Tomasz Wójtowicz
(Tomasz Wojtowicz)
Personal Details
First Name: | Tomasz |
Middle Name: | |
Last Name: | Wojtowicz |
Suffix: | |
RePEc Short-ID: | pwj2 |
| |
Affiliation
Wydział Zarządzania
Akademia Górniczo-Hutnicza
Kraków, Polandhttp://www.zarz.agh.edu.pl/
RePEc:edi:wzaghpl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Gurgul, Henryk & Suliga, Milena & Wójtowicz, Tomasz, 2012.
"Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements,"
MPRA Paper
68578, University Library of Munich, Germany, revised 2012.
- Henryk Gurgul & Milena Suliga & Tomasz Wojtowicz, 2012. "Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 12, pages 41-59.
- Gurgul, Henryk & Mestel, Roland & Wójtowicz, Tomasz, 2007.
"Distribution of Volume on the American Stock Market,"
MPRA Paper
68572, University Library of Munich, Germany, revised 2007.
- Henryk Gurgul & Roland Mestel & Tomasz Wojtowicz, 2007. "Distribution of volume on the American stock market," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 1, pages 143-163.
Articles
- Anna Czapkiewicz & Tomasz Wojtowicz, 2017. "Spatial contagion between stock markets in Central Europe," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(1), pages 23-46.
- Tomasz Wójtowicz, 2017. "High-volume return premium on the stock markets in Warsaw and Vienna," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 375-402.
- Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016. "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 405-425, October.
- Tomasz Wojtowicz, 2016. "Intraday patterns in time-varying correlations among Central European stock markets," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(1), pages 149-162.
- Henryk Gurgul & Lukasz Lach & Tomasz Wójtowicz, 2016. "Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements: Evidence from Central Europe," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(2), pages 217-240.
- Henryk Gurgul & Tomasz W�jtowicz, 2015. "On The Economic Interpretation Of The Br�Dy Conjecture," Economic Systems Research, Taylor & Francis Journals, vol. 27(1), pages 122-131, March.
- Henryk Gurgul & Tomasz Wójtowicz, 2014. "The impact of US macroeconomic news on the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(4), pages 795-817, December.
- Milena Suliga & Tomasz Wojtowicz, 2013. "The reaction of the WSE to U.S. employment news announcements," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 14, pages 165-176.
- Henryk Gurgul & Milena Suliga & Tomasz Wojtowicz, 2012.
"Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 12, pages 41-59.
- Gurgul, Henryk & Suliga, Milena & Wójtowicz, Tomasz, 2012. "Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements," MPRA Paper 68578, University Library of Munich, Germany, revised 2012.
- Tomasz Wójtowicz & Henryk Gurgul, 2009. "Long memory of volatility measures in time series," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 19(1), pages 37-54.
- Henryk Gurgul & Roland Mestel & Tomasz Wojtowicz, 2007.
"Distribution of volume on the American stock market,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 1, pages 143-163.
- Gurgul, Henryk & Mestel, Roland & Wójtowicz, Tomasz, 2007. "Distribution of Volume on the American Stock Market," MPRA Paper 68572, University Library of Munich, Germany, revised 2007.
- Henryk Gurgul & Tomasz Wójtowicz, 2006. "Long-run properties of trading volume and volatility of equities listed in DJIA index," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(3-4), pages 29-56.
- Henryk GURGUL & Tomasz WÓJTOWICZ, 2006. "Long Memory on the German Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 447-468, September.
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.Working papers
- Gurgul, Henryk & Suliga, Milena & Wójtowicz, Tomasz, 2012.
"Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements,"
MPRA Paper
68578, University Library of Munich, Germany, revised 2012.
- Henryk Gurgul & Milena Suliga & Tomasz Wojtowicz, 2012. "Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 12, pages 41-59.
Cited by:
- Urbański, Stanisław & Zarzecki, Dariusz, 2022. "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, vol. 46(1).
- Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021.
"The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 287-329, September.
- Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020. "The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange," MPRA Paper 103352, University Library of Munich, Germany.
- Gurgul Henryk & Hastenteufel Jessica & Wójtowicz Tomasz, 2021.
"Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange,"
Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 41-58, December.
- Henryk Gurgul & Tomasz Wójtowicz, 2014. "The impact of US macroeconomic news on the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(4), pages 795-817, December.
- Stanisław Urbański, 2017. "Short-, medium- and long-run performance persistence of investment funds in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 48(4), pages 343-374.
Articles
- Anna Czapkiewicz & Tomasz Wojtowicz, 2017.
"Spatial contagion between stock markets in Central Europe,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(1), pages 23-46.
Cited by:
- Jarosław Duda & Henryk Gurgul & Robert Syrek, 2022. "Multi-feature evaluation of financial contagion," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(4), pages 1167-1194, December.
- Krzysztof Brania & Henryk Gurgul, 2021. "Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 31(2), pages 59-92.
- Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016.
"Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 405-425, October.
Cited by:
- Tomasz Schabek & Bojana Olgiæ Draženoviæ & Davor Mance, 2019. "Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 741-758.
- Henryk Gurgul & Tomasz W�jtowicz, 2015.
"On The Economic Interpretation Of The Br�Dy Conjecture,"
Economic Systems Research, Taylor & Francis Journals, vol. 27(1), pages 122-131, March.
Cited by:
- Ferrer-Hernández , Jacobo & Torres-González, Luis Daniel, 2022. "Some Recent Developments on the Explanation of the Empirical Relationship between Prices and Distribution," Centro Sraffa Working Papers CSWP54, Centro di Ricerche e Documentazione "Piero Sraffa".
