Filters
total: 642
filtered: 420
-
Catalog
Chosen catalog filters
Search results for: OPÓR STOŻKA
-
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Publication -
Russian companies on foreign stock markets: alternative to domestic market?
PublicationFirst aim of this study is to present the main aspects of the Russian stock market, including obstacles for local companies and investors. Second aim is presentation of the Russian companies listed on foreign stock exchanges. In order to perform such analysis, descriptive statistics and information about qualitative features were used. Assessment of the Russian stock market’s development level covered 2003-2012 time period. According...
-
Physical modeling in sands in a wide range of stress level: Application to the calibration of CPTU i DMT tests.
PublicationPraca dotyczy badań modelowych w gruntach niespoistych ze szczególnym uwzględnieniem wpływu wysokiego poziomu naprężenia na zachowanie się podłoża gruntowego. Praca składa się z siedmiu rozdziałów. W pierwszym z nich opisano zachowanie się piasku w szerokim zakresie naprężeń z uwzględnieniem ściśliwości, kruszenia się ziaren, nieliniowości obwiedni zniszczenia oraz nieliniowości modułu odkształcenia związanych z poziomem naprężenia...
-
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Publication -
Salience theory and the cross-section of stock returns: International and further evidence
Publication -
Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market
Publication -
Wstąpienie Polski do Unii Europejskiej a stopa bezrobocia w Polsce
PublicationW części teoretycznej artykułu przedstawiono koncepcję przyczynowo-skutkowego modelu bezrobocia oraz omówiono jego dynamiczny charakter. Skonstruowany model teoretyczny poddano dwustopniowej weryfikacji empirycznej. W pierwszej kolejności oszacowano jego postacie, wykorzystując rejestrowane dane GUS oraz BAEL z okresu poprzedzającego wstąpienie Polski do UE. Wykorzystując oszacowane postacie modelu przeprowadzono prognozy warunkowe...
-
Adaptive prediction of stock exchange indices by state space wavelet networks
PublicationThe paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session...
-
COMPARISON OF INVESTMENT PERFORMANCE MEASURES USING THE EXAMPLE OF SELECTED STOCK EXCHANGES
PublicationIn the following paper, the main objective is to examine whether the selection of the performance measure influences the evaluation of individual investments and the performance rankings generated on that basis. This study presents the values of 16 performance indicators along with their detailed descriptions. All calculations were made using the R program, and the source code can be found at the end of the article. Nine selected...
-
Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublicationPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...
-
Exploring Stock Traders’ Cognitive Biases: Research Design and Simulator Framework
PublicationCognitive bias is a phenomenon that has been extensively studied in stock trading and many other fields. This paper presents a framework for a Mobile Stock Trading Simulator (MSTS) that facilitates automatic investment in stocks with minimal human influence, by investigating the behavioral patterns and cognitive errors of stock market investors. The paper aims to determine whether investors’ investment strategies can be improved...
-
Stock price reactions to an arrangement approval in restructuring proceedings – the case of Poland
PublicationThe study aims to empirically analyze the reaction of stock prices to the information about the conclusion and acceptance of a debtor–creditor arrangement under restructuring proceedings of companies listed on the stock exchange in Poland. The following main research hypothesis was verified: public disclosure of information about an arrangement conclusion and acceptance in restructuring proceedings...
-
La storia economica in Italia e in Germania. Fuori o dentro il dibattito pubblico?
Publication.
-
Value, Size, Momentum, and Unique Role of Microcaps in CEE Market Stock Returns
Publication -
Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
Publication -
Reverse splits in international stock markets: Reconciling the evidence on long-term returns
Publication -
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
Publication -
Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
Publication -
Beware of the crash risk: Tail beta and the cross-section of stock returns in China
Publication -
MERGERS AND ACQUISITIONS: EVIDENCE ON POST-ANNOUNCEMENT PERFORMANCE FROM CEE STOCK MARKETS
Publication -
Why Do Companies Go Public? Evidence from the Prague Stock Exchange
Publication -
Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy
Publication -
Paper profits or real money? Trading costs and stock market anomalies in country ETFs
Publication -
Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
Publication -
Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China
Publication -
Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective
Publication -
Machine learning goes global: Cross-sectional return predictability in international stock markets
Publication -
ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine
Publication -
Exploring Cause-and-Effect Relationships Between Public Company Press Releases and Their Stock Prices
PublicationThe aim of the work is to design and implement a method of exploring the cause-and-effect relationships between company announcements and the stock prices on NASDAQ stock exchange, followed by a brief discussion. For this purpose, it was necessary to download the stock quotes of selected companies from the NASDAQ market from public web sources. Additionally, media messages related to selected companies had to be downloaded, and...
