dr Aleksander Roman Mercik

Katedra Inwestycji Finansowych i Zarządzania Ryzykiem
Adiunkt
bud. Z, pok. 423

E-mail:	aleksander.mercikue.wroc.pl
WWW:	http://aleksandermercik.pl

Informacje / konsultacje:

Najważniejsze publikacje:

• Mercik, A. R., Słoński, T., & Karaś, M. (2024). Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. International Review of Financial Analysis, 92, 1–30. https://doi.org/10.1016/j.irfa.2024.103070


• Mercik, A. R., Cupriak, D., & Zaremba, A. (2023). Factor seasonalities: International and further evidence. Finance Research Letters, 58 Part A, 1–8. https://doi.org/10.1016/j.frl.2023.104293


• Mercik, A. R. (2023). Is tail risk priced in the cross-section of international stock index returns? Modern Finance, 17–29. https://doi.org/10.61351/mf.v1i1.7


• Mercik, A. R., & Słoński, T. (2023). Pricing the shift towards 5G technology: economic drivers of spectrum prices in Europe. International Journal of Mobile Communications, 22, 259–277. https://doi.org/10.1504/IJMC.2023.133094


• Mercik, A. R., & Cupriak, D. (2021). Comparison of crypto-assets market risk proxies. Financial Sciences. Nauki O Finansach, 26, 56–72. https://doi.org/10.15611/fins.2021.1.04


• Zaremba, A., Bilgin, M. H., Long, H., Mercik, A. R., & Szczygielski, J. J. (2021). Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. International Review of Financial Analysis, 78, 1–16. https://doi.org/10.1016/j.irfa.2021.101908

Konsultacje / Office hours: