All Outputs (2)

A stock market trading system based on foreign and domestic information. (2018)
Journal Article
BRZESZCZYNSKI, J. and IBRAHIM, B.M. 2019. A stock market trading system based on foreign and domestic information. Expert systems with applications [online], 118, pages 381-399. Available from: https://doi.org/10.1016/j.eswa.2018.08.005

This paper investigates whether a particular magnitude and direction of inter-regional return signal transmission dominates the performance of domestic trading in American, European and Australasian stock markets. A trading system design, based on fu... Read More about A stock market trading system based on foreign and domestic information..

Pension funds, large capital inflows and stock returns in a thin market. (2018)
Journal Article
BRZESZCZYŃSKI, J., BOHL, M.T. and SERWA, D. 2019. Pension funds, large capital inflows and stock returns in a thin market. Journal of pension economics and finance [online], 18(3), pages 347-387. Available from: https://doi.org/10.1017/S147474721800001X

Using unique data about capital flows from the public social security institute ZUS (Zakład Ubezpieczeń Społecznych) to private pension funds OFEs (Otwarte Fundusze Emerytalne) in Poland, we find that their impact, as a group of large institutional i... Read More about Pension funds, large capital inflows and stock returns in a thin market..