- Luis Daniel Torres Gonzalez, 2017. "Regularities in Prices of Production and the Concentration of Compositions of Capitals," Working Papers 1709, New School for Social Research, Department of Economics.
- Jacobo Ferrer-Hernández & Luis Daniel Torres-González, 2021. "Eigenvalues and Eigenlabors: On Iliadi’s, Mariolis’, Soklis’, and Tsoulfidis’ Explanation of the Empirical Regularities in Price Curves," Working Papers 2119, New School for Social Research, Department of Economics.
- Theodore Mariolis & Lefteris Tsoulfidis, 2018.
"Less Is More: Capital Theory And Almost Irregular-Uncontrollable Actual Economies,"
Contributions to Political Economy, Cambridge Political Economy Society, vol. 37(1), pages 65-88.
- Mariolis, Theodore & Tsoulfidis, Lefteris, 2018. "Less is More: Capital Theory and Almost Irregular-Uncontrollable Actual Economies," MPRA Paper 84214, University Library of Munich, Germany.
- Mariolis, Theodore & Tsoulfidis, Lefteris, 2016. "Capital theory: Less is more," MPRA Paper 75923, University Library of Munich, Germany.
- Anwar Shaikh & Luiza Nassif Pires & José Alejandro Coronado, 2020.
"Eigenvalue distribution, matrix size and the linearity of wage-profit curves,"
Working Papers
2014, New School for Social Research, Department of Economics.
- Anwar Shaikh & Luiza Nassif, 2018. "Eigenvalue distribution, matrix size and the linearity of wage-profit curves," Working Papers 1812, New School for Social Research, Department of Economics.
- Kemp-Benedict, Eric, 2018. "Investing in a Green Transition," Ecological Economics, Elsevier, vol. 153(C), pages 218-236.
- Henryk Gurgul & Tomasz Wójtowicz, 2014.
"The impact of US macroeconomic news on the Polish stock market,"
Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(4), pages 795-817, December.
Cited by:
- Stanis³aw Urbañski & Iwona Skalna, 2017. "CAPM applications for appropriate stock pricing – impact of speculation companies," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(2), pages 227-245.
- Evzen Kocenda & Michala Moravcova, 2016.
"Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis,"
Working Papers IES
2016/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
- Kočenda, Evžen & Moravcová, Michala, 2018. "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, vol. 42(4), pages 597-615.
- Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
- Jarosław Duda & Henryk Gurgul & Robert Syrek, 2022. "Multi-feature evaluation of financial contagion," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(4), pages 1167-1194, December.
- Henryk Gurgul & Lukasz Lach & Tomasz Wójtowicz, 2016. "Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements: Evidence from Central Europe," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(2), pages 217-240.
- Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021.
"The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 287-329, September.
- Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020. "The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange," MPRA Paper 103352, University Library of Munich, Germany.
- Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016. "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 405-425, October.
- Tomasz Wojtowicz, 2016. "Intraday patterns in time-varying correlations among Central European stock markets," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(1), pages 149-162.
- Anna Czapkiewicz & Tomasz Wojtowicz, 2017. "Spatial contagion between stock markets in Central Europe," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(1), pages 23-46.
- Lu, Jingen & Chen, Xiaohong & Liu, Xiaoxing, 2018. "Stock market information flow: Explanations from market status and information-related behavior," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 837-848.
- Gurgul Henryk & Hastenteufel Jessica & Wójtowicz Tomasz, 2021.
"Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange,"
Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 41-58, December.
- Marcin Suder & Tomasz Wójtowicz & Rafał Kusa & Henryk Gurgul, 2023. "Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 445-465, June.
- Milena Suliga & Tomasz Wojtowicz, 2013.
"The reaction of the WSE to U.S. employment news announcements,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 14, pages 165-176.
Cited by:
- Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021.
"The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 287-329, September.
- Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020. "The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange," MPRA Paper 103352, University Library of Munich, Germany.
- Błażej Prusak & Marcin Potrykus, 2021. "Short-Term Price Reaction to Filing for Bankruptcy and Restructuring Proceedings—The Case of Poland," Risks, MDPI, vol. 9(3), pages 1-14, March.
- Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021.
"The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 287-329, September.
- Henryk Gurgul & Milena Suliga & Tomasz Wojtowicz, 2012.
"Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements,"
Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 12, pages 41-59.
See citations under working paper version above.
- Gurgul, Henryk & Suliga, Milena & Wójtowicz, Tomasz, 2012. "Responses of the Warsaw Stock Exchange to the U.S. macroeconomic data announcements," MPRA Paper 68578, University Library of Munich, Germany, revised 2012.
- Henryk GURGUL & Tomasz WÓJTOWICZ, 2006.
"Long Memory on the German Stock Exchange,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 447-468, September.
Cited by:
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020.
"Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting,"
Working papers
2020-10, University of Connecticut, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers 202056, University of Pretoria, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023. "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1801-1843, December.
- Anju Bala & Kapil Gupta, 2020. "Examining The Long Memory In Stock Returns And Liquidity In India," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 9(3), pages 25-43.
- Richards, Daniel W. & Willows, Gizelle D., 2019. "Monday mornings: Individual investor trading on days of the week and times within a day," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 105-115.
- Kuswanto, Heri, 2009. "A New Simple Test Against Spurious Long Memory Using Temporal Aggregation," Hannover Economic Papers (HEP) dp-425, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016. "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(5), pages 405-425, October.
- Hiremath, Gourishankar S & Bandi, Kamaiah, 2010. "Long Memory in Stock Market Volatility:Evidence from India," MPRA Paper 48519, University Library of Munich, Germany.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020.
"Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting,"
Working papers
2020-10, University of Connecticut, Department of Economics.
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Corrections
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