Full agenda available here.
IX Wrocław Conference in Finance — Programme
Wrocław University of Economics and Business, Faculty of Economics and Finance • ul. Komandorska 118/120, 53-345 Wrocław
Day 1 — Wednesday, 20 May 2026
Room: 1 CKU • Chair: Marek Kośny
Science and practice of financial markets — from Bachelier to AI
From Energy Markets to Household Bill
Systemic risk and banking sector stability
Does Individualism Matter for Foreign Ownership in Banking?
Systemic Tail Risk and Dynamic Capital Adjustment in African Banks
How Systemic Risk Shapes European Banks’ Capital Strength Through Crises
Corporate Finance, Valuation, and Power in the Global Financial System
Ownership structure and real earnings management. Meta-regression analysis
Weaponized Finance as Transactional Power: Dollar Centrality, Payment Infrastructures, and Extraterritorial Control
Why Do US Stocks Always Look Expensive?
Cryptoassets, commodities and speculative bubbles
How to detect bubbles in metals prices?
Asset Price Bubbles in Efficient and Adaptive Markets
When Markets Never Sleep: Intraday Liquidity Patterns and Volatility Effects in Cryptocurrency Trading
Market risk measurement: VaR, expectiles, quantiles
Backtesting Value-at-Risk: Kupiec Test under Classical, Bayesian, and E-value Paradigms
Quantile market risk models and VaR model testing
Expectile based risk forecasting for optimal trading in short-term electricity markets
Banking
Gender quotas in bank boards: Evidence from post-communist countries
Bank dividends and shareholders: payouts in adverse conditions
Strong Customer Authentication in Polish Online Banking (PSD3/PSR)
Sustainable Finance, ESG and the Energy Transition
From barriers to conditions: Financial and institutional prerequisites for energy communities
Divergent Integration of ESG Risk in Credit Rating Downgrades
Policy Uncertainty and Sustainable Finance: Carbon and Renewable Energy Markets (MS-MIDAS)
Day 2 — Thursday, 21 May 2026
Forecasting and Machine Learning
Integrating Exogenous Information into Deep Neural Networks for Financial Prediction
Wykorzystanie danych z wielu źródeł do prognozowania zmienności rynkowej (VIX)
When Diversification Fails: Tail Connectedness Across Financial Assets
Capital Markets
Does board gender diversity matter for short sellers?
Model Risk and Nonstandard Errors in Finance: New Challenges for Business Valuation
The Corporate Bond Market and Ukraine’s Economic Recovery (Polish comparison)
Social and behavioural aspects of finance
Financial Health of Europeans
Socio-Economic Determinants of the Climate and Financial Debate (Polish municipalities, Facebook)
Who Gets Counted? Gender, Prestige, and Knowledge Production in Polish Economic Universities
Fiscal policy
Rising defence expenditures in the eurozone vs new fiscal surveillance
Forgotten burdensome legacy — the Solidarity Fund increasing instability
From Stars to Stables: Integrating Web Reputation and AI into Hotel Insolvency Prediction Models
Financing and Cost of Capital (Polish session)
Generating added value for shareholders using equity-based crowdfunding
Evolution of the general subsidy in individual German states 2015–2025
Are Size, Value and Momentum Risk Factors Priced on the Polish Equity Market?
Risk and Global Markets
Model risk in VaR backtesting: power of independence tests in small samples
Sentiment Spillover in Cryptocurrency Markets: A Reddit-Based Analysis
Student investment funds
Room: 1 CKU • Chair: Krzysztof Jajuga
Bank Branch Density and Fragility
A Unified Framework for Anomalies Based on Daily Returns