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How jumps affect liquidity? The evidence from Poland / Barbara Będowska-Sójka . Finance a úvěr.Roč. 67, č. 1 (2017), s. 39-52. 
Estimating probability of informed trading on the Bucharest stock exchange / Cosmin Octavian Cepoi, Filip Mihai Toma . Finance a úvěr.Roč. 66, č. 2 (2016), s. 140-160. Liquidity stress testing with second-round effects: application to the Czech banking sector / Adam Geršl, Zlatuše Komárková, Luboš Komárek . Finance a úvěr.Roč. 66, č. 1 (2016), s. 32-49. Interactions of unconventional monetary policy measures with the euro area yeld curve / Ľubomíra Gertler . Finance a úvěr.Roč. 65, č. 2 (2015), s. 106-126. Are value, size and momentum premiums in CEE emerging markets only illusionary? / Adam Zaremba, Przemyslaw Konieczka . Finance a úvěr.Roč. 65, č. 1 (2015), s. 84-104. Does stock liquidity explain the premium for stock price momentum? / Jiří Novák . Finance a úvěr.Roč. 64, č. 1 (2014), s. 79-95. Are market center trading cost measures reliable? / Ryan Garvey, Fei Wu . Finance a úvěr.Roč. 62, č. 6 (2012), s. 505-517.