Wykaz publikacji wybranego autora

Anna Czapkiewicz, dr hab., prof. AGH

profesor nadzwyczajny

Wydział Zarządzania
WZ-spzme, Samodzielna Pracownia Zastosowań Matematyki w Ekonomii

  • 2018

    [dyscyplina 1] dziedzina nauk społecznych / ekonomia i finanse

[poprzednia klasyfikacja] obszar nauk społecznych / dziedzina nauk ekonomicznych / ekonomia

Identyfikatory Autora Informacje o Autorze w systemach zewnętrznych

ORCID: 0000-0002-6144-8381 połącz konto z ORCID

ResearcherID: K-9242-2015

Scopus: 56095525700

PBN: 5e70923a878c28a04739203b

OPI Nauka Polska

System Informacyjny AGH (SkOs)

1
  • A tale of two states: an application of a Markov switching model to anomaly returns
2
  • An application of factor pricing models to the Polish stock market
3
  • Digesting anomalies in emerging European markets: A comparison of factor pricing models
4
5
  • Effects of macroeconomic indicators on the financial markets interrelations
6
7
  • Estimating and testing asset pricing models in Poland: alternative methods
8
  • Explaining equity anomalies in frontier markets: a horserace of factor pricing models
9
  • Factors affecting employee satisfaction – based on empirical research
10
  • Grouping stock markets with time-varying copula-GARCH model
11
  • Idiosyncratic risk and cross-section of stock returns in emerging European markets
12
  • Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
13
  • Intraday contagion and tail dependence between stock markets in Frankfurt, Vienna and Warsaw
14
  • Plasma fatty acid profile in multiple myeloma patients
15
16
  • The cross section of international government bond returns
17
  • The four-factor asset pricing model on the Polish stock market
18
  • Who or what influences the individuals’ decision-making process regarding vaccinations?