UC Research Profile - University of Canterbury

Professor Jedrzej Bialkowski

Contact

Department: Department of Economics and Finance

Email: jedrzej.bialkowski@canterbury.ac.nz

Phone Number: +64 3 369 3999 ext. null

Office: Meremere 435

Language: English

About

Research / Creative works

Supervision

Fields of Research

Derivatives
Risk Management
Investments
Behavioural Finance

Researcher Summary

Research interests include valuation of derivatives products, financial risk management, investments and behavioural finance

Subject Area: Disciplines

Accounting and Finance: Finance

Prizes and Awards

Displaying all items.

2022 INFINZ AWARD-NZX - Research Report of the Year ( 2022 )

NZX Awards for Outstanding Research ( 2022 )

2022 BLR outstanding research award ( 2022 )

Consilium Best Paper Award for Financial Literacy ( 2022 )

2019 BLR outstanding research award ( 2019 )

Early Career Researcher of the Year Award funded by College of Business and Economics, University of Canterbury. It was in year 2009. ( 2009 )

Research/Scholarly/Creative Works

Journal Articles

Białkowski J. and Sławik A. (2022) Does Companies’ ESG Performance Make a Difference for New Zealand’s Stock Market Investors during the COVID-19 Pandemic? Sustainability (Switzerland) 14(23) http://dx.doi.org/10.3390/su142315841.

Bialkowski J., Dang H. and Wei X. (2022) High policy uncertainty and low implied market volatility – an academic puzzle? Journal of Financial Economics 143(3): 1185-1208. http://dx.doi.org/10.1016/j.jfineco.2021.05.011.

Bialkowski J., Hong S. and Wagner M. (2022) From upstairs to downstairs trading: Evidence from a highly segmented market. Finance Research Letters 46 102518 http://dx.doi.org/10.1016/j.frl.2021.102518.

Bialkowski J., Hong S. and Wagner M. (2022) The impact of upstairs trading on market quality: Evidence from a highly segmented market. New Zealand Economic Papers http://dx.doi.org/10.1080/00779954.2022.2091470.

Bialkowski J. and Sławik A. (2021) Do investors respond to changes in the composition of sustainability indices? Bank i Kredyt 52(4) 2: 319-338.

Białkowski J. and Yaghoubi M. (2021) The Ramadan effect: A standalone anomaly or just a compensation for low liquidity? Journal of Behavioral and Experimental Finance 30 http://dx.doi.org/10.1016/j.jbef.2021.100480.

Clark J. and Bialkowski J. (2021) The Effects of Drug Safety Warnings on Drug Sales and Share Prices. Health Economics 31, 174-196: 174-196. http://dx.doi.org/10.1002/hec.4440.

Białkowski J. (2020) Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules. Economics Letters 191 http://dx.doi.org/10.1016/j.econlet.2019.108834.

Bialkowski J., Michelle D. and Tompaidis S. (2020) Volume Weighted Average Price Tracking: A Theoretical and Empirical Study. IISE Transactions 52(8): 864-889. http://dx.doi.org/10.1080/24725854.2019.1688896.

Bialkowski J., Perera D. and Bohl MT. (2020) DOES THE TEA MARKET REQUIRE A FUTURES CONTRACT? EVIDENCE FROM THE SRI LANKAN TEA MARKET. Research in International Business and Finance 54 http://dx.doi.org/10.1016/j.ribaf.2020.101290.

Białkowski J. and Perera D. (2019) Stock index futures arbitrage: Evidence from a meta-analysis. International Review of Financial Analysis 61: 284-294. http://dx.doi.org/10.1016/j.irfa.2018.09.002.

Bialkowski JP. and Nahavandi A. (2019) Midterm elections’ stock market surge: An unintentional gift from US politicians. Journal of Wealth Management 21(4): 76-84. http://dx.doi.org/10.3905/jwm.2019.21.4.076.

Bialkowski JP. and Ronn EI. (2019) The global equity premium revisited: What human rights imply for assets' purchasing power. International Review of Financial Analysis http://dx.doi.org/10.1016/j.irfa.2018.09.010.

