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

  • 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.