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Joanna Olbrys

Personal Details

First Name:Joanna
Middle Name:
Last Name:Olbrys
Suffix:
RePEc Short-ID:pol146
[This author has chosen not to make the email address public]

Affiliation

Politechnika Białostocka

http://www.pb.bialystok.pl
Poland, Bialystok,

Research output

as
Jump to: Articles Chapters

Articles

  1. Rogozińska-Pawełczyk, Anna & Olbryś, Joanna, 2023. "What are the most important factors affecting job satisfaction? Evidence for Poland from the Bayesian Network model," Journal of East European Management Studies, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 28(3), pages 442-478.
  2. Joanna Olbryś & Elżbieta Majewska, 2020. "Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange," JRFM, MDPI, vol. 13(12), pages 1-13, December.
  3. Joanna Olbrys & Michal Mursztyn, 2019. "Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 9(4), pages 308-326.
  4. Olbrys, Joanna & Mursztyn, Michal, 2019. "Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
  5. Olbrys, Joanna & Mursztyn, Michal, 2019. "Measuring stock market resiliency with Discrete Fourier Transform for high frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 248-256.
  6. Joanna Olbrys, 2019. "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(2), pages 251-275, June.
  7. Joanna Olbryś & Michał Mursztyn, 2017. "Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 27(4), pages 111-127.
  8. Majewska Elżbieta & Olbryś Joanna, 2017. "The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach," Comparative Economic Research, Sciendo, vol. 20(4), pages 45-63, December.
  9. Joanna Olbrys & Elzbieta Majewska, 2016. "Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 6(2), pages 124-137.
  10. Sabina Nowak & Joanna Olbrys, 2015. "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 49-69.
  11. Joanna Olbryś & Elżbieta Majewska, 2015. "Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 65(4), pages 547-565, December.
  12. Olbryś Joanna & Majewska Elżbieta, 2015. "Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis," Folia Oeconomica Stetinensia, Sciendo, vol. 15(1), pages 101-113, June.
  13. Joanna Olbryś & Elżbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 51-70.
  14. Joanna Olbry�, 2014. "Is illiquidity risk priced? The case of the Polish medium-size emerging stock market," Bank i Kredyt, Narodowy Bank Polski, vol. 45(6), pages 513�536-5.
  15. Joanna Olbrys, 2013. "Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S2), pages 145-157, March.
  16. Joanna Olbrys, 2013. "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 33-50.
  17. Olbryś Joanna, 2012. "Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds," Folia Oeconomica Stetinensia, Sciendo, vol. 10(2), pages 60-80, January.
  18. Joanna Olbrys, 2011. "Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 3(2).
  19. Joanna Olbrys, 2011. "ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 185-202.
  20. Joanna Olbryś, 2010. "Three-factor market-timing models with Fama and French’s spread variables," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 20(2), pages 91-106.