Bialkowski JP. and Koeman J. (2018) Does the design of spot markets matter for the success of futures markets? Evidence from dairy futures. Journal of Futures Markets 38(3): 373-389. http://dx.doi.org/10.1002/fut.21883.

Białkowski J. and Ronn EI. (2017) Financial markets facing apocalypse in World War II. Journal of European Economic History 46(2): 9-49.

Bialkowski JP. (2017) Review of Commercial Rent Assessments-the Voice of NZX listed companies. New Zealand Property Professional Magazine SUMMER: 35-37.

Bialkowski JP. and Ronn EI. (2017) Financial Markets Facing Apocalypse in World War II. The Journal of European economic history XLVI(2): 9-49.

Białkowski J., Dang HD. and Wei X. (2016) Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. The Journal of Derivatives 24(2): 31-47. http://dx.doi.org/10.3905/jod.2016.24.2.031.

Bialkowski JP. (2016) Commercial rent assessment – current practices and ideas for the future. New Zealand Property Professional Magazine Autumn: 30-33.

Bialkowski JP. (2016) Comparison valuation method only as good as its inputs. New Zealand Property Professional Magazine Winter: 31-35.

Bialkowski JP. and Koeman J. (2016) Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures. SSRN Electronic Journal http://dx.doi.org/10.2139/ssrn.2850748.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski TP. (2015) The gold price in times of crisis. International Review of Financial Analysis 41: 329-339. http://dx.doi.org/10.1016/j.irfa.2014.07.001.

Koeman J. and Bialkowski J. (2015) Efficiency of Hedging Against Fluctuating Prices of Dairy Products. Applied Finance Letters 4(1&2): 6-11.

Bialkowski J., Bohl MT., Kaufmann P. and Wisniewski T. (2013) Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey. Emerging Markets Review 15(June): 211-232. http://dx.doi.org/10.1016/j.ememar.2013.02.003.

Bialkowski J. and Jakubowski J. (2012) Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange. Journal of Derivatives 19(3): 29-47. http://dx.doi.org/10.3905/jod.2012.19.3.029.

Bialkowski J., Darolles S. and Le Fol G. (2012) Reducing the risk of VWAP orders execution: A new approach to modelling intra-day volume. JASSA: The Finsia Journal of Applied Finance 2012(1): 12-18.

Bialkowski J., Etebari A. and Wisniewski TP. (2012) Fast profits: Investor sentiment and stock returns during Ramadan. Journal of Banking and Finance 36(3): 835-845. http://dx.doi.org/10.1016/j.jbankfin.2011.09.014.

Bialkowski J. and Otten R. (2011) Emerging market mutual fund performance: Evidence for Poland. North-American Journal of Economics and Finance 22(2): 118-130. http://dx.doi.org/10.1016/j.najef.2010.11.001.

Bohl MT., Goodfellow C. and Bialkowski J. (2010) Individual investors surpass their reputation: Trading behaviour on the Polish futures market. Economic Systems 34: 480-492. http://dx.doi.org/10.1016/j.ecosys.2009.12.003.

Bialkowski J. and Jakubowski J. (2008) Stock index futures arbitrage in emerging markets: Polish evidence. International Review of Financial Analysis 17(2): 363-381. http://dx.doi.org/10.1016/j.irfa.2006.10.004.

Bialkowski J., Darolles S. and Le Fol G. (2008) Improving VWAP strategies: A dynamical volume approach. Journal of Banking & Finance 32(9): 1709-1722. http://dx.doi.org/10.1016/j.jbankfin.2007.09.023.

Bialkowski J., Gottschalk K. and Wisniewski TP. (2008) Stock market volatility around national elections. Journal of Banking & Finance 32(9): 1941-1953. http://dx.doi.org/10.1016/j.jbankfin.2007.12.021.

Bialkowski J. and Tourani-Rad A. (2007) Stock Index in New Zealand: What went wrong? INFINZ Journal October 2007: 14-18.

