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Risks of investment in personnel development: evidence from Ukrainian IT companies

100%
Domkina O., University K. N. T. S.
Ekonomia Międzynarodowa
|
2015
|
vol. 010
EN
In this paper, we examine key factors that influence the risks of investment in the development of human capital of a firm in the IT sector and estimate their weight in the overall risk. In particular, we single out the risk of premature voluntary termination of an employee, the risk of ineffective training, and the risk of a firm’s incorrect employee development strategy. Moreover, to support management of the mentioned kinds of risks, we enumerate the factors that influence them and classify those factors into three main groups: related to the employee, related to the firm, and related to the external environment. Based on this division, we build a model for estimating the risks of investing in the development of personnel using the Analytic Hierarchy Process (AHP).
2

Estimating The Size Of The Secondary Real Estate Market Based On Internet Data Sources

100%
Beręsewicz M.
Folia Oeconomica Stetinensia
|
2014
|
vol. 14
|
issue 2
259-269
EN
As a result of the growing digitization of society and the development of electronic economy, current statistical data sources, including administrative registers, do not satisfy the information needs of society. Therefore, there are growing gaps in the statistical coverage of a number of sectors of the economy. One example of such a gap is the secondary real estate market, which is only partially accounted for by official statistical data sources. On the other hand new data sources such as the Internet or Big Data tend to decrease information gap in official statistics. The Web portals that specialise in brokerage on real estate market should be not neglected as a data source for statistics. Therefore, the aim of the paper is to use two Web portals devoted to the housing market to estimate supply measured in the number of flats offered to sale in Poznań, Poland. In addition, classification and quality of Web portals will be discussed.
3

Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes

100%
Purczyńskiz J., Bednarz-Okrzyńska K.
Folia Oeconomica Stetinensia
|
2014
|
vol. 13
|
issue 2
37-48
EN
This paper examines the application of the so called generalized Student’s t-distribution in modeling the distribution of empirical return rates on selected Warsaw stock exchange indexes. It deals with distribution parameters by means of the method of logarithmic moments, the maximum likelihood method and the method of moments. Generalized Student’s t-distribution ensures better fitting to empirical data than the classical Student’s t-distribution.
4

Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India

80%
Gupta K., Kaur M.
South East European Journal of Economics and Business
|
2015
|
vol. 10
|
issue 2
69-88
EN
The present study examines the impact of the 2008 financial crisis on the hedging effectiveness of three index futures contracts traded on the National Stock Exchange of India for near, next and far month contracts over the sample period of January 2000 – June 2014. The hedge ratios were calculated using eight methods; Naive hedging, Ederington’s Model, Autoregressive Integrated Moving Average, Vector Autoregressive, Vector Error Correction Methodology, Generalized Autoregressive Conditional Heteroskedasticity, Exponential Generalized Autoregressive Conditional Heteroscedasticity and Threshold Generalized Autoregressive Conditional Heteroskedasticity. The study finds an improvement in hedging effectiveness during the post-crisis period, which implies that during the high-volatility period hedging effectiveness also improves. It was also found that near month futures contracts are a more effective tool for hedging as compared to next and far month contracts, which imply that liquidity is a more important determinant of hedging effectiveness than hedge horizons. The study also finds that a time-invariant hedge ratio is more efficient than time-variant hedging. Therefore, knowledge of sophisticated econometrical tools does not help to improve hedge effectiveness.
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