni

Codruta Mare

Maria Moloney

Szabolcs Korba

...

2023/11/1

Mitigating digital asset risks

Huei-Wen Teng

Wolfgang Karl Härdle

Joerg Osterrieder

Lennart John Baals

Vassilios G Papavassiliou

...

2023/10/13

Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy

Available at SSRN 4427380

Barbara Bedowska-Sojka

Agata Kliber

2023/4/24

Has the pandemic changed the relationships between fintechs and banks?

Operations Research and Decisions

Barbara Będowska-Sójka

Agata Kliber

Laivi Laidroo

2023/12/22

The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory

Journal of International Financial Markets, Institutions and Money

Barbara Będowska-Sójka

Krzysztof Echaust

Małgorzata Just

2022/5/1

Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine

Finance Research Letters

Barbara Będowska-Sójka

Ender Demir

Adam Zaremba

2022/12/1

False safe haven assets: Evidence from the target volatility strategy based on recurrent neural network

Research in International Business and Finance

Tomasz Kaczmarek

Barbara Będowska-Sójka

Przemysław Grobelny

Katarzyna Perez

2022/4/1

Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective

Energy Economics

Barbara Będowska-Sójka

Agata Kliber

2022/11/1

Do mixed-data sampling models help forecast liquidity and volatility?

Statistical Review

Barbara Będowska-Sójka

Agata Kliber

2022/10/31

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Finance Research Letters

Huaigang Long

Ender Demir

Barbara Będowska-Sójka

Adam Zaremba

Syed Jawad Hussain Shahzad

2022/10/1

The lithium and oil markets–dependencies and volatility spillovers

Resources Policy

Barbara Będowska-Sójka

Joanna Górka

2022/9/1

Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange

Annals of Operations Research

Barbara Będowska-Sójka

2021/2

Information content of liquidity and volatility measures

Physica A: Statistical Mechanics and its Applications

Barbara Będowska-Sójka

Agata Kliber

2021/2/1

Is Bitcoin still a king? Relationships between prices, volatility and liquidity of cryptocurrencies during the pandemic

Entropy

Barbara Będowska-Sójka

Agata Kliber

Aleksandra Rutkowska

2021/10/22

Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether

The North American Journal of Economics and Finance

Barbara Będowska-Sójka

Agata Kliber

2021/4/1

Triggers and Obstacles to the Development of the FinTech Sector in Poland

Risks

Agata Kliber

Barbara Będowska-Sójka

Aleksandra Rutkowska

Katarzyna Świerczyńska

2021/2/1

FinTechs in Poland: Insights, Trends and Perspectives

Agata Kliber

Barbara Będowska-Sójka

Aleksandra Rutkowska

Katarzyna Świerczyńska

Wojciech Zdunkiewicz

2020/5

Volatility and liquidity in cryptocurrency markets—The causality approach

Barbara Będowska-Sójka

Tomasz Hinc

Agata Kliber

2020

Liquidity of the European Indices: The Developed Versus the Emerging Markets

Barbara Będowska-Sójka

2020

See List of Professors in Barbara Będowska-Sójka University(Uniwersytet Ekonomiczny w Poznaniu)

Co-Authors

H-index: 43
Ender Demir

Ender Demir

Istanbul Medeniyet Üniversitesi

H-index: 33
Adam Zaremba

Adam Zaremba

Uniwersytet Ekonomiczny w Poznaniu

H-index: 29
Nusret Cakici

Nusret Cakici

Fordham University

H-index: 14
Agata Kliber

Agata Kliber

Uniwersytet Ekonomiczny w Poznaniu

H-index: 10
Krzysztof Echaust

Krzysztof Echaust

Uniwersytet Ekonomiczny w Poznaniu

H-index: 10
Katarzyna Perez

Katarzyna Perez

Uniwersytet Ekonomiczny w Poznaniu

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