IDEAS home Printed from https://ideas.repec.org/f/pma431.html
   My authors  Follow this author

Paweł Majdosz
(Pawel Majdosz)

(We have lost contact with this author. Please ask them to update the entry or send us the correct address or status for this person. Thank you.)

Personal Details

First Name:Pawel
Middle Name:
Last Name:Majdosz
Suffix:
RePEc Short-ID:pma431
[This author has chosen not to make the email address public]
The above email address does not seem to be valid anymore. Please ask Pawel Majdosz to update the entry or send us the correct address or status for this person. Thank you.
ul. Zawieyskiego 11/2 31-619 Kraków Poland

Affiliation

STATMET S.C. (STATMET)

http://www.statmet.com
Poland, Krakow

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Gurgul, Henryk & Majdosz, Paweł & Mestel, Roland, 2007. "Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien [On application of regression models in event studies on financial markets]," MPRA Paper 68570, University Library of Munich, Germany, revised 2007.

Articles

  1. Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014. "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 144-159, March.
  2. Henryk Gurgul & Pawel Majdosz, 2008. "The Modified Diagonalization Method for Analysing Clusters within Economies," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 6(1), pages 53-73.
  3. Henryk Gurgul & Pawel Majdosz, 2007. "Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 5(2), pages 179-192.
  4. Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2007. "Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 1, pages 121-142.
  5. Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007. "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 353-379, September.
  6. Henryk Gurgul & Paweł Majdosz, 2007. "The informational content of insider trading disclosures: empirical results for the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(1), pages 1-19, March.
  7. Henryk Gurgul & Paweł Majdosz, 2006. "The impact of institutional investors on risk and stock return autocorrelations in the context of the Polish pension reform," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(2), pages 5-30.
  8. Henryk Gurgul & Paweł Majdosz, 2006. "Interfund linkage analysis: the case of the polish pension fund sector," Economic Systems Research, Taylor & Francis Journals, vol. 18(1), pages 1-27.
  9. Henryk Gurgul & Pawe³ Majdosz & Roland Mestel, 2006. "Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 58-68, January.
  10. Henryk Gurgul & Paweł Majdosz, 2005. "Effect of dividend and repurchase announcements on the Polish stock market," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(1), pages 25-41.
  11. Henryk Gurgul & Pawel Majdosz, 2005. "Key Sector Analysis: A Case of the Transited Polish Economy," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(1), pages 95-111.
  12. Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2005. "Joint Dynamics of Prices and Trading Volume on the Polish Stock Market," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(2), pages 139-156.

Chapters

  1. Roland Mestel & Henryk Gurgul & Paweł Majdosz, 2005. "On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market," Operations Research Proceedings, in: Hein Fleuren & Dick Hertog & Peter Kort (ed.), Operations Research Proceedings 2004, pages 288-296, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014. "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 144-159, March.

    Cited by:

    1. Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023. "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, vol. 124(C).
    2. Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018. "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 268-293, July.
    3. Tian, Qiang & Shang, Pengjian & Feng, Guochen, 2014. "Financial time series analysis based on information categorization method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 183-191.

  2. Henryk Gurgul & Pawel Majdosz, 2007. "Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 5(2), pages 179-192.

    Cited by:

    1. Byrka-Kita Katarzyna & Czerwiński Mateusz & Preś-Perepeczo Agnieszka, 2017. "Stock Market Reaction to CEO Appointment – Preliminary Results," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 25(2), pages 23-42, June.

  3. Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007. "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 353-379, September.

    Cited by:

    1. Bajzik, Josef, 2021. "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, vol. 78(C).
    2. Shmilovici Armin & Ben-Gal Irad, 2012. "Predicting Stock Returns Using a Variable Order Markov Tree Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-33, December.

  4. Henryk Gurgul & Paweł Majdosz, 2007. "The informational content of insider trading disclosures: empirical results for the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(1), pages 1-19, March.

    Cited by:

    1. Mazza, Paolo & Wang, Shiyu, 2021. "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, vol. 68(C).
    2. Victor Dragotă & Elena Ţilică, 2014. "Market efficiency of the Post Communist East European stock markets," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 307-337, June.
    3. Olga Krzeczewska & Radosław Pastusiak, 2022. "Does bankruptcy filing always mean contagion? Evidence from industry rivals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1357-1366, January.
    4. Chang, Chiao-Yi, 2013. "The market response of insider transferring trades and firm characteristics in Taiwan," Emerging Markets Review, Elsevier, vol. 16(C), pages 131-144.
    5. Jarosław Duda & Henryk Gurgul & Robert Syrek, 2022. "Multi-feature evaluation of financial contagion," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(4), pages 1167-1194, December.
    6. Henryk Gurgul & Milena Suliga, 2020. "Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 869-904, September.
    7. Chirkova, Elena (Чиркова, Елена) & Petrov, Vladislav (Петров, Владислав), 2015. "The Diagnosis of the Insider Trading During the Conflict of Shareholders of “VimpelCom” in 2005-2013 [Диагностирование Инсайдерской Торговли В Период Конфликта Акционеров Оао «Вымпелком» В 2005—201," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 151-173.
    8. Aleksandra Rutkowska & Agata Kliber, 2021. "Say anything you want about me if you spell my name right: the effect of Internet searches on financial market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 29(2), pages 633-664, June.
    9. Marcin Suder & Tomasz Wójtowicz & Rafał Kusa & Henryk Gurgul, 2023. "Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 445-465, June.

