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Contemporary Trends and Challenges in Finance : Proceedings from the 5th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance : Proceedings from the 5th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski, Karsten Staehr |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (xi, 214 pages) : illustrations |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Capital market
Macroeconomics Corporations—Finance Finance, Public Insurance Capital Markets Macroeconomics/Monetary Economics//Financial Economics Corporate Finance Public Finance |
| ISBN | 3-030-43078-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro Preface Contents About the Editors Financial Markets The Rhythm of the Night: Some Anomalies in Open and Close Prices of Polish and German Blue-Chip Stocks 1 Introduction 2 Methods 2.1 Simple Returns and Log Returns 2.2 OHLC Records and Day- and Night-Returns 2.3 Volatility Estimates 2.4 Bid-Ask Spreads 2.5 Data 2.6 Portfolio Construction 3 Results 4 Conclusions Appendix References The Effect of the Day and the Risk Diversification on the WSE 1 Introduction 2 The Models of Well-Diversified Portfolios 3 The Effect of the Day and the Risk Diversification in 2010-2018 on the WSE 4 Summary References Volatility and Liquidity in Cryptocurrency Markets-The Causality Approach 1 Introduction 2 Methods 3 Data Source and Sample Preparation 4 Empirical Results 5 Conclusion and Discussion Appendix References Identification of the Factors Affecting the Return Rates of the Banks Listed on the Warsaw Stock Exchange 1 Introduction 2 Theoretical Framework 3 Data and Methodology 4 Results 5 Conclusions References Conventional and Downside Betas and Higher Co-moments in the Asset Pricing Relations 1 Introduction 2 Methodology 2.1 Risk Measures 2.2 Modifications of CAPM. Unconditional Relationships in Conventional and Downside Approaches 2.3 Modifications of CAPM. Relationships in Different Market Conditions 3 Data 4 Results 5 Conclusions References The Accuracy of Trade Classification Rules for the Selected CEE Stock Exchanges 1 Introduction 2 Literature Review 3 Data 4 Empirical Results 5 Conclusions References Profitability Ratios in Risk Analysis 1 Introduction 2 Downside Beats, Downside Accounting Betas and Semi-variance 3 Data 4 Empirical Results 5 Conclusions References Impact of Commodity Market Risk on Listed Companies 1 Introduction 2 The Scope of Research and Research Methods 3 The Results of the Warsaw Stock Exchange Study 4 The Results of the Italian Stock Exchange-Borsa Italiana Study 5 Conclusion References Corporate Finance The Double Relationship Between Risk Management and CSR in the Italian Healthcare Sector: The Case of the Lombard "Health Protection Agencies" (ATS) 1 Introduction 2 Risk, Risk Management and the Healthcare Sector 3 CSR and RM: Is There a Link? 4 Results and Discussion 5 Conclusions References Are Corporate Financing Policies Different in Old and New EU Member States? 1 Introduction 2 Literature Review 3 Data and Methodology 4 Results 5 Conclusions References Board Characteristics and Performance of East Africa Companies 1 Introduction 2 Literature Review 2.1 Board Size 2.2 The Proportion of Independent Directors 2.3 Separation of Chairman and CEO Positions 2.4 Proportion of Women 2.5 The Proportion of Foreign Board Members 3 Methodology 3.1 Data 3.2 Methodology 4 Findings and Discussions 4.1 Descriptive Statistics 4.2 Discussion 5 Conclusion References Quantitative Methods in Finance Different Approaches to the Reference Yield Curve Construction-And Their Application into Fund Transfer Pricing Mechanism 1 Introduction 2 An Impact of a Yield Curve Construction on FTP Process 2.1 Parsimonious Models 2.2 Smith-Wilson Model 3 Data and Results 3.1 Parametric Model 3.2 Smith-Wilson Model 4 Summary References Geometric Distribution as Means of Increasing Power in Backtesting VaR 1 Introduction 2 Geometric Distribution Based Methods of Testing VaR 3 Finite Sample Properties 4 Summary and Conclusion References Price Clustering in Stocks from the WIG 20 Index 1 Introduction 2 Data and Methodology 3 Empirical Results 4 Conclusion References Construction of Investment Strategies for WIG20, DAX and Stoxx600 with Random Forest Algorithm 1 Introduction 2 Investment Strategy and Random Forest 3 Data Preparation 4 Training the Algorithm 5 Results and Conclusions Appendix References Application of the SAW Method in Credit Risk Assessment 1 Introduction 2 Credit Risk Assessment Methods-Overview 3 Oriented Fuzzy Numbers-Basic Facts 4 Linguistic Approach-Order Scales 5 Simple Additive Weighting Method-Overview 6 Numerical Example-Case Study 7 Conclusions References Financial Institutions Cost-Management Strategies Applied by Insurance Companies in Poland in the Years 2016-2018; Empirical Research 1 Introduction 2 Cost Strategies Implementable by Insurance Companies 3 Research Findings Concerning Cost Strategies Applied in Insurance Companies Poland in the 2016-2018 4 Summary and Conclusions References Dividends of Life Insurance Companies and the Solvency Capital Requirements 1 Introduction 2 Dividends Payments of Life Insurers 3 Research Design 4 Conclusions References Fragility or Contagion? Properties of Systemic Risk in the Selected Countries of Central and East-Central Europe 1 Introduction 2 Financial System and Systemic Risk-Definitions 3 Selected Risk Measures and the Estimation Methods 3.1 Fragility Measure-SRISK 3.2 Risk Spill Over Measure-Delta CoVaR 3.3 Estimation 4 Empirical Results and Short Discussion 5 Conclusions Appendix: Descriptive Statistics References. |