Chapters

  1. Joanna Olbrys, 2024. "Extreme Events and Stock Market Efficiency: The Modified Shannon Entropy Approach," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Applied Economic Research and Trends, chapter 0, pages 77-89, Springer.
  2. Joanna Olbrys & Elzbieta Majewska, 2023. "Ranking Stock Markets Informational (In)Efficiency During the COVID-19 Pandemic," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Empirical Economic Research, chapter 0, pages 473-484, Springer.
  3. Joanna Olbrys, 2022. "Interest Rate Changes and Investors’ Activity: Evidence from Poland During the Pandemic Period," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Quantitative Economic Research, chapter 0, pages 15-30, Springer.
  4. Joanna Olbrys & Elzbieta Majewska, 2021. "Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Longitudinal Data Methods in Applied Economic Research, pages 109-122, Springer.
  5. Joanna Olbrys, 2020. "Market Tightness on the CEE Emerging Stock Exchanges in the Context of the Non-trading Problem," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Cross-Section Data Methods in Applied Economic Research, chapter 0, pages 553-569, Springer.
  6. Joanna Olbryś, 2019. "Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orłowski & Karsten Staehr (ed.), Contemporary Trends and Challenges in Finance, pages 137-145, Springer.
  7. Joanna Olbryś & Michał Mursztyn, 2019. "Alternative Estimators for the Effective Spread Derived from High-Frequency Data," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 177-188, Springer.
  8. Joanna Olbryś, 2018. "Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orlowski (ed.), Contemporary Trends and Challenges in Finance, pages 67-79, Springer.
  9. Joanna Olbrys & Michal Mursztyn, 2018. "Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Panel Data Analysis in Applied Economic Research, chapter 0, pages 113-128, Springer.
  10. Elzbieta Majewska & Joanna Olbrys, 2018. "Measuring Dynamics of Financial Integration on the Euro Area Stock Markets, 2000–2016," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Panel Data Analysis in Applied Economic Research, chapter 0, pages 129-142, Springer.
  11. Joanna Olbrys & Michal Mursztyn, 2018. "On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 177-189, Springer.
  12. Joanna Olbryś, 2018. "Components of the Effective Spread: Evidence from the Warsaw Stock Exchange," Springer Proceedings in Business and Economics, in: Agnieszka Bem & Karolina Daszyńska-Żygadło & Taťána Hajdíková & Péter Juhász (ed.), Finance and Sustainability, pages 149-163, Springer.
  13. Joanna Olbrys & Michal Mursztyn, 2017. "Dimensions of Market Liquidity: The Case of the Polish Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Applied Economic Research, chapter 0, pages 151-166, Springer.
  14. Elzbieta Majewska & Joanna Olbrys, 2017. "Formal Identification of Crises on the Euro Area Stock Markets, 2004–2015," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Applied Economic Research, chapter 0, pages 167-180, Springer.
  15. Joanna Olbryś, 2017. "Interaction Between Market Depth and Market Tightness on the Warsaw Stock Exchange: A Preliminary Study," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Lucjan T. Orlowski & Karsten Staehr (ed.), Contemporary Trends and Challenges in Finance, pages 103-111, Springer.
    RePEc:ann:findec:book:y:2009:n:07:ch:11:mon is not listed on IDEAS
    RePEc:ann:findec:book:y:2012:n:10:ch:06:mon is not listed on IDEAS
    RePEc:ann:findec:book:y:2007:n:05:ch:10:mon is not listed on IDEAS
    RePEc:ann:findec:book:y:2011:n:09:ch:09:mon is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Joanna Olbryś & Elżbieta Majewska, 2020. "Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange," JRFM, MDPI, vol. 13(12), pages 1-13, December.

    Cited by:

    1. Dariusz Kayzer & Dorota Czerwińska-Kayzer & Joanna Florek & Ryszard Staniszewski, 2024. "Financial Security as a Basis for the Sustainable Development of Small and Medium-Sized Renewable Energy Companies—A Polish Perspective," Sustainability, MDPI, vol. 16(14), pages 1-21, July.

  2. Joanna Olbrys & Michal Mursztyn, 2019. "Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 9(4), pages 308-326.

    Cited by:

    1. Samuel Tabot Enow, 2023. "Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 1-6, January.
    2. Isao Yagi & Yuji Masuda & Takanobu Mizuta, 2020. "Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity," Papers 2010.13038, arXiv.org.

  3. Olbrys, Joanna & Mursztyn, Michal, 2019. "Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).

    Cited by:

    1. Luo, Changqing & Liu, Lan & Wang, Da, 2021. "Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    2. Isao Yagi & Yuji Masuda & Takanobu Mizuta, 2020. "Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity," Papers 2010.13038, arXiv.org.

  4. Olbrys, Joanna & Mursztyn, Michal, 2019. "Measuring stock market resiliency with Discrete Fourier Transform for high frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 248-256.

    Cited by:

    1. Olbrys, Joanna & Mursztyn, Michal, 2019. "Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    2. Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022. "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    3. Isao Yagi & Yuji Masuda & Takanobu Mizuta, 2020. "Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity," Papers 2010.13038, arXiv.org.

  5. Joanna Olbrys, 2019. "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(2), pages 251-275, June.

    Cited by:

    1. Barbara Będowska-Sójka, 2016. "Liquidity Dynamics Around Jumps: The Evidence from the Warsaw Stock Exchange," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(12), pages 2740-2755, December.

  6. Joanna Olbryś & Michał Mursztyn, 2017. "Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 27(4), pages 111-127.

    Cited by:

    1. Joanna Olbrys, 2019. "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(2), pages 251-275, June.

  7. Joanna Olbrys & Elzbieta Majewska, 2016. "Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 6(2), pages 124-137.

    Cited by:

    1. Peter Arendas & Jana Kotlebova, 2019. "The Turn of the Month Effect on CEE Stock Markets," IJFS, MDPI, vol. 7(4), pages 1-19, October.
    2. Joanna Olbryś & Elżbieta Majewska, 2020. "Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange," JRFM, MDPI, vol. 13(12), pages 1-13, December.

  8. Sabina Nowak & Joanna Olbrys, 2015. "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 49-69.

    Cited by:

    1. Olbrys, Joanna & Mursztyn, Michal, 2019. "Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).

  9. Joanna Olbryś & Elżbieta Majewska, 2015. "Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 65(4), pages 547-565, December.

