Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Stock liquidity on the capital market and its importance for corporate finance

2017/27/N/HS4/00751

Keywords:

stock liquidity corporate financing pricing of liquidity

Descriptors:

  • HS4_6: Financial markets, international finance, public finance
  • HS4_7: Banking, corporate finance, accounting

Panel:

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

Host institution :

Uniwersytet Ekonomiczny w Poznaniu, Instytut Rachunkowości i Zarządzania Finansami

woj. wielkopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Szymon Stereńczak 

Number of co-investigators in the project: 2

Call: PRELUDIUM 14 - announced on 2017-09-15

Amount awarded: 203 000 PLN

Project start date (Y-m-d): 2018-08-10

Project end date (Y-m-d): 2022-08-09

Project duration:: 48 months (the same as in the proposal)

Project status: Project settled

Project description

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

Information in the final report

  • Publication in academic press/journals (8)
  • Book publications / chapters in book publications (3)
  1. Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets
    Authors:
    Szymon Stereńczak
    Academic press:
    International Journal of Emerging Markets (rok: 2022, tom: Early Access, strony: 45312), Wydawca: Emerald Publishing
    Status:
    Published
    DOI:
    10.1108/IJOEM-01-2022-0125 - link to the publication
  2. Conditional stock liquidity premium: is Warsaw stock exchange different?
    Authors:
    Szymon Stereńczak
    Academic press:
    Studies in Economics and Finance (rok: 2021, tom: 38(1), strony: 67-85), Wydawca: Emerald Publishing
    Status:
    Published
    DOI:
    10.1108/SEF-03-2020-0075 - link to the publication
  3. Is there an illiquidity premium in frontier markets?
    Authors:
    Szymon Stereńczak, Adam Zaremba, Zaghum Umar
    Academic press:
    Emerging Markets Review (rok: 2020, tom: 42, strony: 45310), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ememar.2019.100673 - link to the publication
  4. State-Dependent Stock Liquidity Premium: The Case of the Warsaw Stock Exchange
    Authors:
    Szymon Stereńczak
    Academic press:
    International Journal of Financial Studies (rok: 2020, tom: 8, strony: 45316), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/ijfs8010013 - link to the publication
  5. Dividend Policy and Stock Liquidity: Lessons from Central and Eastern Europe
    Authors:
    Szymon Stereńczak, Jarosław Kubiak
    Academic press:
    Research in International Business and Finance (rok: 2022, tom: 62, strony: 45314), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.ribaf.2022.101727 - link to the publication
  6. Minimum Tick Size Reduction and Stock Liquidity: Lessons from the Warsaw Stock Exchange
    Authors:
    Szymon Stereńczak
    Academic press:
    Bank i Kredyt (rok: 2021, tom: 52(6), strony: 545-576), Wydawca: Narodowy Bank Polski
    Status:
    Published
    DOI:
    brak - link to the publication
  7. Stock liquidity premium with stochastic price impact and exogenous trading strategy
    Authors:
    Szymon Stereńczak
    Academic press:
    International Review of Financial Analysis (rok: 2020, tom: 71, strony: 45306), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.irfa.2019.04.008 - link to the publication
  8. The choice of external financing source: The role of company size and stock liquidity
    Authors:
    Szymon Stereńczak, Jarosław Kubiak
    Academic press:
    International Journal of Finance and Economics , Wydawca: Wiley
    Status:
    Submitted
    DOI:
    brak - link to the publication
  1. Zmiany płynności akcji w kontekście decyzji o wypłacie dywidendy
    Authors:
    Jarosław Kubiak, Szymon Stereńczak
    Book:
    Zarządzanie finansami: analiza finansowa, bankowość, finanse samorządowe (rok: 2020, tom: 1, strony: 33-42), Wydawca: Wydawnictwo Naukowe Uniwersytetu Szczecińskiego
    Status:
    Published
  2. In Search of the Best Proxy for Liquidity in Asset Pricing Studies on the Warsaw Stock Exchange
    Authors:
    Szymon Stereńczak
    Book:
    Effective Investments on Capital Markets. 10th Capital Market Effective Investments Conference (CMEI 2018) (rok: 2019, tom: 1, strony: 33-52), Wydawca: Springer
    Status:
    Published
  3. Stocks' liquidity and performance
    Authors:
    Szymon Stereńczak
    Book:
    Understanding the Polish Capital Market: From Emerging to Developed (rok: 2022, ), Wydawca: Routledge
    Status:
    Accepted for publication

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