Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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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. 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
  2. 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
  3. 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
  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. 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
  6. 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
  7. 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
  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. 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
  10. 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
  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