Publikacje

2019
Olbryś, Joanna, i Michał Mursztyn. „Alternative Estimators For The Effective Spread Derived From High-Frequency Data”. Effective Investment On Capital Market. Springer Proceedings In Business And Economics, Tarczyński W., Nermend K. (Eds.). Springer Nature Switzerland AG, 2019. 177-188. Print. springer_cmei_2018_olbrys_mursztyn.pdf
Olbrys, Joanna, i Michal Mursztyn. „Depth, Tightness, And Resiliency As Market Liquidity Dimensions: Evidence From The Polish Stock Market”. International Journal Of Computational Economics And Econometrics 9.4 (2019): 308-326. Print. olbrys_mursztyn_ijcee_2019.pdf
Olbrys, Joanna, i Michal Mursztyn. „Estimation Of Intraday Stock Market Resiliency: Short-Time Fourier Transform Approach”. Physica A: Statistical Mechanics And Its Applications 535 (2019): 122413. Print.
Olbryś, Joanna. „Intra-Market Commonality In Liquidity. New Evidence From The Polish Stock Exchange”. Equilibrium. Quarterly Journal Of Economics And Economic Policy 14.2 (2019): 251-275. Print. olbrys_equilibrium_2019.pdf
Olbryś, Joanna. „Market-Wide Commonality In Liquidity On The Cee-3 Emerging Stock Markets”. Jajuga K., Locarek-Junge H., Orlowski L.t., Staehr K. (Eds) Contemporary Trends And Challenges In Finance. Springer Proceedings In Business And Economics. Springer Nature Switzerland AG, 2019. 137-145. Print. springer_wrofin_2018_olbrys.pdf
Olbrys, Joanna, i Michal Mursztyn. „Measuring Stock Market Resiliency With Discrete Fourier Transform For High Frequency Data”. Physica A: Statistical Mechanics And Its Applications 513 (2019): 248-256. Print.
2018
Olbryś, Joanna, i Michał Mursztyn. „Assessing Accuracy Of Trade Classification Rules. Methods, Data, And Problems”. M. Papież, S. Śmiech (Eds) The 12Th Professor Aleksander Zelias International Conference On Modelling And Forecasting Of Socio-Economic Phenomena. Conference Proceedings. 2018: 335-344. Print. olbrys_mursztyn_zakopane_2018.pdf
Olbryś, Joanna. „Components Of The Effective Spread: Evidence From The Warsaw Stock Exchange”. Bem A., Daszyńska-Żygadło K., Hajdiková T., Juhász P. (Eds) Finance And Sustainability. Proceedings From The Finance And Sustainability Conference, Wroclaw 2017. Springer Proceedings In Business And Economics. Cham: Springer, 2018. 149-163. Print. springer_fsc_2018_olbrys.pdf
Olbrys, Joanna, i Michal Mursztyn. „Liquidity Proxies Based On Intraday Data: The Case Of The Polish Order Driven Stock Market”. Tsounis N., Vlachvei A. (Eds) Advances In Panel Data Analysis In Applied Economic Research.springer Proceedings In Business And Economics. Cham: Springer, 2018. 113-128. Print. springer_icoae_2017_olbrys_mursztyn.pdf
Majewska, Elzbieta, i Joanna Olbrys. „Measuring Dynamics Of Financial Integration On The Euro Area Stock Markets, 2000-2016”. Tsounis N., Vlachvei A. (Eds) Advances In Panel Data Analysis In Applied Economic Research. Springer Proceedings In Business And Economics. Cham: Springer, 2018. 129-142. Print. springer_icoae_2017_majewska_olbrys.pdf
Olbryś, Joanna. „The Non-Trading Problem In Assessing Commonality In Liquidity On Emerging Stock Markets”. Dynamic Econometric Models 18 (2018): 67-79. Print. olbrys_dem_2018.pdf