-
ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY
PublicationThe purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional invest-ments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared...
-
The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublicationIn this article, optimal investment portfolios with minimal risk and maximum efficiency were calculated. The portfolios were designated for ten selected European stock exchanges, based on the listings of the twenty largest companies in each of those markets. All calculations were made based on company shares only, company shares and investments in gold, shares of companies and investments in crude oil as well as shares of companies...
-
ESG investing during the Covid-19 crisis. Evidence from Central European Stock Exchanges
PublicationAs COVID-19 turned into a global pandemic, world markets gradually began to recover after initial dynamic declines. Restrictions, and their subsequent loosening, were, and are, not without significance for the financial markets. These particular circumstances provide a unique opportunity to contribute to the literature by focusing on the potential resilience of ESG (environmental, social and governance) investing in an era of crisis....
-
Wpływ sztywności wielkogabarytowego stojaka łożyskowego na warunki pracy elementów tocznych - analiza przy użyciu programów CAD
PublicationW referacie przedstawiono analizę wpływu sztywności stojaka łożyskowego na warunki pracy łożyska. Wyniki analizy porównano z zachowaniem rzeczywistego obiektu.
-
Experimental investigation of the flow pattern and wall pressure distribution in a silo with double-cone insert
PublicationArtykuł opisuje przeprowadzone badania przepływów silosowych i naporu materiałów sypkich podczas napełniania i opróżniania silosu o średnicy 2.5 m wyposażonego we wkładkę "podwójny stożek". Badania przeprowadzane były w Instytucie Badawczym Tel-Tek w Norwegii. Materiałem użytym był suchy piasek. Napór na ścianę mierzony był bezpośrednio za pomocą 10 czujników wbudowanych w ścianę. Badania eksperymentalne pokazały duży wpływ wkładki...
-
Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
Publication -
Markowitz’s portfolio theory – optimal length of estimation window for gold and the biggests companies on the Warsaw Stock Exchange
PublicationThe following article is dedicated to the construction of an investment portfolio consisting of 3 investments from the Polish capital market found in the WIG20 index and from investment in gold. The purpose of the study was to determine the optimal length of the estimation window for building a portfolio with minimal risk and maximum efficiency. The length of the estimation window was also assessed in terms of the rate of return...
-
Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles
PublicationThis paper used the GSADF test to determine the periods defined in this paper as price bubbles in the three markets studied, i.e. the investment wine market, precious metal market and national stock market indices of G-7 countries. The results obtained enabled the calculation of the values of the phi correlation coefficients, which served the research objective of assessing the co-occurrence of price bubbles in the markets analysed....
-
Approval of an Arrangement in the Restructuring Proceedings and the Financial Condition of Companies Listed on the Stock Exchanges in Warsaw. Is There Any Relationship?
PublicationThis paper attempts to identify the financial indicators differentiating companies that are insolvent or at risk of insolvency and have successfully entered into an arrangement with their creditors from those that have not. In addition, a two-factor model for predicting the odds of an arrangement has been proposed. The research was conducted using a population of companies listed on stock exchanges in Warsaw that initiated restructuring...
-
Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032
PublicationThis study attempts to estimate the impact of the announcements of hosts of large sporting events on domestic stock markets. The research problem is to establish a connection between the uniqueness of a sporting event and investors’ beliefs through stock price behavior. Using appropriate estimation windows, 13 different sporting events classified as large, including mega and major events, were tested. The obtained results show...
-
Wpływ modernizacji ujścia Wisły na ochronę przeciwpowodziową i warunki żeglugowe
PublicationZatory lodowe w ujściu Wisły tworzą zagrożenie powodziowe o zasięgu obejmującym Żuławski odcinek Wisły. Wykonanie sztucznego ujścia Wisły do Morza Bałtyckiego, a następnie zamknięcie Wisły Gdańskiej, Szkarpawy i Nogatu znormalizowało stosunki wodne w delcie Wisły. Regulację ujścia Wisły rozpoczęto już w dwa lata po wykonaniu Przekopu i kontynuuje się do chwili obecnej.Określenie tempa wzrostu objętości stożka jak i pochodzenie...
