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Contemporary trends and challenges in finance : proceedings from the 6th Wroclaw International Conference in Finance / / Krzysztof Jajuga [and three others], editors
| Contemporary trends and challenges in finance : proceedings from the 6th Wroclaw International Conference in Finance / / Krzysztof Jajuga [and three others], editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (250 pages) |
| Disciplina | 332.09438 |
| Collana | Springer proceedings in business and economics |
| Soggetto topico | Finance - Poland |
| ISBN | 3-030-73667-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNINA-9910484987003321 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| 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 | ||
| ||