Bialkowski J., Gottschalk K. and Wisniewski T. (2007) The Winds of Change. INFINZ Journal May 2007: 22-24.

Bialkowski J., Wisniewski T. and Gottschalk K. (2007) Political orientation of government and stock market returns. Applied Financial Economics Letters 3(4): 269-273. http://dx.doi.org/10.1080/17446540701222359.

Bialkowski J., Bohl MT. and Serwa D. (2006) Testing for financial spillovers in calm and turbulent periods. Quarterly Review of Economics and Finance 46(3): 367-412. http://dx.doi.org/10.1016/j.qref.2006.04.001.

Bialkowski J. and Jakubowski J. (2005) Mozliwosc arbitrazu miedzy rynkiem terminowym a kasowym dla kontraktow na WIG 20, w oparciu o dane wysoko czestotliwosciowe. Rynek Terminowy 27(1).

Bialkowski J. and Jakubowski J. (2005) Statystyczne wlasnosci szeregow niedopasowania pomiedzy cena futures a jej teoretyczna wartoscia dla kontraktow na akcje. Rynek Terminowy 29(3).

Bialkowski J. and Serwa D. (2005) Financial Contagion, Spillovers, and Causality in the Markov Switching Framework. Quantitative Finance 5.

Bialkowski J. (2004) Modelling Returns on Stock indices for Western and Central European Stock Exchanges - a Markov Switching approach. South-Eastern Europe Journal of Economics 3.

Bialkowski J. (2004) On pricing of forward and futures contracts on zero-coupon bonds in the Cox-Ingersoll-Ross model. Mathematics of Finance.

Chapters

Anderson W., Bialkowski J. and Wagner M. (2020) Development of socially responsible investing (SRI) – Evidence from the Mutual Funds Industry. In Ameur HB; Ftiti Z; Louhichi W (Ed.), Financial and Economic Systems: Transformations & New ChallengesSingapore: World Scientific Publishing Co. Pte..

Bialkowski J. and Slawik A. (2020) Does a high ESG score pay off during the pandemic outbreak? Evidence from analysis of the Bloomberg ESG matrix. In Boubaker S; Nguyen DK (Ed.), Financial Transformations beyond the Covid-19 Health CrisisSingapore: World Scientific Publishing Co. Pte. Ltd..

Conference Contributions - Published

Bialkowski J. and Starks LT. (2016) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. In.

Bialkowski J., Etebari A. and Wisniewski T. (2010) Piety and Profits: Stock Market Anomaly during the Muslim Holy Month. In.

Bialkowski J., Bohla MT. and Goodfellowa C. (2008) Individual Investors Surpass their Reputation: An Intraday Analysis of the Polish Futures Market. In.

Bialkowski J., Gottschalk K. and Wisniewski TP. (2007) Stock Market Volatility around National Election. In.

Bialkowski J., Bohl MT. and Serwa D. (2006) Testing for Financial Spillovers in Calm and Turmoil Periods. In.

Conference Contributions - Other

Bialkowski J., Wagner M. and Wei X. (2022) Differences between NZ and U.S. individual investor sentiment: More noise or more information? Christchurch: 26th New Zealand Finance Colloquium (NZFC), 17-18 Feb 2022.

Bialkowski J., Hong S. and Wagner M. (2021) Market segmentation at the NZX. Tauranga: 25th New Zealand Finance Colloquium (NZFC), 11-12 Feb 2021.

Białkowski J., Starks L. and Wagner M. (2021) Who Cares Wins: Cultural Values and the Rise of Responsible Investing across the World. UN PRI Academic Week 2021, 13-17 Sep 2021.

Bialkowski J., Starks L. and Wagner M. (2021) Who cares wins: Cultural values and the rise of responsible investing around the world. Tauranga: 25th New Zealand Finance Colloquium (NZFC), 11 Feb-12 Jun 2021.

Clark J. and Bialkowski J. (2021) The Effects of Drug Safety Warnings on Drug Sales and Share Prices. Ex Ordo Virtual Conference: Canadian Economics Association Annual Meetings, 3-5 Jun 2021.

