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    Wyświetlanie 1-2 z 2
    Tytuł:
    Can the publication of annual financial reports become an opportunity for insider trading?
    Autorzy:
    Suliga, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/108412.pdf
    Data publikacji:
    2015
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    market abuse detection
    insider trading
    event study
    GARCH process
    Opis:
    Illegal insider trading is a problem that involves most of financial markets. Unusual abnormal returns as well as increased trading volumes observed ahead of price sensitive information can be signals of this type of market abuse behavior. In this paper, I study the occurrence of insider trading on the Warsaw Stock Exchange. I verify if publications of annual financial reports of WIG issuers can be preceded by this phenomenon. The study includes reports from the period between 1 January, 2010, and 29 May, 2014. In order to define abnormal returns, I suit the GARCH process to daily returns and use event-study analysis. Potential insider trading behaviors are found with the use of two-day cumulative abnormal returns in a first step and with the use of daily abnormal returns afterwards. The publications that are marked with potential informed price movements are analyzed for the presence of extremely high abnormal trading volumes, which can be additional signals of market abuse.
    Źródło:
    Managerial Economics; 2015, 16, 1; 77-89
    1898-1143
    Pojawia się w:
    Managerial Economics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The comparison of usage of satellite SAR and optical data in the process of urban growth monitoring
    Autorzy:
    Opido, P.
    Leśniak, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/184401.pdf
    Data publikacji:
    2016
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    change detection
    biomass
    map
    Opis:
    The aim of this project was to monitor the temporal growth of the urban areas, on the example of the Krakow city (Poland). In recent years more frequent use of satellite data in environmental monitoring can be observed. Definitely the optical data are the most popular type of it. This kind of data are commonly used in many applications like land cover change detection, biomass study and in the map preparation process. Despite their many advantages they are very sensitive on the weather conditions. Thus they cannot be gathered in cloudy or rainy day. This case doesn’t occur when the satellite SAR (Synthetic Aperture Radar) system are used. The ability of SAR and optical systems in monitoring the temporal growth of the urban areas were presented in the past (Al Rawashdeh & Saleh 2006, Opido & Leśniak 2015). In these projects SAR and optical satellite systems were compared. The study presented here was performed on fifty archival SAR and optical images acquired between years 1992 and 2010. The images were grouped into five two-year time intervals. Each interval contains data stack of eight SAR and 2 Landsat images. For each group the analysis of land cover was performed. Each optical image was classified into three following classes: water, urban and green areas. The study of the SAR data was based on the analysis of coherent scatterers (Porzycka-Strzelczyk & Strzelczyk 2015). The most commonly used methods of coherent scatterer’s identification were tested: dispersion of amplitude, Log-Cumulant (Nicolas et al. 2004), Signal-to-cluter ratio (Ulander et al. 2010) and coherency method (Touzi 1999). The growth of the urban area was calculated by studying changes in the numbers of coherent scatterers on the SAR images. For the Landsat images changes in the area of the urban class were analyzed. Furthermore, regions of most and least intensive urban growth were detected. The next step of the project is to compare the presented results with those provided by new ESA (European Space Agency) satellites. Sentinel-1 provides SAR images with a much better spatial resolution than ERS-1, ERS-2 and Envisat satellites. Sentinel-2 has better spatial resolution and more spectral bands than Landsat-8 (Masek 2015). This will allow to achieve more precise maps of coherent scatterers.
    Źródło:
    Geology, Geophysics and Environment; 2016, 42, 1; 107-108
    2299-8004
    2353-0790
    Pojawia się w:
    Geology, Geophysics and Environment
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-2 z 2

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