risk assessment models to the Polish stock market, techniques like the CAPM are still inadequate for young, developing …

cross-sectional returns and is therefore well-suited for asset pricing in Poland …

still not clear. Poland is the most economically developed country in Central and Eastern Europe. A thorough analysis is … of the capital asset pricing model (CAPM) model and analysed portfolios based on three liquidity ratios and four solvency … ratios, which were computed using the CAPM, Fama–French and Carhart models. The empirical study described in the article …

Aim/purpose - This article aims to explore the network topology of the stock market in Poland during the COVID-19 …). Findings - The comovements of stock prices varied between various periods of the pandemic. The most central firms in Poland … turbulent period represented by MST2, many of Poland's largest companies have clustered around KGH at the center of the network …

analysts' recommendations from Poland. Second, it examines the relations between these patterns and the size of the rated … use monthly stock level data from Poland and the sample period is 2004 - 2013. In order to examine the profitability of … analysts' reports, we build market-neutral portfolios and test their performance against CAPM, Fama-French three-factor and …

Schwellenländern erklären. Sie fokussiert auf den polnischen Aktienmarkt, der bisher in diesem Forschungsbereich nicht berücksichtigt …, Unternehmensgröße und Buch-zu-Marktwert analysieren wir daher, inwiefern Liquidität bei der Preisbildung auf dem polnischen Aktienmarkt … Aktienmarkt relevant sind. Im Gegensatz zu den Erwartungen bezüglich des Einflusses des Liquiditätsfaktors finden wir keinen …

Russian and American economic crisis and Poland's access to the European Union. -- stock indexes ; international capital flow …