-
Modelling of full-scale silo experiments with flow correcting inserts using material point method (MPM) based on hypoplasticity.
PublicationCharakterystyki przepływu materiałów sypkich w silosach mają znaczenie dla naporów wywieranych na ściany silosu. Można je zmieniać za pomocą różnych wkładek. W pracy omówiono wyniki liczbowe dotyczące ograniczonego przepływu niespoistego ziarnistego piasku w pełnowymiarowym silosie metalowym z różnymi symetrycznie rozmieszczonymi wkładami, służącymi do korekcji wzorca przepływu (podwójny stożek, stożek w stożku i odwrócony stożek)....
-
Wykorzystanie metod symulacyjnych w modelowaniu morsko – lądowych łańcuchów dostaw na przykładzie DCT
PublicationArtykuł jest kolejnym etapem badań w zakresie modelowania lądowo – morskich łańcuchów dostaw. Badania miały na celu sprawdzenie płynności operacyjnej w terminalu kontenerowym na podstawie symulacji ruchu jednostek w założonym czasie z wykorzystaniem metody Monte Carlo. Płynność operacyjna terminalu była badana w oparciu o wskaźnik zajętości placu składowego przy założonych początkowych poziomach wypełnienia placu oraz zapotrzebowanie...
-
Financial impact analysis of going public at the Warsaw Stock Exchange: Using Fuzzy Set Theory to understand behaviours of mature companies
Publication -
Natural convection from horizontal conic.
PublicationPrzedstawiono rozważania teoretyczne konwekcji swobodnej od powierzchni bocznej poziomego stożka.
-
Nexus between stock markets, economic strength, R&D and environmental deterioration: new evidence from EU-27 using PNARDL approach
PublicationThis research investigates the impact of stock market indices, economic strength, and research and development expenditures on environmental deterioration in the EU-27 countries for the period 2000–2020. This study utilized linear and non-linear panel ARDL to estimate the short- and long-run effect. According to the results, the stock market indices have negative effect on environmental deterioration in the symmetric form. However,...
-
BADANIA NAGNIATANYCH POŁĄCZEŃ WTŁACZANYCH NA WAŁACH OKRĘTOWYCH
PublicationPrzedstawiono przyczyny możliwości zwiększenia trwałości wałów okrętowych, wskutek podwyższenia wytrzymałości zmęczeniowej połączenia wtłaczanego śruba - wał śrubowy przez nagniatanie. Badania wykonano na próbkach o średnicy 25 mm na specjalnie w tym celu zbudowanej maszynie zmęczeniowej MZ 30 z wodnym systemem chłodzenia próbki. Próbki wykonano ze stali C35 a tuleje ze stopu Novoston. Tuleje te zostały wtłoczone na stożek, wytwarzając...
-
Fe analysis of loadson the silo wall and stresses in the silo structure.
PublicationArtykuł przedstawia numeryczne wyniki naporu materiałów sypkich na ścinanie podczas przepływu w silosach z lejem w kształcie osiowo-symetrycznego stożka.
-
Green aspects of techniques for the determination of pesticides in fruits and vegetables
PublicationApplied all over the world, pesticides are some of the most dangerous pollutants of the environment because of their stability, mobility, their ability to accumulate in the environment and their consequent long-term adverse effects on living organisms in general and human health in particular. Their presence in the environment is a particular danger. It is therefore crucial to monitor pesticide residues using all available analytical...
-
Quechers sample preparation method variants for analysis of pesticide residues in fruits and vegetables
PublicationThis article describes the comparison of different versions of an easy, rapid and low-cost sample preparation approach for the determination of pesticide residues in fruits and vegetables by concurrent use of gas and liquid chromatography coupled to MS or ECD for detection. The sample preparation approach is known as QuEChERS, which stands for quick, easy, cheap, effective, rugged and safe. It is a combination of liquid-liquid...
-
Electrical conductivity of disordered (Bi,Pb)-Sr-Ca-Cu-O materials
PublicationAmorficzny materiał (Bi,Pb)4Sr3Ca3Cu4Ox wygrzewany w odpowiednich warunkach staje się nieuporządkowanym metalem i nadprzewodnikiem. Ma duży opór i zazwyczaj ujemny współczynnik temperaturowej zależności oporu. W pracy dyskutowane są właściwości w stanie normalnym oraz przejście do stanu nadprzewodzącego.