Janusz Brzeszczynski specializes in international finance, financial markets and financial econometrics.

He has published in such finance journals as: “International Journal of Finance and Economics”, “Journal of International Financial Markets, Institutions and Money” or “Emerging Markets Finance and Trade”.

Before joining Heriot-Watt University, Janusz held a Fulbright scholarship in the USA and worked as a visiting professor at the Department of Economics, Arizona State University (2003–2004). He  was also a visiting scholar at the Swiss Institute of Banking of Finance, University of St.Gallen in Switzerland (2000–2003) and assistant/associate professor at the Chair of Econometric Models and Forecasts, University of Lodz in Poland (2000-2003). Besides the Fulbright scholarship he was also awarded ESKAS post-doctoral scholarship at Swiss Institute of Banking and Finance, University of St.Gallen in Switzerland (2000) and DAAD doctoral scholarship at Kiel University in Germany (1996).  Janusz has also undertaken consulting for various financial institutions (such as Reuters, different banks and investment funds)

Janusz is currently Course Director for the MSc in Finance.

Click here to access Janusz Brzeszczynski's research webpage

RESEARCH

Interests

• International finance
• Financial markets
• Financial econometrics
• Behaviour of institutional and private investors
• ARCH models and trading strategies
• Hedge funds and hedge funds strategies
• Financial markets microstructure
• Predictability of assets returns
• Financial markets in emerging economies

SELECTED PUBLICATIONS

• Brzeszczynski J., Welfe A. (2007), “Are there Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets? Evidence from Poland”, Emerging Markets Finance and Trade, forthcoming (July/August 2007 issue).

• Brzeszczynski J., Gajdka J. (2007), “Dividend-Driven Trading Strategies: Evidence from Warsaw Stock Exchange”, International Advances in Economic Research, vol. 13, pp. 311-324.

• Bohl M., Brzeszczynski J. (2006), “Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market”, Journal of International Financial Markets, Institutions and Money, vol. 16, pp. 370-383.

• Brzeszczynski J., Melvin M. (2006), “Explaining Volume in the Euro”, International Journal of Finance and Economics, vol. 11, pp. 24-34.