| Record Nr. | UNINA-9910409669503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance : Proceedings from the 4th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orłowski, Karsten Staehr
| Contemporary Trends and Challenges in Finance : Proceedings from the 4th Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orłowski, Karsten Staehr |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (212 pages) |
| Disciplina |
332.09438
330 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Finance
Business enterprises—Finance Macroeconomics Finance, general Business Finance Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 3-030-15581-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART I: Banking -- The Role of a Reference Yield Fitting Technique in the Fund Transfer Pricing Mechanism -- Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure -- Determinants of Loans Growth in Cooperative Banks in Poland: Does Capital Ratio Matter? -- Analysis of Determinants of Liquidity Risk in Polish Banking Sector -- PART II: Commodity Market -- The Post-Crisis Insight into Nickel Pricing on the London Metal Exchange -- Impact of Macroeconomic and Financial Factors on the Commodity Price Indexes in the Context of Financialization -- PART III: Corporate Finance -- Conceptual framework for lending money outside business groups. Evidence from Poland -- The Lohmann-Ruchti Effect in the Development of Corporate Capital -- Reconsidering the Profitability–Capital Structure Relation: Findings from Poland -- Presaging a Déjà Vu… The Impact of Leverage and Investment on Operating Performance Under Negative Demand-Driven Shocks -- PART IV: Financial Market -- The Application of Two-Stage Diversification to Portfolios From the WSE -- Verification of the Conditional CAPM: the Example of the Polish Capital Market -- Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets -- Accounting Beta in the Extended Version of CAPM -- The Impact of Fundamental Investment Fund Features on the Level of Risk -- PART V: Other areas of Finance -- Understanding the Overfunding in Crowdfinancing – the Elements of Attractiveness -- Valuation of Household Losses in Child’s Death Cases for Insurance Purposes -- Public or Private? Which Source of Financing Helps to Achieve Higher Health System Efficiency? -- Innovation System in a Global Context: A Panel Approach. |
| Record Nr. | UNINA-9910337671803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski
| Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance / / edited by Krzysztof Jajuga, Hermann Locarek-Junge, Lucjan T. Orlowski |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (xiii, 251 pages) |
| Disciplina | 332 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Corporations—Finance
Business enterprises—Finance Bank marketing Macroeconomics Economics, Mathematical Corporate Finance Business Finance Financial Services Macroeconomics/Monetary Economics//Financial Economics Quantitative Finance |
| ISBN | 3-319-76228-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements for the risk of binary options -- Part II: Stock Market Investments -- Relationships between returns in EU equity markets in 2005-2016: implications for portfolio risk diversification -- The relationships between beta coefficients in the classical and downside framework: Evidence from Warsaw Stock Exchange -- Intraday Trading Patterns on the Warsaw Stock Exchange -- Testing Stability of Correlations between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange -- Validating Downside Accounting Beta: Evidence from the Polish Construction Industry -- Part III: International Finance -- Application of S-curve and modified S-curve in transition economies’ GDP forecasting. Visegrad Four countries case -- Financialization of commodity markets -- Part IV: Banking -- The production or intermediation approach? ‒ it matters -- Competitiveness and Concentration of the Banking Sector as a Measure of Banks’ Credit Ratings -- Different approaches to regulatory capital calculation for operational risk -- Assessment of Systemic Risk in the Polish Banking Industry -- Contemporary Challenges in the Asset Liability Management -- Part V: Corporate Finance -- Does it pay off to change the CEO? Changes in operating performance - preliminary results -- The capitalistic firm as a system that produces economic and social values -- Corporate cash holdings and tax changes. Evidence from some CEE countries -- Determinants of Capital Structure across European Countries -- Profitability of serial acquirers on the Polish capital market -- Failure Models for Insolvency and Bankruptcy -- Part VI: Personal Finance -- Parental Influence on Financial Knowledge of University Students -- Does Households’ Financial Well-being Determine the Levels of Their Sight Deposits under Turmoil? |
| Record Nr. | UNINA-9910299659903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||