Yaghoubi M. and Bialkowski J. (2021) The Ramadan effect: A standalone anomaly or just a compensation for low liquidity? Auckland: New Zealand Finance Colloquium, 13-14 Feb 2020.

Anderson W., Bialkowski J. and Wagner M. (2020) The midterm election effect on US stock returns: is it a pan-market or a sectoral phenomenon? Auckland: 24th New Zealand Finance Colloquium, 13-14 Feb 2020.

Bialkowski J., Titman S. and Twite G. (2019) The Determinants of Office Rents and Yields: The International Evidence. 23th Annual New Zealand Finance Colloquium, Lincoln: 14-15 Feb 2020.

Clark J. and Bialkowski J. (2019) The Effects of Drug Safety Warnings on Drug Sales and Share Prices. Wellington: Victoria University Applied Econometrics Workshop 2019, 25-25 Oct 2019.

Wei X., Dang H. and Bialkowski J. (2019) High policy uncertainty and low market volatility, an Academic Puzzle? Paris: 2019 IPAG Paris Financial Management Conference, 16-20 Dec 2019.

Bialkowski JP. and Perera D. (2018) Meta-analysis and Publication Bias: Evidence from Studies on Index Arbitrage. Poznan, Poland: Symposium on Meta-Analysis and Systematic Reviews in International Finance, 9-9 Jun 2018.

Bialkowski JP., Dang H. and Wei X. (2018) Does Dodd-Frank Wall Street Reform Act Change Attitude of U.S. Bank Holding Companies towards Credit and Interest Derivatives? Paris, France: International Risk Management Conference, 7-8 Jun 2018.

Nahavandi A. and Bialkowski JP. (2018) Midterm Elections’ Stock Market Surge – An Unintentional Gift from US Politicians. Poznan, Poaland: 16th INFINITI Conference on International Finance, 11-12 Jun 2018.

Bialkowski JP. and Ronn EI. (2017) The Global Equity Premium Revisited: What Human Rights Imply for Assets' Purchasing Power. Paris: 2017 Paris Financial Management Conference, 18 Dec 2017-20 Dec 2071.

Bialkowski JP. and Starks LT. (2017) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. Shanghai: 2017 Shanghai Green Finance Conference-Review of Finance, 20-21 May 2017.

Bialkowski J. and Ronn E. (2016) Financial Markets in the Face of the Apocalypse. Queenstown, New Zealand: 20th Annual New Zealand Finance Colloquium, 11-12 Feb 2016.

Bialkowski J. and Starks LT. (2016) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. San Francisco, CA, USA: 2016 BlackRock Research Conference, 6-6 Jan 2016.

Bialkowski J., Dang HD. and Wei X. (2016) Does the tail wag the dog? Evidence from fund flow to VIX ETFs and ETNs. AUT, Auckland: Derivative markets conference, 11-12 Aug 2016.

Bialkowski J. and Koeman J. (2015) Efficiency of Hedging Against Fluctuating Prices of Dairy Products. Auckland, New Zealand: Derivative Markets Conference, 13-14 Aug 2015.

Bialkowski J. and Starks LT. (2015) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. Paris, France: 2015 Paris Financial Management Conference, 14-15 Dec 2015.

Bialkowski J. and Starks LT. (2015) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. Wellington, New Zealand: Finance Workshop, 20-20 Nov 2015.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski T. (2014) The Gold Price in Times of Crisis. Nashville, TN, USA: Financial Management Association, Annual Meeting, 15-18 Oct 2014.

Bialkowski J., Mitchell D. and Tompaidis S. (2014) Optimal VWAP Tracking. Auckland, New Zealand: 18th Annual New Zealand Finance Colloquium (NZFC), 12-13 Feb 2014.

Bialkowski J., Bohl M., Stephen P. and Wisniewski T. (2013) The Gold Price in Times of Crisis. Chilworth Manor, Southampton, UK: International Conference on the Global Financial Crisis European Financial Markets and Institutions, 25-26 Apr 2013.

