Jedrzej Bialkowski

ProfessorJedrzej Bialkowski

Head of Department Economics and Finance
Meremere 435
Internal Phone: 94060

Qualifications

Research Interests

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

Recent Publications

  • 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 forthcoming.
  • 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.