Stopy zwrotu a wielkość obrotow na GPW w Warszawie

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dc.contributor.authorGurgul, Henryk
dc.contributor.authorWójtowicz, Tomasz
dc.date.accessioned2020-02-25T11:29:45Z
dc.date.available2020-02-25T11:29:45Z
dc.date.issued2009
dc.description.abstractIn the paper the results of empirical investigations of dynamic relationships between extreme trading volume and subsequent stock returns on Warsaw Stock Exchange are presented. The event study me thodology is applied. The dynamic relationship between the financial variables is rather weak and depends on kind and size of the stock exchange. The highvolume- return-premium is more pronounced for small size stocks with lower liquidity levels.pl
dc.identifier.citationFolia Oeconomica Cracoviensia 2008-2009, Vol. XLIX-L, s. 31-45.pl
dc.identifier.issn0071-674Xpl
dc.identifier.urihttp://hdl.handle.net/11315/27917
dc.language.isoplpl
dc.publisherOficyna Wydawnicza AFMpl
dc.rightsUznanie autorstwa-Użycie niekomercyjne-Bez utworów zależnych 3.0 Polska*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/pl/*
dc.subjectstock exchangepl
dc.subjectreturnspl
dc.subjecttrading volumepl
dc.subjectdynamie relationshipspl
dc.subjectgiełdypl
dc.subjectstopy zwrotupl
dc.subjectwielkość obrotowpl
dc.subjectzależności dynamicznepl
dc.subject.otherEkonomiapl
dc.titleStopy zwrotu a wielkość obrotow na GPW w Warszawiepl
dc.typeArtykuł
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