Bialkowski J., Mitchell D. and Tompaidis S. (2013) Optimal VWAP Tracking. London, UK: 7th Computational and Financial Econometrics Conference, 14-16 Dec 2013.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski T. (2012) Is there a Speculative Bubble in the Price of Gold? Singapore Management University, Singapore: SKBI Second Annual Conference on Financial Economics, 7-8 May 2012.

Bialkowski JP., Gottschalk K. and Sheehan JP. (2012) Performance of Companies with Substantial State Ownership around National Elections. Atlanta: 2012 Annual Meeting-Financial Management Association (FMA), 17-20 Oct 2012.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski T. (2011) Is There a Speculative Bubble in the Price of Gold? London, UK: 5th CSDA International Conference on Computational and Financial Econometrics (CFE'11), 17-19 Dec 2011.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski T. (2011) Is There a Speculative Bubble in the Price of Gold? Melbourne, Australia: 2nd Finance and Corporate Governance Conference, 28-29 Apr 2011.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski T. (2011) Is There a Speculative Bubble in the Price of Gold? University of Canterbury, Christchurch, New Zealand: 15th Annual New Zealand Finance Colloquium (NZFC), 10-11 Feb 2011.

Bialkowski J., Etebari A. and Wisniewski T. (2011) Fast profits: Investor sentiment and stock returns during Ramadan. Braga, Portugal: European Financial Management Association 2011 Conference, 22-25 Jun 2011.

Bialkowski J. and Jakubowski J. (2010) Determinants of Trading Activity on Single Stock Futures Market: Evidence from Eurex Exchange. Melbourne, Australia: Finance and Corporate Governance Conference, 7-9 Apr 2010.

Bialkowski J. and Jakubowski J. (2010) Determinants of Trading Activity on Single Stock Futures Market-Evidence from Eurex Exchange. Vallendar, Germany: Campus for Finance Research Conference 10, 14-15 Jan 2010.

Bialkowski J., Etebari A. and Wisniewski T. (2010) Piety and Profits: Stock Market Anomaly During the Muslim Holy Month. Melbourne, Australia: Finance and Corporate Governance Conference, 7-9 Apr 2010.

Bialkowski J. and Jakubowski J. (2009) Determinants of Trading Activity on a Single Stock Futures Market. Victoria University of Wellington, New Zealand: 13th Annual New Zealand Finance Colloquium, 12-13 Feb 2009.

Bialkowski J. and Jakubowski J. (2009) Determinants of Trading Activity on Single Stock Futures Market-Evidence from Eurex Exchange. Melbourne, Australia: 14th Finsia-Melbourne Centre for Financial Studies Banking and Finance Conference: Reassessing the Role of Financial Services, 28-29 Sep 2009.

Bialkowski J., Gottschalk K. and Wisniewski T. (2008) Election Risk and Stock Markets. Samos Island, Greece: 5th International Conference on Applied Financial Economics (AFE), 4-6 Jul 2008.

Bialkowski J., Wisniewski TP. and Gottschalk K. (2007) Stock Market Volatility around National Election. Dublin, Ireland: 5th INFINITI Conference on International Finance, 11-12 Jun 2007.

Bialkowski J., Darolles S. and Le Fol G. (2006) Decomposing Volume for VWAP Strategies. Auckland, New Zealand: 17th Asian FA/FMA Meeting Bridging Finance Theory and Practice, 10-12 Jul 2006.

Bialkowski J., Wisniewski TP. and Gottschalk K. (2006) Stock Market Volatility around National Election. Auckland, New Zealand: 17th Asian FA/FMA Meeting: Bridging Finance Theory and Practice, 10-12 Jul 2006.

Bialkowski J., Wisniewski TP. and Gottschalk K. (2006) Stock Market Volatility around National Election. Zurich, Switzerland: 33rd Annual Meeting of the European Finance Association, 23-26 Aug 2006.

