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Record Nr. |
UNINA9910484987003321 |
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Titolo |
Contemporary trends and challenges in finance : proceedings from the 6th Wroclaw International Conference in Finance / / Krzysztof Jajuga [and three others], editors |
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Pubbl/distr/stampa |
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Cham, Switzerland : , : Springer, , [2021] |
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©2021 |
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ISBN |
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Descrizione fisica |
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1 online resource (250 pages) |
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Collana |
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Springer proceedings in business and economics |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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Intro -- Preface -- Contents -- About the Editors -- Part I: Financial Market -- The Relationship Between Ethnic Diversity and Stock Market Development: A Global Perspective -- 1 Introduction -- 2 Theoretical Framework -- 3 Methodology -- 4 Empirical Results -- 5 Conclusion and Policy Implication -- Appendix 1: Construction of the Fractionalization Index -- Appendix 2: Summary Statistics -- Appendix 3: List of Countries -- References -- Does Withholding Tax Reduce International Income-Shifting by FDI? -- 1 Introduction -- 2 Literature Review -- 3 Research Design -- 4 Results -- 5 Conclusions -- References -- The Relationship Between Trading Volume and Returns Volatility on Warsaw Stock Exchange -- 1 Introduction -- 2 Methodology -- 2.1 Conditional Variance-Volume Relation -- 2.2 Trading Volume and Price Movement Direction in Conditional Variance -- 3 Data -- 4 Results -- 5 Conclusions -- References -- Factors Influencing Individual Investor Participation in Stock Market -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 3.1 Data -- 3.2 Findings and Discussion -- 4 Conclusion -- References -- Model Risk of VaR and ES Using Monte Carlo: Study on Financial Institutions from Paris and Frankfurt Stock Exchanges -- 1 Introduction -- 2 Data Collection and Processing -- 3 Theory and Computational Methods -- 3.1 Value at Risk -- 3.2 Expected Shortfall -- 3.3 Monte Carlo Methods -- 3.4 Model Risk Measures -- 4 Results and Discussion |
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