Olbrys, Joanna, i Michal Mursztyn. „On Some Characteristics Of Liquidity Proxy Time Series. Evidence From The Polish Stock Market”. Tsounis N., Vlachvei A. (Eds) Advances In Time Series Data Methods In Applied Economic Research. Springer Proceedings In Business And Economics. Cham: Springer, 2018. 177-189. Print. springer_icoae_2018_olbrys_mursztyn.pdf
Olbryś, Joanna. „Testing Stability Of Correlations Between Liquidity Proxies Derived From Intraday Data On The Warsaw Stock Exchange”. Jajuga K., Locarek-Junge H., Orlowski L. (Eds) Contemporary Trends And Challenges In Finance. Proceedings From The 3Rd Wroclaw International Conference In Finance. Springer Proceedings In Business And Economics. Cham: Springer, 2018. 67-79. Print. springer_wrofin_2017_olbrys.pdf
2017
Olbryś, J, i E Majewska. „Asymmetry Effects In Volatility On The Major European Stock Markets: The Egarch Based Approach”. Quantitative Finance And Economics 1.4 (2017): 411-427. Print. olbrys_majewska_qfe-01-00411.pdf
Olbrys, J, i M Mursztyn. „Dimensions Of Market Liquidity: The Case Of The Polish Stock Market”. Tsounis N., Vlachvei A. (Eds) Advances In Applied Economic Research. Springer Proceedings In Business And Economics. Cham: Springer, 2017. 151-166. Print. springer_icoae_2016_olbrys_mursztyn.pdf
Majewska, E, i J Olbryś. „The Evolution Of Financial Integration On Selected European Stock Markets: A Dynamic Principal Component Approach”. Comparative Economic Research. Central And Eastern Europe 20.4 (2017): 45-63. Print. majewska_olbrys_cer_2017.pdf
Majewska, E, i J Olbrys. „Formal Identification Of Crises On The Euro Area Stock Markets, 2004-2015”. Tsounis N., Vlachvei A. (Eds) Advances In Applied Economic Research. Springer Proceedings In Business And Economics. Cham: Springer, 2017. 167-180. Print. springer_icoae_2016_majewska_olbrys.pdf
Olbryś, J, i E Majewska. „Increasing Cross-Market Correlations During The 2007-2009 Financial Crisis: Contagion Or Integration Effects?”. Argumenta Oeconomica 39.2 (2017): 263-278. Print. olbrys_majewska_ao_2017.pdf
Olbryś, J. „Interaction Between Market Depth And Market Tightness On The Warsaw Stock Exchange: A Preliminary Study”. Jajuga K., Orlowski L., Staehr K. (Eds) Contemporary Trends And Challenges In Finance. Springer Proceedings In Business And Economics. Cham: Springer, 2017. 103-111. Print. springer_wrofin_2016_olbrys.pdf
Olbryś, Joanna, i Michał Mursztyn. „Measurement Of Stock Market Liquidity Supported By An Algorithm Inferring The Initiator Of A Trade”. Operations Research And Decisions 27.4 (2017): 111-127. Print. olbrys_mursztyn_ord_2017.pdf
Olbryś, J, i M Mursztyn. „Pomiar Naprężenia Rynku Na Giełdzie Papierów Wartościowych W Warszawie Sa”. Finanse, Rynki Finansowe, Ubezpieczenia 85.1 (2017): 389-398. Print. olbrys_mursztyn_kzf_2017.pdf
2016
Olbrys, J, i E Majewska. „Crisis Periods And Contagion Effects In The Cee Stock Markets: The Influence Of The 2007 U.s. Subprime Crisis”. International Journal Of Computational Economics And Econometrics 6.2 (2016): 124-137. Print. ijcee_62_paper_2.pdf