    Cited by:

    1. Radhika Prosad Datta, 2023. "Regularity in forex returns during financial distress: Evidence from India," Papers 2308.04181, arXiv.org.
    2. Olbrys, Joanna & Mursztyn, Michal, 2019. "Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    3. Olbrys, Joanna & Mursztyn, Michal, 2019. "Measuring stock market resiliency with Discrete Fourier Transform for high frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 248-256.
    4. Beata Bieszk-Stolorz & Krzysztof Dmytrów, 2021. "A survival analysis in the assessment of the influence of the SARS-CoV-2 pandemic on the probability and intensity of decline in the value of stock indices," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 363-379, June.

  10. Joanna Olbryś & Elżbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 51-70.

    Cited by:

    1. Olbryś Joanna & Majewska Elżbieta, 2015. "Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis," Folia Oeconomica Stetinensia, Sciendo, vol. 15(1), pages 101-113, June.

  11. Joanna Olbrys, 2013. "Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S2), pages 145-157, March.

    Cited by:

    1. Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia 937, Banco de la Republica de Colombia.
    2. Yin, Kedong & Liu, Zhe & Jin, Xue, 2020. "Interindustry volatility spillover effects in China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    3. Tabak, Benjamin M. & de Castro Miranda, Rodrigo & da Silva Medeiros, Maurício, 2016. "Contagion in CDS, banking and equity markets," Economic Systems, Elsevier, vol. 40(1), pages 120-134.
    4. Do, A. & Powell, R. & Yong, J. & Singh, A., 2020. "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).

  12. Joanna Olbrys, 2013. "Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 33-50.

    Cited by:

    1. Houda BenMabrouk & Ismahen Souayeh, 2021. "Momentum profits: Fundamentals or time varying unsystematic risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 777-789, January.

  13. Joanna Olbrys, 2011. "Book-to-Market, Size and Momentum Factors in Market-Timing Models: The Case of the Polish Emerging Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 3(2).

    Cited by:

    1. Joanna Olbryś & Elżbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 51-70.

  14. Joanna Olbrys, 2011. "ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 11, pages 185-202.

    Cited by:

    1. Joanna Olbryś & Elżbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 51-70.

Chapters

  1. Joanna Olbrys & Elzbieta Majewska, 2021. "Extracting Common Factors from Liquidity Measures with Principal Component Analysis on the Polish Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Longitudinal Data Methods in Applied Economic Research, pages 109-122, Springer.

    Cited by:

    1. Beata Bieszk-Stolorz & Iwona Markowicz, 2021. "Decline in Share Prices of Energy and Fuel Companies on the Warsaw Stock Exchange as a Reaction to the COVID-19 Pandemic," Energies, MDPI, vol. 14(17), pages 1-17, August.

  2. Joanna Olbryś & Michał Mursztyn, 2019. "Alternative Estimators for the Effective Spread Derived from High-Frequency Data," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 177-188, Springer.

    Cited by:

    1. Joanna Olbryś & Elżbieta Majewska, 2020. "Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange," JRFM, MDPI, vol. 13(12), pages 1-13, December.

  3. Joanna Olbrys & Michal Mursztyn, 2018. "Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Panel Data Analysis in Applied Economic Research, chapter 0, pages 113-128, Springer.

    Cited by:

    1. Joanna Olbrys, 2019. "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(2), pages 251-275, June.

  4. Joanna Olbrys & Michal Mursztyn, 2018. "On Some Characteristics of Liquidity Proxy Time Series. Evidence from the Polish Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Time Series Data Methods in Applied Economic Research, chapter 0, pages 177-189, Springer.

    Cited by:

    1. Joanna Olbrys, 2019. "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(2), pages 251-275, June.
    2. Joanna Olbryś & Elżbieta Majewska, 2020. "Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange," JRFM, MDPI, vol. 13(12), pages 1-13, December.

  5. Joanna Olbrys & Michal Mursztyn, 2017. "Dimensions of Market Liquidity: The Case of the Polish Stock Market," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Advances in Applied Economic Research, chapter 0, pages 151-166, Springer.

    Cited by:

    1. Priyanka Naik & B G Poornima & Y V Reddy, 2020. "Measuring liquidity in Indian stock market: A dimensional perspective," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-17, September.
    2. Olbrys, Joanna & Mursztyn, Michal, 2019. "Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    3. Olbrys, Joanna & Mursztyn, Michal, 2019. "Measuring stock market resiliency with Discrete Fourier Transform for high frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 248-256.
    4. Joanna Olbryś & Michał Mursztyn, 2017. "Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 27(4), pages 111-127.

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