Bialkowski J., Bohl MT. and Serwa D. (2005) Testing for Financial Spillovers in Calm and Turmoil Periods. Universität Karlsruhe (TH), Germany: 10th Symposium on Finance, Banking, and Insurance, 14 Dec 2005.

Bialkowski J., Darolles S. and Le Fol G. (2005) Decomposing volume for VWAP strategies. Auckland, New Zealand: 15th Meeting of the New Zealand Econometric Study group (NZESG), 19 Aug 2005.

Bialkowski J., Darolles S. and Le Fol G. (2005) Decomposing volume for VWAP strategies. Universität Karlsruhe (TH), Germany: 10th Symposium on Finance, Banking, and Insurance, 14 Dec 2005.

Bialkowski J., Darolles S. and Le Fol G. (2005) Decomposing volume for VWAP strategies. University of Copenhagen, Denmark: International Conference on Finance, 2 Sep 2005.

Bialkowski J. and Jakubowski J. (2004) The Test of Market Efficiency and Index Arbitrage Profitability on Emerging Polish Stock Futures Index Markets. Gdansk, Poland: 3th Annual Conference of the EEFS on European Integration and World Economy,, 13 May 2004.

Bialkowski J., Bohl MT. and Serwa D. (2004) Testing for Financial Spillovers in Calm and Turmoil Periods. Basel, Switzerland: European Financial Management Association Conference 2004, 30 Jun 2004.

Bialkowski J. (2003) An Application of Multivariate Markov-Switching Distributions to Model Relationships between Financial Markets. The Nottingham Trent University, England: 4th International Conference on Money Investment& Risk, 5 Nov 2003.

Bialkowski J. (2003) An Application of Multivariate Markov-Switching Distributions to Model Relationships between Financial Markets. Waterloo, Canada: 3rd Annual Conference of the Viessmann Research Centre: "Bridges and Borders: What Unites and Divides Europe",, 8 Oct 2003.

Bialkowski J. (2003) Modelling Returns on Stock indices for Western and Central European Stock Exchanges - a Markov Switching approach. Bologna, Italy: 2nd Annual Conference of the European Economics and Finance Society on European Integration: Real and Financial Aspects, 14 May 2003.

Bialkowski J. (2003) Zastosowanie przełącznikowych modeli Markowa .... Zakopane, Poland: Trzydziesta Druga Ogolnopolska Konferencja Naukowo-Szkoleniowa Zastosowan Matematyki, Zakopane, Poland (32nd National Scientific and Training Conference on Maths Applications), 16 Sep 2003.

Oral Presentations

Bialkowski J. and Wei X. (2022) Does the quality of political signals matter for financial markets? Evidence from return predictability. Seminar, at Accounting and Finance Department, University of Auckland, 12 Nov 2022.

Bialkowski J., Hong S. and Wagner M. (2021) Market segmentation at the NZX. New Zealand Stock Exchange (NZX), Wellington.

Yaghoubi M. and Bialkowski J. (2021) The Ramadan effect: A standalone anomaly or just compensation for low liquidity? University of canterbury: Department of economics and Finance Seminar Series, 29 May 2020.

Clark J. and Bialkowski J. (2020) Seminar Auckland: The Effects of Drug Safety Warnings on Drug Sales and Share Prices. Auckland: Seminar - Department of Economics, University of Auckland, 23 Oct 2020.

Clark J. and Bialkowski J. (2020) Seminar Otago: The Effects of Drug Safety Warnings on Drug Sales and Share Prices. University of Otago / NZ Economics e Seminar.

Bialkowski JP. (2018) Behavioral Finance and Stock Market Performance. U3A-St Stephen’s Methodist Church: 12 Apr 2018.

Bialkowski JP. (2017) NZ Valuers’ Assessment Techniques: Evidence from Christchurch. Department of Economics and Finance, University of Canterbury: 01 Jan 2017.

Bialkowski JP. (2015) Socially Responsible Mutual Funds: Performance, Investor Demand and ESG Profiles. Canterbury Branch of the NZ Shareholders Association: 19 Mar 2015.

