Ing. Daniel Stašek, Ph.D.

2025

• The role of ESG factor in stock clustering based on risk-return-liquidity dimensions

  STANĚK GYÖNYÖR Lucie HORVÁTH Matúš STAŠEK Daniel STACHOŇ Martin

  Article in Periodical

  The North American Journal of Economics and Finance, year: 2025, volume: 76, edition: January, DOI

2023

• ESG Ratings: Relevant information or misleading clue? Evidence from the S&P Global 1200

  GYÖNYÖROVÁ Lucie STACHOŇ Martin STAŠEK Daniel

  Article in Periodical

  Journal of Sustainable Finance & Investment, year: 2023, volume: 13, edition: 2, DOI

2022

• Predicting Extreme Quantiles of Financial Returns: The Role and Information Content of Market Liquidity

  STAŠEK Daniel

  Research report

  Year: 2022

• The role of investor attention in global asset price variation during the invasion of Ukraine

  HALOUSKOVÁ Martina STAŠEK Daniel HORVÁTH Matúš

  Article in Periodical

  Finance Research Letters, year: 2022, volume: 50, edition: December, DOI

2021

• Improving stock market volatility forecasts with complete subset linear and quantile HAR models

  LYÓCSA Štefan STAŠEK Daniel

  Article in Periodical

  Expert Systems with Applications, year: 2021, volume: 183, edition: November, DOI