Contemporary trends and challenges in finance : proceedings from the 6th Wroclaw International Conference in Finance / / Krzysztof Jajuga [and three others], editors

• Pubblicazione: Cham, Switzerland : , : Springer, , [2021]; ©2021
• Descrizione fisica: 1 online resource (250 pages)
• Disciplina: 332.09438
• Soggetto topico: Finance - Poland
• Persona (resp. second.): JajugaKrzysztof
• Nota di contenuto: 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 -- 5 Conclusions and Perspectives -- References -- Tick Size Reduction and Liquidity Dimensions: Evidence from an Emerging Market -- 1 Introduction -- 2 Institutional Features of the Ho Chi Minh Stock Exchange -- 3 Data and Methodology -- 4 Empirical Results -- 4.1 Tick Size Reduction and Tightness Dimensions -- 4.2 Tick Size Reduction and Depth Dimensions -- 4.3 Tick Size Reduction and Resilience Dimensions. ; 5 Conclusions -- References -- Cryptocurrency Portfolio Construction Using Machine Learning Models -- 1 Introduction -- 2 Related Work -- 3 Problem Formulation and Methodology -- 3.1 Problem Formulation -- 3.2 Forecasting Methods -- 3.3 Portfolio Construction Methods -- 3.4 Portfolio Performance Measures -- 4 Dataset and Results -- 4.1 Dataset -- 4.2 Results -- 5 Conclusion -- References -- Part II: Banking -- Development Factors of Blockchain Technology Within Banking Sector -- 1 Introduction -- 2 Blockchain Beyond Solution to Support Cryptocurrencies -- 2.1 Genesis of Blockchain Technology and Development Path -- 2.2 Principles of Blockchain Technology -- 2.3 Advantages of Blockchain Technology Crucial for Banking Sector -- 3 Blockchain´s Implementation Potential in Banking Industry -- 4 Methodology -- 4.1 Stages of the Research´s Flow -- 4.2 Extraction of Impact Factors from Case Studies -- 5 Conclusion -- References -- Internet sources accessed by research: -- Does Competition Matter for the Effects of Macroprudential Policy on Bank Asset Growth? -- 1 Introduction -- 2 Literature Review -- 3 Methodology and Data -- 3.1 Methodology -- 3.2 Data -- 4 Estimation Results -- 4.1 Baseline Results -- 4.2 Competition Intensity and Bank Asset Growth and Sensitivity of Asset Growth to Business Cycle in Countries Applying Macrop... -- 5 Conclusions -- Appendix -- References -- Systemic Risk in Selected Countries of Western and Central Europe -- 1 Introduction -- 2 Relevant Definitions -- 3 Challenges of Quantile-Based Systemic Risk Measurement in Developing Europe -- 4 Selected Risk Measures and Estimation Methods -- 5 Empirical Results -- 5.1 Expected Shortfall of the Financial Systems -- 5.2 Long Run Marginal Expected Shortfall of the Financial Systems -- 5.3 SRISK of the Financial Systems -- 5.4 Conditional Value at Risk of the Financial Systems. ; 6 Conclusions -- Appendix -- References -- Part III: Corporate Finance -- Industry and Size Effect in the Relation Between Corporate Material and Financial Decisions: Findings from the EU Countries -- 1 Introduction -- 2 Theoretical Background and Hypotheses Development -- 3 Data and Methods -- 4 Results -- 5 Conclusions -- References -- Technology Level and Financial Constraints of Public Listed Companies -- 1 Introduction -- 2 Literature Review -- 3 Data and Methodology -- 4 Results -- 5 Discussion and Conclusion -- References -- Part IV: Personal Finance -- Differences in Use of Credit Products Between the Old and New Member States of the European Union -- 1 Introduction -- 2 Data and Research Methods -- 3 Credit Card Ownership -- 4 Taking Loans from a Bank or Other Formal Financial Institution -- 5 Discussion and Conclusions -- References -- Diversified Risky Financial Assets in Portfolios of Risk-Averse Households: What Determines Their Occurrence? -- 1 Introduction -- 2 Related Literature -- 3 Method and Data -- 4 Results -- 5 Conclusions -- References -- Financial Behavior: Preliminary Survey Results -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results -- 5 Discussion -- 6 Conclusions -- 7 Limitations -- References.
• Titolo autorizzato: Contemporary Trends and Challenges in Finance
• ISBN: 3-030-73667-9
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910484987003321
• Lo trovi qui: Univ. Federico II
• Serie: Springer proceedings in business and economics.