Are SRRI risk classes informative about pension funds’ risk–return characteristics?

Autor: Zalewska, Ania

Publikováno v: Zalewska, A 2021 ' Are SRRI risk classes informative about pension funds’ risk–return characteristics? ' .

In 2010, the Committee of European Securities Regulation (CESR) published the guidance on how to calculate the synthetic risk and reward indicator (SRRI) for Undertakings for Collective Investment in Transferable Securities (UCITS) to improve disclos

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1378::a2cb14d4dcc38609c4cbd63ed0f07996
https://purehost.bath.ac.uk/ws/files/226840398/SRRI_risk_return_relationship_Zalewska.pdf

Adaptive regulation, market risk and the cost of capital

Autor: Grout, Paul A, Zalewska, Ania

Publikováno v: Grout, P A & Zalewska, A 2019, Adaptive regulation, market risk and the cost of capital . London . < https://www.nic.org.uk/wp-content/uploads/Adaptive-regulation-market-risk-and-the-cost-of-capital-Grout-Zalewska.pdf >

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1378::9634fbb237034ab746d305c04c78ac05
https://purehost.bath.ac.uk/ws/files/203154674/Adaptive_regulation_market_risk_and_the_cost_of_capital_Grout_Zalewska.pdf

Cost of Capital for PR09:Final Report for Water UK

Autor: Hern, Richard, Haug, Thomas, Legg, Anthony, Grout, Paul A, Zalewska, Ania

Publikováno v: Hern, R, Haug, T, Legg, A, Grout, P A & Zalewska, A 2008, Cost of Capital for PR09 : Final Report for Water UK . Loondon .

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1378::9af569b7908b7399f4f9607ae7b56de2
https://purehost.bath.ac.uk/ws/files/203154110/080623_nera_water_uk_wacc_report_final.pdf

Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets

Autor: Schotman, Peter C, Zalewska, Ania

The paper contributes to the literature on integration of stock markets by addressing the issue of non-synchronous trading. We argue that controlling for time differences in trading hours of stock markets is important and show that time-adjustment im

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::19a787254080ae08037c9a00d81febb9
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=5352

Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges

Autor: Zalewska, Ania

This paper investigates whether different systems of financial market organization influence the way in which newly created stock markets become more (weak-form) efficient. The author conducts a detailed comparative analysis of stocks listed on the B

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______645::c7ef379c016512cecaa082ed45dff074
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=2134