Bialkowski JP. and Starks LT. (2015) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. Faculty of Business and Economics University of Auckland: 15 May 2015.

Bialkowski JP. and Starks LT. (2015) What does responsible investing mean? Evidence from mutual fund holdings. Waikato Management School, University of Waikato: 27 Mar 2015.

Bialkowski J. and Starks LT. (2014) What does responsible investing mean? Evidence from mutual fund holdings. University of Texas at San Antonio, TX, USA.

Bialkowski JP. and Koeman J. (2014) Cross-hedging on the International Milk-Derived Product Market. University of Münster, Germany: 25 Nov 2014.

Bialkowski JP. and Ronn EI. (2014) Financial Markets in the Face of the Apocalypse. Fordham University, New York: 01 Nov 2014.

Bialkowski JP. and Starks LT. (2014) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. Saïd Business School-University of Oxford: 20 Nov 2014.

Bialkowski JP. and Starks LT. (2014) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. School of Management, University of Leicester.

Bialkowski JP. and Starks LT. (2014) SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles. School of Management, University of Leicester: 05 Dec 2014.

Bialkowski J. and Starks LT. (2013) What does responsible investing mean? Evidence from mutual fund holdings. University of Otago, New Zealand: Seminar.

Bialkowski JP. and Starks LT. (2013) What does it mean to invest in a socially responsible manner? –Evidence from U.S. equity fund holdings. University of Otago: 23 Aug 2013.

Bialkowski JP., Darolles S. and Le Fol G. (2012) Improving VWAP Strategies: A Dynamical Volume Approach. Durham University Business School - Durham University: 25 Jan 2012.

Bialkowski JP., Etebari A. and Wisniewski TP. (2012) Fast profits: Investor sentiment and stock returns during Ramadan. Department of Finance, University of Texas at Austin: 20 Mar 2012.

Bialkowski JP., Etebari A. and Wisniewski TP. (2012) Fast profits: Investor sentiment and stock returns during Ramadan. University of Wisconsin at Milwaukee: 19 Apr 2012.

Bialkowski JP., Etebari A. and Wisniewski TP. (2012) Ramadan Anomaly? Department of Economics and Business, Aarhus University: 08 Dec 2012.

Bialkowski JP. and Otten R. (2010) Emerging Market Mutual Fund Performance: Evidence for Poland. Department of Economics and Finance, University of Canterbury: 29 Jan 2010.

Bialkowski JP., Wisniewski TP. and Gottschalk K. (2008) Stock market volatility around National elections. Swiss Institute of Banking and Finance, University of St.Gallen: 17 Jul 2008.

Theses / Dissertations

Bialkowski J. (2005) International Stock Markets Linkages and Arbitrage between Futures and Spot Markets. Frankfurt, Germany. Europa-Universität Viadrina.

Authored Books

Bialkowski J. (2007) Between Futures and Spot Markets: An Approach to Modelling Linkages among Financial Markets. Mueller: VDM Verlag Dr. Müller. 88pp.

Discussion/Working Papers

Bialkowski J., Hong S. and Wagner M. (2022) From upstairs to downstairs trading: Evidence from a highly segmented market. .

Bialkowski J., Wagner M. and Wei X. (2022) Differences between NZ and U.S. individual investor sentiment: More noise or more information? .

Białkowski J., Hong S. and Wagner M. (2021) The impact of upstairs trading on market quality: Evidence from a highly segmented market. .

Anderson W., Bialkowski J. and Wagner M. (2020) The midterm election effect on US stock returns: is it a pan-market or a sectoral phenomenon? .

Bialkowski J. and Yaghoubi M. (2020) Ramadan Effect: Anomaly or Just Compensation for Liquidity. .

Bialkowski J., Bohl MT. and Perera D. (2020) COMMODITY FUTURES HEDGE RATIOS: A META-ANALYSIS. .

Bialkowski J., Dang H. and Wei X. (2020) Does Dodd-Frank Wall Street Reform Act Changed Attitude of U.S. bank holding companies towards credit and interest derivatives? .

