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 …

market price of risk. We show empirically that a conditional CAPM that accounts for time variation in equity nonlinearity …

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 …