Anna Czapkiewicz
Biographic Data
| ID | 3050633 |
|---|---|
| NAME | Anna Czapkiewicz |
| GIVEN NAMES | Anna |
| FAMILY NAME | Czapkiewicz |
| SIGNATURE | CZAPKIEWICZ A |
| AFFILIATIONS | AGH University of Krakow |
| ORCID | 0000-0002-6144-8381 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 4 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2014 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 1 |
Estimating the shadow economy in enterprises: A new approach
This article presents an innovative method for estimating the size of the shadow economy in microenterprises that combines the use of survey data and an econometric model specifically designed for this purpose. The main premise of the proposed approach is that expected gross income is calculated as revenue minus the costs of generating income. The analysis focuses on survey responses regarding the perceptions of satisfactory income and satisfacto…
Who or What Influences the Individuals’ Decision-Making Process Regarding Vaccinations
Thanks to vaccines, many people are not exposed to the risks associated with vaccine-preventable diseases (VPDs). This, however, results in growing popularity of antivaccine movements and affects global and local epidemiological situation. Vaccine hesitancy has become a significant problem not only for epidemiologists but also for practitioners. Fortunately, the hesitant group seems to be vulnerable to intervention, and studies indicate that thes…
Predicting the performance of equity anomalies in frontier emerging markets: A Markov switching model approach
Equity anomalies in frontier markets appear and disappear over \ntime. This article aims to demonstrate the predictability of which \nof these transient anomalies will be profitable using a Markov \nswitching model. To do so, we examine 140 equity anomalies \nidentified in the literature using a unique sample of over 3,600 \nstocks from 23 frontier equity markets between 1997 and 2016. \nThe application of a Markov switching model reveals that th…
The four-factor asset pricing model on the Polish stock market
In the three-factor asset pricing model a cross sectional portfolio returns variation is explained by the excess return of the market portfolio (RM), stock capitalisation and a factor associated with the book-to-market (B/M) ratio. This model, however, does not explain the momentum effect. Since this effect is present on many stock markets, the three-factor model is augmented by the momentum factor. This article presents the study of the four-fac…
Estimating the shadow economy in enterprises: A new approach
This article presents an innovative method for estimating the size of the shadow economy in microenterprises that combines the use of survey data and an econometric model specifically designed for this purpose. The main premise of the proposed approach is that expected gross income is calculated as revenue minus the costs of generating income. The analysis focuses on survey responses regarding the perceptions of satisfactory income and satisfacto…
The four-factor asset pricing model on the Polish stock market
In the three-factor asset pricing model a cross sectional portfolio returns variation is explained by the excess return of the market portfolio (RM), stock capitalisation and a factor associated with the book-to-market (B/M) ratio. This model, however, does not explain the momentum effect. Since this effect is present on many stock markets, the three-factor model is augmented by the momentum factor. This article presents the study of the four-fac…
Predicting the performance of equity anomalies in frontier emerging markets: A Markov switching model approach
Equity anomalies in frontier markets appear and disappear over \ntime. This article aims to demonstrate the predictability of which \nof these transient anomalies will be profitable using a Markov \nswitching model. To do so, we examine 140 equity anomalies \nidentified in the literature using a unique sample of over 3,600 \nstocks from 23 frontier equity markets between 1997 and 2016. \nThe application of a Markov switching model reveals that th…
Who or What Influences the Individuals’ Decision-Making Process Regarding Vaccinations
Thanks to vaccines, many people are not exposed to the risks associated with vaccine-preventable diseases (VPDs). This, however, results in growing popularity of antivaccine movements and affects global and local epidemiological situation. Vaccine hesitancy has become a significant problem not only for epidemiologists but also for practitioners. Fortunately, the hesitant group seems to be vulnerable to intervention, and studies indicate that thes…
Estimating the shadow economy in enterprises: A new approach
This article presents an innovative method for estimating the size of the shadow economy in microenterprises that combines the use of survey data and an econometric model specifically designed for this purpose. The main premise of the proposed approach is that expected gross income is calculated as revenue minus the costs of generating income. The analysis focuses on survey responses regarding the perceptions of satisfactory income and satisfacto…
Econometrics (3 works) · Economics (3 works) · Finance (3 works) · Capital asset pricing model (2 works) · Financial economics (2 works) · Financial Markets and Investment Strategies (2 works) · Geography (2 works) · Mathematics (2 works) · Portfolio (2 works) · Arbitrage pricing theory (1 works)