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FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE
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Corporate Finance2022
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Accounting and Finance Association of Australia and New Zealand Conference
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North American Journal of Economics and Finance
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International Journal of Academic Research in Accounting, Finance and Management Sciences
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Economics and Finance of Indonesia
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Studies in Economics and Finance
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Quantitative Finance and Economics
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Journal of Property Investment & Finance
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Pacific-Basin Finance Journal
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QUARTERLY REVIEW OF ECONOMICS AND FINANCE
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Journal of Business, Economics and Finance
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International Journal of Behavioural Accounting and Finance
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Cryptocurrency factor momentum
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Country selection strategies based on quality
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Level of public finances decentralization in European Union countries
PublikacjaResearch background: Despite of the universality of the implementation in democratic countries the principle of decentralization resulting from the belief that it is an instrument to improve the efficiency of public funds management, both the scope of public services and the level of decentralization in individual countries are not identical. Purpose of the article: Comparison the scope of fiscal decentralization...
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A Simulation Model for Risk and Pricing Competition in the Retail Lending Market
PublikacjaWe propose a simulation model of the retail lending market with two types of agents: borrowers searching for low interest rates and lenders competing through risk-based pricing. We show that individual banks observe adverse selection, even if every lender applies the same pricing strategy and a credit scoring model of comparable discrimination power. Additionally, the model justifies the reverse-S shape of the response rate curve....
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Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?
PublikacjaThe article investigates the existence of a price bubble in the artificial intelligence market, employing the Generalised Supremum Augmented Dickey-Fuller test and dynamic time warping methodology. It proposes a method to detect the end of the price bubble euphoria phase, generating an average profit of close to 7% over 5 days and over 10.5% over 20 days, with almost 90% effectiveness. The study found that the AI market experienced...
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Perception and determinants of agricultural technology adoption in North Shoa Zone, Amhara Regional State, Ethiopia
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Performance persistence of government bond factor premia
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Quality investing and the cross-section of country returns
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Is geopolitical risk priced in the cross-section of cryptocurrency returns?
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Risk-based explanation for the country-level size and value effects
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Liquidity and the cross-section of international stock returns
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Cross-sectional seasonalities in international government bond returns
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Factor seasonalities: International and further evidence
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Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic
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The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic
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Is tail risk priced in the cross-section of Chinese mutual fund returns?
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Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
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Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns
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Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns
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Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020
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Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
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The performance of ETFs on developed and emerging markets with consideration of regional diversity
PublikacjaThis study evaluates the performance of Exchange-Traded Funds (ETFs) by using various tracking error calculation approaches. The aim of the paper is, on the one hand, an evaluation of the performance of ETFs relative to their benchmarking indexes and, on the other, an endeavour to specify any relationship between this performance and both geographical location and the degree of market development. The research was conducted on...
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The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublikacjaIn 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...
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Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances
PublikacjaWe employ recent Survey of Consumer Finances (SCF) microdata from the US to analyze the impacts of confidence in one's own financial knowledge, confidence in the economy, and objective financial literacy on investment in risky financial assets (equity and bonds) on both the extensive and intensive margins. Controlling for a rich set of covariates including risk aversion, we find that objective financial literacy is positively...
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Price bubbles in commodity market – A single time series and panel data analysis
PublikacjaThis paper examines thirty-five commodities, grouped into three market sectors (energy, metals, agriculture & livestock) in terms of the occurrence of price bubbles. The study was based on monthly data for each commodity separately and, in a panel approach, for selected sectors and for all commodities combined. The GSADF test and its version for panel data – panel GSADF – were used to identify bubbles. The beginning and end of...
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Central and Eastern European States from an International Perspective: Economic Potential and Paths of Participation in Global Value Chains
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The real alternative? A comparison of German real estate returns with bonds and stocks
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The ex‐post impact of agricultural technology adoption on poverty: Evidence from north Shewa zone of Amhara region, Ethiopia
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Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models
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Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy
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Performance Persistence in Anomaly Returns: Evidence from Frontier Markets
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Twitter-Based uncertainty and cryptocurrency returns
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Is there momentum in factor premia? Evidence from international equity markets
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Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies
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Reverse splits in international stock markets: Reconciling the evidence on long-term returns
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Is the Abnormal Post-IPO Underperformance Really Abnormal? The Evidence from CEE Emerging Markets
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Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China
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