Search Results - subject:"Polish Stock Market"

The Bayesian method in estimating Polish and German industry betas: A comparative nalysis of the risk between the main economic sectors from 2001-2020

Feder-Sempach, Ewa; Szczepocki, Piotr - In: Comparative Economic Research. Central and Eastern Europe 25 (2022) 2, pp. 45-60

This paper examines the long-term dependence between the Polish and German stock markets in terms of industry beta risk estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and German beta parameters of five Polish and three...

Persistent link: https://www.econbiz.de/10014516405

The Bayesian method in estimating Polish and German industry betas : a comparative nalysis of the risk between the main economic sectors from 2001-2020

Feder-Sempach, Ewa; Szczepocki, Piotr - In: Comparative economic research : Central and Eastern Europe 25 (2022) 2, pp. 45-60

This paper examines the long‑term dependence between the Polish and German stock markets in terms of industry beta risk estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and German beta parameters of five Polish and...

Persistent link: https://www.econbiz.de/10013334984

The market, macroeconomic, and behavioural factors in emerging markets : the case of Poland

Schabek, Tomasz; Barros, Lucas Ayres B. de C. - In: Argumenta oeconomica 46 (2021) 1, pp. 131-154

Persistent link: https://www.econbiz.de/10012622729

Paper profits from value, size and momentum: Evidence from the Polish market

Zaremba, Adam; Konieczka, Przemysław - In: e-Finanse: Financial Internet Quarterly 11 (2015) 3, pp. 58-69

In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market …

Persistent link: https://www.econbiz.de/10011551459

Paper profits from value, size and momentum : Evidence from the Polish market

Zaremba, Adam; Konieczka, Przemysław - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 58-69

In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market …

Persistent link: https://www.econbiz.de/10011455379

An application of factor pricing models to the Polish stock market

Zaremba, Adam; Czapkiewicz, Anna; Szczygielski, Jan Jakub; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 9, pp. 2039-2056

Persistent link: https://www.econbiz.de/10012210940

Depth, tightness and resiliency as market liquidity dimensions : evidence from the Polish stock market

Olbrys, Joanna; Mursztyn, Michal - In: International journal of computational economics and … 9 (2019) 4, pp. 308-326

Persistent link: https://www.econbiz.de/10012158126

Is illiquidity risk priced? The case of the Polish medium-size emerging stock market

Olbryœ, Joanna - In: Bank i Kredyt 45 (2014) 6, pp. 513-536

This paper explicitly tests the hypothesis that illiquidity risk is not priced in the Polish medium-size emerging stock market. To address this issue, we employ a liquidity-adjusted capital asset pricing model which explains how asset prices are affected by illiquidity risk and commonality in...

Persistent link: https://www.econbiz.de/10011200003

Does a financial crisis affect operating risk? : evidence from Polish listed companies

Kalinowski, Sławomir; Puziak, Marcin - In: Economics and business review 4 (2018) 1, pp. 64-85

Persistent link: https://www.econbiz.de/10011897312

Is illiquidity risk priced? : the case of the Polish medium-size emerging stock market

Olbryś, Joanna - In: Bank i kredyt 45 (2014) 6, pp. 513-535

Persistent link: https://www.econbiz.de/10010481215