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- Title
Analiza wybranych efektów sezonowości stóp zwrotu na przykładzie indeksu WIG w okresie 16.04.1991 – 30.06.2012.
- Authors
Krzysztof Borowski, S. G. H.
- Abstract
The paper includes research on the prevalence of selected effects of seasonality, market efficiency and anomalies on the Stock Exchange in Warsaw for his composition of the portfolio replicating the WIG index. Tests were conducted for the WIG index closing value in the period from 16.04.1991 to 30.06.2012 – i.e. based on 4859 observations. The results clearly indicate the occurrence of selected effects of seasonality on the Warsaw Stock Exchange. Some of the results confirm the findings of other authors, including the U.S. to study at New York Stock Exchange, while others are a characteristic feature of Polish stock market.
- Publication
Finanse, 2013, Vol 6, Issue 1, p47
- ISSN
1899-4822
- Publication type
Academic Journal