First International Conference Quantitative Methods in Economics

Time	Duration	Type	Presenting person	Title
June 19th, Friday
09:00	Warsaw Stock Exchange Indexes Analysis - Prof. Marek Gruszczyński - COTTON1
09:00	00:30:00	Oral	Carmen García Centeno	Estimation of an Asymmetric Stochastic Volatility Model for the EURO STOXX50 index returns and different Polish index returns.
09:30	00:30:00	Oral	Tadeusz Waściński	Impact of global oil prices on the PKN Orlen stock price /*
10:00	00:25:00	Oral	Tomasz Wiśniewski	WIG20short and WIG20lev:new Warsaw Stock Exchange Indexes
10:25	00:25:00	Oral	Krzysztof T. Kompa	Causality of fear analysis: VIX vs. VWIG20
10:50	BREAK
15:00	Financial Market Analysis - Prof. Małgorzata Doman - COTTON1
15:00	00:30:00	Oral	Marek Gruszczyński	Quantitative methods in accounting research
15:30	00:20:00	Oral	Andrzej Karpio	The investigation of short term persistence in the relative performance of equity mutual funds operating on polish capital market
15:50	00:30:00	Oral	Mariola Chrzanowska	A Study on the Stability of Ensemble Trees: Example of the Polish Credit Scoring Application
16:10	00:20:00	Oral	Bolesław Borkowski	Possibilities of investing on European wheat market with the use of chooser options
16:30	SESSION SUMMARY
June 20th, Saturday
09:00	Capital Market Analysis - Prof. Vagis Samathrakis - COTTON1
09:00	00:30:00	Oral	Tadeusz Waściński	A Long- and short-term relationship between sectoral indexes and the WIG (Warsaw Stock Exchange Index)
09:30	00:30:00	Oral	Ewa Tatarczak	The efficiency of Warsaw Stock Exchange based on the WIG Indexes
10:00	00:25:00	Oral	Grzegorz Koszela	Problems of opportunity set in multi-element portfolio.
10:25	00:30:00	Invited oral	Dorota Żebrowska-Suchodolska	Momentum and winner-loser strategies: Evidence for the Warsaw Stock Exchange
11:30	SESSION SUMMARY

First International Conference Quantitative Methods in...

on-line journal

June 19th, Friday

June 20th, Saturday