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 |
