Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Elżbieta Majewska"'
Publikováno v:
Entropy, Vol 26, Iss 3, p 197 (2024)
One of the crucial steps in the multi-criteria decision analysis involves establishing the importance of criteria and determining the relationship between them. This paper proposes an extended Hellwig’s method (H_EM) that utilizes entropy-based wei
Externí odkaz:
https://doaj.org/article/9123d83e44734b00bbe4303f1b6ebfcb
Autor:
Joanna Olbryś, Elżbieta Majewska
Publikováno v:
Entropy, Vol 24, Iss 7, p 921 (2022)
The aim of this study is to assess and compare changes in regularity in the 36 European and the U.S. stock market indices within major turbulence periods. Two periods are investigated: the Global Financial Crisis in 2007–2009 and the COVID-19 pande
Externí odkaz:
https://doaj.org/article/c7a3bbeb670f4f4cb5ace7485e4921b2
Autor:
Elżbieta Majewska, Joanna Olbryś
Publikováno v:
Comparative Economic Research, Vol 20, Iss 4, Pp 45-63 (2017)
The goal of this paper is to recognize the dynamics of financial integration across the European stock markets over the last two decades. We investigate two groups of markets: (1) three developed European markets in the U.K., France, and Germany; and
Externí odkaz:
https://doaj.org/article/cdcfc7a5d12f4a05846e6543c6199a47
Autor:
Joanna Olbrys, Elżbieta Majewska
Publikováno v:
Operations Research and Decisions, Vol vol. 24, Iss no. 1, Pp 51-70 (2014)
Implications of market frictions in the context of serial correlations in indexes on the Central and Eastern European (CEE) stock markets have been analysed. Market frictions, such as non-trading effects, bid/ask spreads, other transaction costs, etc
Externí odkaz:
https://doaj.org/article/206b4ba22f3449a88c60b97a85a0e296
Autor:
Elżbieta Majewska, Joanna Olbrys
Publikováno v:
Entropy; Volume 24; Issue 7; Pages: 921
The aim of this study is to assess and compare changes in regularity in the 36 European and the U.S. stock market indices within major turbulence periods. Two periods are investigated: the Global Financial Crisis in 2007–2009 and the COVID-19 pande
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a71a8982dc1905e01c27bfa15826317c
https://doi.org/10.3390/e24070921
https://doi.org/10.3390/e24070921
Autor:
Elżbieta Majewska, Joanna Olbryś
Publikováno v:
Journal of Risk and Financial Management
Volume 13
Issue 12
Journal of Risk and Financial Management, Vol 13, Iss 328, p 328 (2020)
Volume 13
Issue 12
Journal of Risk and Financial Management, Vol 13, Iss 328, p 328 (2020)
The studies concerning commonality in liquidity on emerging markets in Central and Eastern Europe are scarce and, in particular, they do not utilize the Principal Component Analysis (PCA) to identify latent factors in liquidity. Therefore, the main a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d87b4ea087aa27b832c5ab16fb7fa00
Autor:
Joanna Olbryś, Elżbieta Majewska
Publikováno v:
Comparative Economic Research, Vol 20, Iss 4, Pp 45-63 (2017)
The goal of this paper is to recognize the dynamics of financial integration across the European stock markets over the last two decades. We investigate two groups of markets: (1) three developed European markets in the U.K., France, and Germany; and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4352a6d2657d15767ff7c6aaa94fdb06
https://doi.org/10.1515/cer-2017-0027
https://doi.org/10.1515/cer-2017-0027
Autor:
Elżbieta Majewska, Joanna Olbrys
Publikováno v:
Quantitative Finance and Economics, Vol 1, Iss 4, Pp 411-427 (2017)
The main goal of this paper is to investigate the asymmetric impact of innovations on volatility in the case of the largest European stock markets in the United Kingdom, France and Germany by using the EGARCH based approach. The sample period begins
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::61eeea567faed727dd5d8d1b2cc006ca
http://www.aimspress.com/QFE/article/1754/fulltext.html
http://www.aimspress.com/QFE/article/1754/fulltext.html
Autor:
Elżbieta Majewska, Joanna Olbryś
Publikováno v:
Argumenta Oeconomica. 2:263-278
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81439eb18684190c256435304b8188a2
https://doi.org/10.15611/aoe.2017.2.11
https://doi.org/10.15611/aoe.2017.2.11
Autor:
Elżbieta Majewska
Publikováno v:
Optimum Studia Ekonomiczne. :61-76
The purpose of this paper is to investigate the hierarchical structure of the European capital markets in the periods before and after the Global Financial Crisis of 2007-2009. The author uses weekly logarithmic stock market returns of the 28 main in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c46ed901a1d5d601491958c2fd6c86a
https://doi.org/10.15290/ose.2017.03.87.05
https://doi.org/10.15290/ose.2017.03.87.05