| Stock market volatility around national elections J Białkowski, K Gottschalk, TP Wisniewski Journal of Banking & Finance 32 (9), 1941-1953, 2008 | 579 | 2008 |
| Fast profits: Investor sentiment and stock returns during Ramadan J Białkowski, A Etebari, TP Wisniewski Journal of Banking & Finance 36 (3), 835-845, 2012 | 328 | 2012 |
| Emerging market mutual fund performance: Evidence for Poland J Białkowski, R Otten The north american Journal of economics and finance 22 (2), 118-130, 2011 | 170 | 2011 |
| SRI funds: Investor demand, exogenous shocks and ESG profiles J Białkowski, LT Starks Department of Economics and Finance, College of Business and Economics …, 2016 | 168 | 2016 |
| The gold price in times of crisis J Białkowski, MT Bohl, PM Stephan, TP Wisniewski International Review of Financial Analysis 41, 329-339, 2015 | 154 | 2015 |
| Improving VWAP strategies: A dynamic volume approach J Białkowski, S Darolles, G Le Fol Journal of Banking & Finance 32 (9), 1709-1722, 2008 | 103 | 2008 |
| Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey J Białkowski, MT Bohl, P Kaufmann, TP Wisniewski Emerging Markets Review 15, 211-232, 2013 | 97 | 2013 |
| Political orientation of government and stock market returns J Bialkowski, K Gottschalk, TP Wisniewski Applied Financial Economics Letters 3 (4), 269-273, 2007 | 55 | 2007 |
| Piety and profits: Stock market anomaly during the Muslim Holy Month JP Bialkowski, A Etebari, TP Wisniewski Finance and Corporate Governance Conference, 2010 | 52 | 2010 |
| Stock index futures arbitrage in emerging markets: Polish evidence J Białkowski, J Jakubowski International Review of Financial Analysis 17 (2), 363-381, 2008 | 45 | 2008 |
| High policy uncertainty and low implied market volatility: An academic puzzle? J Białkowski, HD Dang, X Wei Journal of Financial Economics 143 (3), 1185-1208, 2022 | 41 | 2022 |
| Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules J Białkowski Economics Letters 191, 108834, 2020 | 41 | 2020 |
| Testing for financial spillovers in calm and turbulent periods J Białkowski, MT Bohl, D Serwa The Quarterly Review of Economics and Finance 46 (3), 397-412, 2006 | 31 | 2006 |
| Does the design of spot markets matter for the success of futures markets? Evidence from dairy futures J Białkowski, J Koeman Journal of Futures Markets 38 (3), 373-389, 2018 | 28 | 2018 |
| Modelling returns on stock indices for western and central european stock exchanges-a Markov switching approach J Bialkowski South-Eastern Europe Journal of Economics 2 (2), 2004 | 26 | 2004 |
| Financial contagion, spillovers and causality in the Markov switching framework J Białkowski*, D Serwa Quantitative Finance 5 (1), 123-131, 2005 | 22 | 2005 |
| Is there a speculative bubble in the price of gold JP Bialkowski, MT Bohl, PM Stephan, TP Wisniewski Available at SSRN 1718106, 2011 | 20 | 2011 |
| Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange J Bialkowski, J Jakubowski Social Science Research Network, 2010 | 18 | 2010 |
| Stock index futures arbitrage: Evidence from a meta-analysis J Białkowski, D Perera International Review of Financial Analysis 61, 284-294, 2019 | 12 | 2019 |
| Does the tail wag the dog? Evidence from fund flow to VIX ETFs and ETNs J Bialkowski, HD Dang, X Wei Pageant Media US, 2016 | 11 | 2016 |
Jacek JakubowskiProfesor matematyki, Uniwersytet WarszawskiVerified email at mimuw.edu.pl