Labuschagne, C, E Majewska, i J Olbryś. „Crisis Periods, Contagion And Integration Effects In The African Equity Markets During The 2007-2009 Global Financial Crisis”. Optimum. Studia Ekonomiczne 83.5 (2016): 31-52. Print. 03_labuschagne_majewska_olbrys.pdf
Nowak, S, i J Olbryś. „Direct Evidence Of Non-Trading On The Warsaw Stock Exchange”. Research Papers Of Wroclaw University Of Economics. Wroclaw Conference In Finance: Contemporary Trends And Challenges, 428 (2016): 184-194. Print. nowak_olbrys_wrofin_2016.pdf
Olbryś, J, i M Mursztyn. „Głębokość Rynku Jako Jeden Z Wymiarów Płynności Giełdy Papierów Wartościowych W Warszawie S.a.”. Finanse, Rynki Finansowe, Ubezpieczenia 79.1 (2016): 101-112. Print. olbrys_mursztyn_frfu-79-101.pdf
2015
Olbryś, J, i E Majewska. „Bear Market Periods During The 2007-2009 Financial Crisis: Direct Evidence From The Visegrad Countries”. Acta Oeconomica 65.4 (2015): 547-565. Print. acta_olbrys_majewska_2015.pdf
Olbryś, J, i M Mursztyn. „Comparison Of Selected Trade Classification Algorithms On The Warsaw Stock Exchange”. Advances In Computer Science Research 12 (2015): 37-52. Print. 06-olbrysmursztyn37-52.pdf
Nowak, S, i J Olbryś. „Day-Of-The-Week Effects In Liquidity On The Warsaw Stock Exchange”. Dynamic Econometric Models 15 (2015): 49-69. Print. nowak_olbrys_dem_2015.pdf
Olbryś, J, i E Majewska. „Testing Integration Effects Between The Cee And U.s. Stock Markets During The 2007-2009 Global Financial Crisis”. Folia Oeconomica Stetinensia 15.1 (2015): 101-113. Print. olbrys_majewska_fos_2015.pdf
Nowak, S, i J Olbryś. „Zależności Korelacyjne W Szeregach Stóp Zwrotu Spółek Notowanych Na Giełdzie Papierów Wartościowych W Warszawie S.a.”. Zarządzanie I Finanse 13.4/2 (2015): 63-84. Print. nowak_olbrys_2015_zif.pdf
2014
Olbrys, J, i Majewska E. „The 2007-2009 Financial Crisis On Emerging Markets: Quantitative Identification Of Crisis In Continent-Based Regions”. Chinese Business Review 13.7 (2014): 411-426. Print. olbrys_majewska_cbr_2014.pdf
Olbrys, J, i E Majewska. „Direct Identification Of Crisis Periods On The Cee Stock Markets: The Influence Of The 2007 U.s. Subprime Crisis”. Procedia Economics And Finance 14 (2014): 461-470. Print. olbrys_majewska_icoae_2014.pdf
Olbryś, J. „Efekt Przedziałowy Współczynnika Determinacji Modelu Rynku”. Optimum. Studia Ekonomiczne 68.2 (2014): 75-84. Print. olbrys_optimum_2014.pdf
Olbryś, J. „Is Illiquidity Risk Priced? The Case Of The Polish Medium-Size Emerging Stock Market”. Bank I Kredyt 45.6 (2014): 513-536. Print. bik_06_2014_02_art.pdf
Olbryś, J, i E Majewska. „Implications Of Market Frictions: Serial Correlations In Indexes On The Emerging Stock Markets In Central And Eastern Europe”. Operations Research And Decisions 24.1 (2014): 51-70. Print. olbrys_majewska_ord_2014.pdf
Olbrys, J, i E Majewska. „Quantitative Identification Of Crisis Periods On The Major European Stock Markets”. Pensee Journal 76.1 (2014): 254-260. Print. olbrys_majewska_pensee1_2014.pdf
Olbrys, J, i E Majewska. „On Some Empirical Problems In Financial Databases”. Pensee Journal 76.9 (2014): 2-9. Print. olbrys_majewska_pensee2_2014.pdf
Olbryś, J. Wycena Aktywów Kapitałowych Na Rynku Z Zakłóceniami W Procesach Transakcyjnych. Warszawa: Difin S.A., 2014. Print. wycena_aktywow_kapitalowych.pdf olbrys_spis_tresci.pdf