611 total citations 64 papers, 331 citations indexed
About
Joanna Olbryś is a scholar working on Finance, Economics and Econometrics and Strategy and Management.
According to data from OpenAlex, Joanna Olbryś has authored 64 papers receiving a total of 331 indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 43 papers in Economics and Econometrics and 11 papers in Strategy and Management. Recurrent topics in Joanna Olbryś's work include Financial Markets and Investment Strategies (31 papers), Complex Systems and Time Series Analysis (28 papers) and Financial Risk and Volatility Modeling (28 papers). Joanna Olbryś is often cited by papers focused on Financial Markets and Investment Strategies (31 papers), Complex Systems and Time Series Analysis (28 papers) and Financial Risk and Volatility Modeling (28 papers). Joanna Olbryś collaborates with scholars based in Poland. Joanna Olbryś's co-authors include Łukasz Gawęda, Andrzej Kokoszka, K Ostrowski and Coenraad C.A. Labuschagne and has published in prestigious journals such as SHILAP Revista de lepidopterología, PLANT PHYSIOLOGY and Physica A Statistical Mechanics and its Applications.
Citations per year, relative to Joanna Olbryś Joanna Olbryś (= 1×)
peers
Seok‐Oh Jeong
Countries citing papers authored by Joanna Olbryś
Since
Specialization
Citations
This map shows the geographic impact of Joanna Olbryś's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Joanna Olbryś with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Joanna Olbryś more than expected).
This network shows the impact of papers produced by Joanna Olbryś. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Joanna Olbryś. The network helps show where Joanna Olbryś may publish in the future.
Co-authorship network of co-authors of Joanna Olbryś
This figure shows the co-authorship network connecting the top 25 collaborators of Joanna Olbryś.
A scholar is included among the top collaborators of Joanna Olbryś based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Joanna Olbryś. Joanna Olbryś is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Olbryś, Joanna. (2014). Is Illiquidity Risk Priced? : the Case of the Polish Medium-Size Emerging Stock Market. Bank i Kredyt. 45(6). 513–535.6 indexed citations
6.
Olbryś, Joanna. (2013). Pomiar szybkości dostosowania ceny papieru wartościowego do zmian w zbiorze informacji rynkowych na przykładzie spółek z GPW w Warszawie S.A.. Silesian Digital Library (Silesian Library). 163. 85–98.
Olbryś, Joanna. (2012). Wieloczynnikowe hybrydowe modele market-timing polskich funduszy inwestycyjnych. Studia Ekonomiczne / Uniwersytet Ekonomiczny w Katowicach. 149–161.3 indexed citations
9.
Olbryś, Joanna. (2012). Tarcie w procesach transakcyjnych i jego konsekwencje. Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu. 254. 181–189.1 indexed citations
Olbryś, Joanna. (2011). NONSYNCHRONOUS TRADING PROBLEM ON THE WARSAW STOCK EXCHANGE (Diagnoza problemu niesynchronicznych transakcji na GPW w Warszawie). 114–126.1 indexed citations
12.
Olbryś, Joanna. (2011). Problem danych niesynchronicznych w modelach market timing. 18. 522–530.1 indexed citations
13.
Olbryś, Joanna. (2011). Testowanie stabilności parametrów wieloczynnikowych modeli market-timing z opóźnioną zmienną rynkową. Metody Ilościowe w Badaniach Ekonomicznych / Szkoła Główna Gospodarstwa Wiejskiego. 12(2). 259–269.1 indexed citations
14.
Olbryś, Joanna. (2010). Three-factor market-timing models with Fama and French’s spread variables. SHILAP Revista de lepidopterología.18 indexed citations
15.
Olbryś, Joanna. (2010). Orthogonalized Factors in Market-Timing Models of Polish Equity Funds. Metody Ilościowe w Badaniach Ekonomicznych / Szkoła Główna Gospodarstwa Wiejskiego. 11(1). 128–138.5 indexed citations
16.
Olbryś, Joanna. (2010). Czynniki Famy i Frencha w wieloczynnikowych modelach market - timing polskich funduszy inwestycyjnych. Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia. 33–47.2 indexed citations
17.
Olbryś, Joanna, et al.. (2009). Market-Timing and Selectivity Abilities of Polish Open-End Mutual Funds Managers. Prace Naukowe / Akademia Ekonomiczna w Katowicach. 437–443.2 indexed citations
18.
Olbryś, Joanna. (2009). Conditional Market-timing Models for Mutual Fund Performance Evaluation. 519–532.8 indexed citations
19.
Olbryś, Joanna. (2008). PARAMETRIC TESTS FOR TIMING AND SELECTIVITY IN POLISH MUTUAL FUND PERFORMANCE. 107–118.6 indexed citations
20.
Olbryś, Joanna. (2008). Ocena umiejętności stosowania strategii market-timing przez zarządzających portfelami funduszy inwestycyjnych a częstotliwość danych. 96–105.4 indexed citations
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