  5. Henryk Gurgul & Pawe³ Majdosz & Roland Mestel, 2006. "Implications of Dividend Announcements for the Stock Prices and Trading Volumes of DAX Companies (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(1-2), pages 58-68, January.

    Cited by:

    1. Dr. Jeetendra Dangol, 2016. "Nepalese Stock Market Efficiency in Respect of Cash and Stock Dividend Announcement," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 7(3), pages 60-71, September.
    2. Paul Abbondante, 2010. "Trading Volume and Stock Indices: A Test of Technical Analysis," American Journal of Economics and Business Administration, Science Publications, vol. 2(3), pages 287-292, September.

  6. Henryk Gurgul & Paweł Majdosz, 2005. "Effect of dividend and repurchase announcements on the Polish stock market," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(1), pages 25-41.

    Cited by:

    1. Szomko Natalia, 2015. "Investor Reaction to Information on Final Dividend Payouts on the Warsaw Stock Exchange – an Event Study Analysis," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 45(1), pages 127-146, March.
    2. Urszula Mrzygłód & Sabina Nowak, 2017. "Market reactions to dividends announcements and payouts. Empirical evidence from the Warsaw Stock Exchange," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 11(2), June.
    3. Bogna Ka?mierska-Jó?wiak & Elzbieta Wro?ska-Bukalska, 2017. "Effect Of Repurchase Announcement On The Polish Alternative Stock Market," Proceedings of Economics and Finance Conferences 4807891, International Institute of Social and Economic Sciences.

  7. Henryk Gurgul & Pawel Majdosz, 2005. "Key Sector Analysis: A Case of the Transited Polish Economy," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(1), pages 95-111.

    Cited by:

    1. Soulixay Hongsakhone & Moinul Islam & Masaru Ichihashi, 2021. "Producing a village input–output table (VIOT) from household survey data: a case study of a VIOT for a rural village in northern Lao PDR," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 10(1), pages 1-24, December.
    2. Henryk Gurgul & Łukasz Lach, 2019. "On approximating the accelerator part in dynamic input–output models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 219-239, March.
    3. Henryk Gurgul & Pawel Majdosz, 2008. "The Modified Diagonalization Method for Analysing Clusters within Economies," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 6(1), pages 53-73.
    4. Henryk Gurgul & Łukasz Lach, 2016. "Simulating evolution of interindustry linkages in endogenous dynamic IO model with layers of techniques," Metroeconomica, Wiley Blackwell, vol. 67(4), pages 632-666, November.

  8. Henryk Gurgul & Pawel Majdosz & Roland Mestel, 2005. "Joint Dynamics of Prices and Trading Volume on the Polish Stock Market," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 3(2), pages 139-156.

    Cited by:

    1. Rodrigo Aranda & Patricio Jaramillo, 2008. "Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume," Working Papers Central Bank of Chile 463, Central Bank of Chile.
    2. Go, You-How & Lau, Wee-Yeap, 2020. "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, vol. 17(C).
    3. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1S), pages 148-166, January.
    4. Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2023. "Order book price impact in the Chinese soybean futures market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 606-625, January.
    5. Sarika Mahajan & Balwinder Singh, 2013. "Return, Volume and Volatility Relationship in Indian Stock Market: Pre and Post Rolling Settlement Analysis," Global Business Review, International Management Institute, vol. 14(3), pages 413-428, September.
    6. Gurleen Sahota & Balwinder Singh, 2016. "The Empirical Investigation of Causal Relationship between Intraday Return and Volume in Indian Stock Market," Vision, , vol. 20(3), pages 199-210, September.
    7. Katarzyna Bien-Barkowska, 2012. ""Does it take volume to move fx rates?" Evidence from quantile regressions," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 35-52.
    8. Sarika Mahajan & Balwinder Singh, 2008. "An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market," Vision, , vol. 12(3), pages 1-13, July.
    9. Rodrigo F. Aranda L. & Patricio Jaramillo G., 2010. "Non-linear Dynamics in the Chilean Stock Market: Evidence on Traded Volumes and Returns," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 67-94, December.

Chapters

  1. Roland Mestel & Henryk Gurgul & Paweł Majdosz, 2005. "On the Empirical Linkages between Stock Prices and Trading Activity on the German Stock Market," Operations Research Proceedings, in: Hein Fleuren & Dick Hertog & Peter Kort (ed.), Operations Research Proceedings 2004, pages 288-296, Springer.

    Cited by:

    1. Henryk Gurgul & Roland Mestel & Robert Syrek, 2008. "Polish Stock Market and some foreign markets - dependence analysis by copulas," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 18(2), pages 17-35.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Pawel Majdosz
(Pawel Majdosz) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.