Joanna Olbryś

Joanna Olbryś

Politechnika Bialostocka

H-index: 15

Europe-Poland

About Joanna Olbryś

Joanna Olbryś, With an exceptional h-index of 15 and a recent h-index of 9 (since 2020), a distinguished researcher at Politechnika Bialostocka, specializes in the field of Econometrics, Empirical Finance, Market Microstructure, Computing in Social Science.

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

Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses

What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model

Market-timing models for mutual funds performance evaluation

Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic

Approximate Entropy and Sample Entropy Algorithms in Financial Time Series Analyses

Entropy-Based Applications in Economics, Finance, and Management

Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period

Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach

Joanna Olbryś Information

University

Position

Associate Professor Poland

Citations(all)

812

Citations(since 2020)

344

Cited By

612

hIndex(all)

15

hIndex(since 2020)

9

i10Index(all)

33

i10Index(since 2020)

8

Email

University Profile Page

Politechnika Bialostocka

Google Scholar

View Google Scholar Profile

Joanna Olbryś Skills & Research Interests

Econometrics

Empirical Finance

Market Microstructure

Computing in Social Science

Top articles of Joanna Olbryś

Title

Journal

Author(s)

Publication Date

Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses

Entropy

Joanna Olbryś

Natalia Komar

2023

What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model

JEEMS Journal of East European Management Studies

Anna Rogozińska-Pawełczyk

Joanna Olbryś

2023/10/10

Market-timing models for mutual funds performance evaluation

Joanna Olbrys

2023/7

Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic

Joanna Olbrys

Elzbieta Majewska

2023/7

Approximate Entropy and Sample Entropy Algorithms in Financial Time Series Analyses

Procedia Computer Science

Joanna Olbrys

Elzbieta Majewska

2022/1/1

Entropy-Based Applications in Economics, Finance, and Management

Entropy

Joanna Olbryś

2022/10/14

Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period

Joanna Olbrys

2022/8/31

Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach

Entropy

Joanna Olbryś

Elżbieta Majewska

2022

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

Available at SSRN: https://ssrn.com/abstract=3964522

Joanna Olbrys

2021/11/19

Recognizing Intra-day Patterns of Stock Market Activity

Available at SSRN: https://ssrn.com/abstract=3899820

Joanna Olbrys

Gabriela Sawicka

Ewa Nowosada

2021/8/23

The Global Financial Crisis 2007-2009: A Survey

Joanna Olbrys

2021/7/9

An Entropy-Based Approach to Measurement of Stock Market Depth

Entropy

Joanna Olbryś

Krzysztof Ostrowski

2021/5

Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market

Joanna Olbrys

Elzbieta Majewska

2021

Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange,

Journal of Risk and Financial Management

Joanna Olbryś

Elżbieta Majewska

2020/12/21

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

Joanna Olbrys

2020/10/11

Intraday Patterns in Trading Volume. Evidence from High Frequency Data on the Polish Stock Market

Joanna Olbryś

Adrian Oleszczak

2020/5

Brak wspólności w płynności na małych rozwijających się rynkach giełdowych? Wyniki dla giełd Europy Środkowo-Wschodniej

Comparative Economic Research

Joanna Olbryś

2020

No Commonality in Liquidity on Small Emerging Markets? Evidence from the Central and Eastern European Stock Exchanges

Comparative Economic Research. Central and Eastern Europe

Joanna Olbryś

2020

See List of Professors in Joanna Olbryś University(Politechnika Bialostocka)

Co-Authors

H-index: 16
Coenraad C. A.  Labuschagne

Coenraad C. A. Labuschagne

University of Johannesburg

H-index: 10
Anna Rogozińska-Pawełczyk

Anna Rogozińska-Pawełczyk

Politechnika Lódzka

H-index: 10
Elżbieta Majewska

Elżbieta Majewska

Uniwersytet w Bialymstoku

H-index: 7
Andrzej Karpio

Andrzej Karpio

Szkola Glówna Gospodarstwa Wiejskiego

H-index: 6
Sabina Nowak

Sabina Nowak

Uniwersytet Gdanski

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