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Hacer Simay Karaalp-Orhan

Visions, Improving Life Busan. Korea - 27-30 October 2009 Retrived 01.03.2018 from . Dickey, D. A. & Fuller W.A. (1979). Distribution of the estimators for autoregressive time series with a unit root, Journal of the American Statistical Association. 74(366), 427–431. DOI: 10.2307/2286348. Engle, R.F. & Granger, C.W.J. (1987). Co-integration and error correction: representation, estimation and testing. Econometrica. 55(2), 251–276. DOI: . Chuang, Y. (2000). Human

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Marcin Wątorek and Bartosz Stawiarski

References Barunik, J., Aste, T., Di Matteo, T., Liu, R. (2012). Understanding the Source of Multifractality in Financial Markets. Physica A, 391(17), 4234-4251. Bree, D., Joseph, J. (2013). Testing for Financial Crashes using the Log Periodic Power Law Model. International Review of Financial Analysis, 30(C) , 287-297. Drożdż, S., Grummer, F., Ruf, F., Speth, J. (2003). Log-periodic Self-similarity: an Emerging Financial Law? Physica A, 324, 174-182. Drożdż, S., Kwapień, J., Oświęcimka, P. (2008

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Katarzyna Śledziewska and Tinatin Akhvlediani

rest of the world in 1999−2011. Together with the standard gravity variables, our model controls for the technology gap and the difference in factor endowments of the trade partners. Following Santos Silva and Tenreyro (2006) , we estimate the model by PPML for the EU-15 and V4 separately. The estimation results show that while for the EU-15, human capital accumulation is statistically significant and export flows increase with similarity in physical capital accumulation of the trade partner; for V4, instead of similarity, the difference in physical capital stock

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Lucian Pasca

:// Fama, E.F., 1970, Efficient Capital Markets: A Review of Theory and Empirical Work , Journal of Finance, Vol. 25, pg. 383, available at Ghirardi, G.C., Rimini, A., Weber, T., 1986, Unified dynamics for microscopic and macroscopic systems , Physical Review D, Vol. 34, Issue. 2, available at Goncalves, C.P., Goncalves, C., 2007, An Evolutionary Quantum Game Model of Financial

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Marian Oliński and Piotr Szamrowski

numbers. 3.2 Data In order to carry out the relevant analyses, it was necessary to complete the tweets database. In order to eliminate the problem of randomness (for each organisation, there may be events that could cause unusually high activity for the organisation on Twitter for a short time) a sufficiently long period was used for the analysis. In the range from 15 July to 12 October 2017 (i.e. 90 days), each day of the week was randomly selected twice (i.e. two Mondays, two Tuesdays, etc.). If the selected testing days were immediately following one another

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Kokoszczyński Ryszard, Sakowski Paweł and Ślepaczuk Robert

, Dupire 1994 ) or using other distribution of the rate of return on the underlying asset rather than normal distributions ( Jarrow and Rudd 1982 , Corrado and Su 1996 , Rubinstein 1998 , Lim et al . 2005 ). On the other hand, the Black-Scholes model is still widely used not only as a benchmark in comparative studies testing various option pricing models, but also among the market participants. Christoffersen and Jacobs (2004) show that much of its appeal is related to the treatment of volatility – the only parameter of the Black-Scholes model, however, is not

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Anna Kukla-Gryz and Katarzyna Zagórska

method – a survey with vignettes (brief scenario descriptions) – to analyse the effects of consumers’ individual characteristics and beliefs about production costs on the magnitude of hypothetical voluntary payments. These problems, to the best of our knowledge, have not been empirically investigated before. In the following section, we discuss the literature and present the research hypotheses. We test the hypotheses using the vignette technique, that is, an online survey with hypothetical scenarios described in Section 3 . Section 4 provides results of the study

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Mario Situm

& Accounting, 27: 311 - 340. Chancharat, N., Tian, G., Davy, P., McCrae, M. & Lodh, S. (2010), ‘Multiple states of financially distressed companies: Tests using a competing risk-model’, Australasian Accounting Business and Finance Journal, 4 (4): 27 - 44. Charitou, A., Neophytou, E. & Charalambous, C., (2004), ‘Predicting corporate failure: Empirical evidence for the UK’, European Accounting Review, 13 (3): 465 - 497. Chaudhuri, A., (2013), ‘Bankruptcy prediction using Bayesian, hazard, mixed logit and rough Bayesian models: A

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Kristóf Gyódi

in the literature, it can be defined as “consumers granting each other temporary access to their under-utilized physical assets (‘idle capacity’), possibly for money” ( Meelen and Frenken 2015 ). Such a model can lead to the more efficient usage of resources and sustainable consumption ( Frenken 2017 ). However, online platforms have led to significant regulatory challenges, as they are not only used for the exchange of goods and assets, but also for the provision of services. Platforms have significantly lowered the entry barriers in heavily regulated services

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Marilene Lorizio and Antonia Rosa Gurrieri

-606. 37. Dearmon, J. and Grier, R. (2011). Trust and the accumulation of physical and human capital, European Journal of Political Economy, 27, 507-519. 38. Deyneli, F. (2012). Analysis of Relationship between Efficiency of Justice Services and Salaries of Judges with Two-Stage DEA Method, European Journal of Law and Economics, 34:3, 477-493. 39. Di Vita, G. (2012). Factors Determining the Duration of Legal Disputes: An Empirical Analysis with Micro Data, Journal of Institutional and Theoretical Economics, 168:4, 563-587. 40. Dimitrova-Grajzl, V