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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Effects of communication of the National Bank of Poland (NBP) with financial markets. Impact of NBP macroeconomic information on investors behavior

2015/19/B/HS4/03238

Keywords:

financial markets National Bank of Poland (NBP) macroeconomic information investors behavior

Descriptors:

  • HS4_6: Financial markets, international finance, public finance

Panel:

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

Host institution :

Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny

woj. łódzkie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Janusz Brzeszczyński 

Number of co-investigators in the project: 6

Call: OPUS 10 - announced on 2015-09-15

Amount awarded: 381 960 PLN

Project start date (Y-m-d): 2016-09-15

Project end date (Y-m-d): 2020-09-14

Project duration:: 48 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. laptop (3 szt.) (12 000 PLN)

Information in the final report

  • Publication in academic press/journals (3)
  • Book publications / chapters in book publications (1)
  1. How much do the central bank announcements matter on financial market? Application of the rule-based trading system approach.
    Authors:
    Brzeszczyński J., Gajdka J., Schabek T., Kutan A.M.
    Academic press:
    Expert Systems with Applications (rok: 2021, tom: 182, strony: 45306), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eswa.2021.115201 - link to the publication
  2. Central bank's communication and markets' reactions: Polish evidence.
    Authors:
    Brzeszczyński J., Gajdka J., Schabek T., Kutan A.M.
    Academic press:
    International Journal of Emerging Markets (rok: 2021, tom: N/A, strony: 13516), Wydawca: Emerald Publishing
    Status:
    Published
    DOI:
    10.1108/IJOEM-09-2020-1061/full/html - link to the publication
  3. Do Investment Fund Managers Behave Rationally in the Light of Central Bank Communication? Survey Evidence from Poland.
    Authors:
    Wolski R., Bolek M., Brzeszczyński J., Gajdka J., Kutan A.M.
    Academic press:
    Qualitative Research in Financial Markets (rok: 2023, ), Wydawca: Emerald Publishing
    Status:
    Accepted for publication
    DOI:
    10.1108/QRFM-07-2021-0124/full/html - link to the publication
  1. Monetary policy and investors' behaviour.
    Authors:
    Brzeszczyński J., Gajdka J., Kutan A.M., Schabek T.
    Book:
    The Warsaw Stock Exchange: Emerging to developed. (rok: 2022, tom: N/A, strony: 59-78), Wydawca: Routledge
    Status:
    Published