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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Modeling of new ICAPM applications for estimating the capital cost of companies listed on the Warsaw Stock Exchange - the impact of penny stocks and speculation stocks

2015/19/B/HS4/01294

Keywords:

capital cost modeling of price equilibrium penny stocks

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • 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 :

Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie, Wydział Zarządzania

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Stanisław Urbański 

Number of co-investigators in the project: 1

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

Amount awarded: 149 460 PLN

Project start date (Y-m-d): 2016-06-09

Project end date (Y-m-d): 2020-12-08

Project duration:: 54 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. Kompilator języka programowania Fortran dla Windows, Oferta Firmy GAMBIT Centrum Oprogramowania i Szkoleń Sp. z o.o. (1 860 PLN)
  2. Komputer (6 000 PLN)

Information in the final report

  • Publication in academic press/journals (7)
  • Articles in post-conference publications (1)
  1. The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – versus DJIA
    Authors:
    Stanisław Urbański
    Academic press:
    Folia Oeconomica Stetinensia (rok: 2021, tom: 21, strony: 122-143), Wydawca: De Gruyter
    Status:
    Published
    DOI:
    10.2478/foli-2021-0009 - link to the publication
  2. The Fama-French model for Estimating the Cost of Equity Capital: Impact of Real Options of Investment Projects
    Authors:
    Urbański Stanisław, Dariusz Zarzecki
    Academic press:
    Economic Systems (tom: first ONLINE, strony: ), Wydawca: Elsevier
    Status:
    Accepted for publication
    DOI:
    10.1016/j.ecosys.2021.100874 - link to the publication
  3. Using the ICAPM to estimate the capital cost of stock portfolios: empirical evidence on the Warsaw Stock Exchange
    Authors:
    Urbański Stanisław, Leśkow Jacek
    Academic press:
    STATISTICS IN TRANSITION new series (rok: 2020, tom: 21, No. 1, strony: 73-94), Wydawca: Polish Statistical Association
    Status:
    Published
    DOI:
    10. - link to the publication
  4. Wybrane symulacje wyceny aktywów na przykładzie spółek notowanych na Giełdzie Papierów Wartościowych w Warszawie
    Authors:
    Stanisław Urbański
    Academic press:
    Studia Ekonomiczne. Zeszyty Naukowe Uniwersytetu Ekonomicznego w Katowicach (rok: 2017, tom: Nr 325, strony: 177-186), Wydawca: Uniwersytet Ekonomiczny w Katowicach
    Status:
    Published
    DOI:
    brak - link to the publication
  5. CAPM applications for appropriate stock pricing - impact of speculation companies
    Authors:
    Stanisław Urbański, Iwona Skalna
    Academic press:
    Managerial Economics (rok: 2017, tom: Vol. 18, strony: 227-245), Wydawca: University of Science and Technology, Poland
    Status:
    Published
    DOI:
    brak - link to the publication
  6. COMPARISON OF A MODIFIED AND CLASSIC FAMA-FRENCH MODEL FOR THE POLISH MARKET
    Authors:
    Stanisław Urbański
    Academic press:
    Folia Oeconomica Stetinensia (rok: 2017, tom: Volume 17, strony: 80-96), Wydawca: DeGruyter, The Journal of University of Szczecin
    Status:
    Published
    DOI:
    10.1515/foli-2017-0007 - link to the publication
  7. The cost of equity capital of stock portfolios listed on the Warsaw Stock Exchange using the classic CAPM
    Authors:
    Stanisław Urbański
    Academic press:
    E-Finanse (rok: 2019, tom: 15, strony: 48-62), Wydawca: DE GRUYTER, University of Information Technology and Management in Rzeszow
    Status:
    Published
    DOI:
    10.2478/FIGF-2019-0011 - link to the publication
  1. Using the ICAPM to estimate the cost of capital: developed market and Polish market stock portfolios
    Authors:
    Stanisław URBAŃSKI, Dariusz Zarzecki, Jacek Leskow
    Conference:
    International Business Information Management Association Conference (IBIMA): 1–2 April 2020, Seville, Spain (rok: 2020, ), Wydawca: Khalid S. Soliman
    Data:
    konferencja 1–2 April
    Status:
    Published

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