Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

Delete all

Behavioral and microstructural aspects of the financial and alternative investments markets

2015/17/B/HS4/02708

Keywords:

market microstructure efficiency of financial markets behavioral finance information liquidity

Descriptors:

  • HS4_6: Financial markets, international finance, public finance
  • HS4_8: Behavioral economics, consumption and consumer behavior, marketing
  • HS4_2: Microeconomics, institutional economics

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Krakowie, Wydział Finansów

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Jan Czekaj 

Number of co-investigators in the project: 8

Call: OPUS 9 - announced on 2015-03-16

Amount awarded: 443 700 PLN

Project start date (Y-m-d): 2016-01-21

Project end date (Y-m-d): 2019-01-20

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Urządzenie do badania reakcji skórno - galwanicznych (20 000 PLN)
  2. Serwer (20 000 PLN)
  3. komputer przenośny z systemem operacyjnym, (+myszka i torba) (15 000 PLN)

Information in the final report

  • Publication in academic press/journals (10)
  • Articles in post-conference publications (1)
  1. Manipulacja informacją na rynkach finansowych: przyczynek do analizy na przykładzie rynku kapitałowego w Polsce
    Authors:
    Podolski P.
    Academic press:
    Ekonomia międzynarodowa (rok: 2019, tom: 26, strony: 112-133), Wydawca: Uniwersytet Łódzki
    Status:
    Published
    DOI:
    10.18778/2082-4440.26.03 - link to the publication
  2. Are emerging markets efficient? New evidence from information content of dividend changes in polish stock market
    Authors:
    Snarska M., Wiśniewski T., Zyguła A.
    Academic press:
    Empirical Economics , Wydawca: Springer
    Status:
    Submitted
  3. Technical Analysis Gives You Courage, But Not Money-on the Relationship between Technical Analysis Usage, Overconfidence and Investment Performance.
    Authors:
    Kubińska, E., Czupryna, M., Markiewicz, Ł., Czekaj, J.
    Academic press:
    Argumenta Oeconomica (rok: 2018, tom: 1, strony: 317-343), Wydawca: Uniwersytet Ekonomiczny we Wrocławiu
    Status:
    Published
    DOI:
    10.15611/aoe.2018.1.14 - link to the publication
  4. Technical Analysis as a Rational Tool of Decision Making for Professional Traders
    Authors:
    Elżbieta Kubińska, Marcin Czupryna, Łukasz Markiewicz & Jan Czekaj
    Academic press:
    Emerging Markets Finance and Trade (rok: 2016, tom: 52, strony: 2756-2771), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/1540496X.2016.1217004 - link to the publication
  5. Price formation in parallel trading systems
    Authors:
    Czupryna M., Jakubczyk M., Oleksy P.
    Academic press:
    Journal of Artificial Societies & Social Simulation , Wydawca: ESSA
    Status:
    Submitted
  6. The subprime mortgage crisis from the perspective of the decade: contribution to the analysis of the role of organizational culture and ethical standards in the financial institutions management
    Authors:
    Paweł Podolski
    Academic press:
    Studia Prawno-Ekonomiczne , Wydawca: Łódzkie Towarzystwo Naukowe
    Status:
    Submitted
  7. Agent-Based Modelling of Viticulture Development in Emerging Markets: The Case of the Małopolska Region.
    Authors:
    Czupryna, M., Oleksy, P., Przybek, P., Kamiński, B.
    Academic press:
    Journal of Artificial Societies & Social Simulation (rok: 2018, tom: 21(3), strony: 45308), Wydawca: ESSA
    Status:
    Published
    DOI:
    10.18564/jasss.3726 - link to the publication
  8. Detecting a structural change in functional time series using local Wilcoxon statistic
    Authors:
    Kosiorowski, D., Rydlewski, J. P., & Snarska, M
    Academic press:
    Statistical Papers (rok: 2017, tom: 1, strony: 45313), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00362-017-0891-y - link to the publication
  9. GENERALIZED EXPONENTIAL SMOOTHING IN PREDICTION OF HIERARCHICAL TIME SERIES
    Authors:
    Kosiorowski, D., Mielczarek, D., Rydlewski, J. P., & Snarska, M
    Academic press:
    Statistics in Transition (rok: 2018, tom: 19(2), strony: 331-350), Wydawca: Polish Statistical Association (PTS) and the Central Statistical Office of Poland (CSO/GUS)
    Status:
    Published
    DOI:
    10.21307/stattrans-2018-019 - link to the publication
  10. WHAT INFLUENCES OVERPRECISION IN JUDGMENTAL FORECASTING?
    Authors:
    Czupryna M., Kubińska E.
    Academic press:
    Romanian Journal of Economic Forecasting (rok: 2019, tom: 22, strony: 117-131), Wydawca: Institute for Economic Forecasting
    Status:
    Published
  1. HOW DO TRADERS MAKE INVESTMENT DECISIONS - FAST OR SLOW?
    Authors:
    Kubińska E., Czupryna M., Markiewicz Ł., Czekaj J
    Conference:
    The UHD-CTU-UEL International Economics and Business Conference 2018 (rok: 2018, ), Wydawca: University of Economics and Laws Ho Chi Minh City, Viet Nam
    Data:
    konferencja 31.05 - 01.06
    Status:
    Published