Bialkowski J., Dang H. and Wei X. (2020) High policy uncertainty and low market volatility, an Academic Puzzle? .

Bialkowski J., Starks LT. and Wagner M. (2020) Who cares wins: Cultural values and the rise of responsible investing around the world. .

Bialkowski J., Titman S. and Twite G. (2020) The Determinants of Office Rental Yields: The International Evidence. .

Bialkowski J., Perera D. and Bohl MT. (2019) Is the tracking error time varying? Evidence from agricultural ETCs. .

Bialkowski J., Titman S. and Twite G. (2019) The Determinants of Office Rents: The International Evidence. .

Bialkowski JP. and Nahavandi A. (2018) Midterm elections’ stock market surge – an unintentional gift from US politicians. .

Bialkowski JP., Dang HD. and Wei X. (2018) Did fear gauge die, or was it just on holiday? 37.

Bialkowski JP., Perera D. and Bohl MT. (2018) Is the tracking error time varying? Evidence from agricultural ETCs. 30.

Bialkowski JP., Titman S. and Twite G. (2018) The Determinants of Office Rents and Yields: The International Evidence. .

Bialkowski J. and Ronn EI. (2014) Financial Markets in the Face of the Apocalypse. 59pp.

Bialkowski J. and Starks LT. (2014) What does responsible investing mean? Evidence from mutual fund holdings. .

Bialkowski J., Mitchell D. and Tompaidis S. (2013) Optimal VWAP Tracking. 66pp.

Bialkowski J., Bohl MT., Stephan PM. and Wisniewski T. (2011) Is There a Speculative Bubble in the Price of Gold? SSRN. 26pp.

Bialkowski J. and Jakubowski J. (2010) Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange. Social Science Research Network. 24pp.

Bialkowski J. and Otten R. (2010) Emerging Market Mutual Fund Performance: Evidence for Poland. Social Science Research Network. 30pp.

Bialkowski J., Etebari A. and Wisniewski T. (2009) Piety and Profits: Stock Market Anomaly During the Muslim Holy Month. Social Science Research Network. 55pp.

Bialkowski J. and Zhang C. (2007) Price and Volume Effects Associated With the Introduction of a New Major Index in New Zealand. .

Student Supervision

Displaying all items.

Completed

PhD - Corrodus M: Foreign Exchange Carry Trades-The Real Drivers (2017)
PhD - Goodfellow C: 2005-PhD/DMA/EdD-Goodfellow, Christiane (2009)
PhD - Hong S: Liquidity and Asset Prices (2021)
PhD - Kaufmann P: 2009-PhD/DMA/EdD-Kaufmann, Philipp (2014)
PhD - Koeman J: Essays on Commodities (2021)
PhD - Perera D: Essays on Agricultural Commodity Markets (2020)
PhD - Stephan P: 2009-PhD/DMA/EdD-Stephan, Patrick (2013)
PhD - Wei X: Incentives and Disincentives to Use Financial Derivatives: Empirical Evidence from Australia and the United States (2020)
PhD - Wellenreuther C: TBN (2018)
PhD - Zhan C: Mutual Fund Industry in Emerging Markets-Evidence from China (2019)
Masters - Koeman J: 2013-Masters Thesis-Koeman, Jan (2015)
Masters - Li X: The impact of Mega-Sporting Events on Stock Markets (2007)
Masters - Ma W: Modelling of Mispricing for Stock Index Future (2016)
Masters - Mulligan N: Volume Weighted Average Price Versus Closing Price-Is There a Difference? (2016)
Honours - Klaassen A: 2013-Honours-Klaassen, Andrew (2013)
Honours - Koeman J: Improving intra-day volume modeling utilizing public information (2011)
Honours - Lentjes W: 2014-Honours-Lentjes, William (2014)
Honours - Nikolic M: Construction and Application of Carry Trade Indices (2009)
Honours - Sheehan J: Performance of companies with substantial state ownership around national elections (2010)
Honours - Shivlal A: 2013-Honours-Shivlal, Akash (2013)