Empirics of Financial Markets 2014 Presentation I

Empirics of Financial Markets 2014 Presentation I

Empirics of Financial Markets 2014
Presentation I
Date
Group 1 (4.45)
Group 2 (6.30)
March 10
Asaba – Fama 2003
Krawczyk – Sharpe
Ślusarczyk – Chaudhuri
&Wu
Siwek - Fama&French
Bąk&Głowacki – Ross
Machnikowska&Piekarska
- Cooray
March 17
Dogan – Galagedera
Nowocin – Shiller
Kopliku – Ross
Zagórska – Beechey et al.
Finashko & Kolisnyk – Kledzik&Wyrzykowska Cooray
Malkiel
March 24
Bajorek & Kwieciński - Smoliński – Cheung et al.
Fama 1991
Kurek & Piątkowska –
Keklik – Shiller
Carlson & Osler
Salmanipour Noghlbari – Dagil – Madhavan
Beechey et al.
March 31
Huang & Jamashian – Marcjan & Niedzielak –
Cheung et al.
Chan-Lau
Laurent – Madhavan
Pryszcz – Nelson & Siegel
Alrabia & Aydemir – Mazloum
Bilandi
&
Evans&Lyons
Sahetmammedov
Svensson
April 7
Adjei Barimah – Engle
2001
Prima – Engle&Patton
Hoang&Li – Engle 2003
Żurawska – Engle 2001
Rujirarangsan
–
Engle&Patton
Jabłonowska – Engle 2003