Polish stock market
The Low Price Anomaly and the Intriguing Case of the Polish Stock Market
... Third, Polish investors may potentially display a particular tendency to invest in lottery-like ...lottery- stock display poor, uneducated men who belong to, mainly Catholic, African-American or Hispanic ...
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The causal link between Polish stock market and key macroeconomic aggregates
... the Polish stock market. The ratio of stock market capitalisation and GDP has vastly increased in the last 15 years – from less than 4% in the mid-1990’s to over 31% in the year ...the ...
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Weak form market efficiency and calendar anomalies for Eastern Europe equity markets
... the Polish equity index WIG by using its daily returns for the period 1991-1994, shows that the stock market returns do not follow a random walk so the Polish stock market is not ...
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Testing Market Efficiency: Empirical Investigation of Polish Capital Market
... From Polish literature one can mention the work of Czekaj, Woś and Żarnowski (Czekaj, Woś and Żarnowski, 2001), who studied efficiency in 1994-2000 using technical analysis methods and statistical tests (ie series ...
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STOCK MARKET ANALYSIS
... The proposed algorithm worked on the views/ opinions of their viewers on the shares. Stock Market is such a field where views of the users matter. The views of the experts affect a lot to the traders who ...
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Stock Market Forecasting Using Machine Learning
... periodicity, it is an alternative plot that emphasizes the seasonal patterns is where the data for each season are collected together in separate mini time plots. The Figure 5 is seasonal plot of training set of 1995 to ...
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Inventory and the Stock Market
... the stock market affect inventory decisions? The “efficient markets” view is that low stock price means poor fundamentals, a higher cost of capital, and lower ...the stock market is not ...
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Chaos and the stock market
... Peters used the mean orbital period of the stock market. 17.[r] ...
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The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
... Turkey is one of the developing countries and its stock market has getting improved. The empirical methods employed in this paper are standard tools obtained from Vector Autoregressive (VAR) model. Firstly, ...
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Inflation and consumption in a long term perspective with level shift
... The starting point was the DOLS estimation technique devised by Stock and Watson (1993). After having verified that a model has statistically significant coefficients with the expected signs (STEP 1), we passed ...
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The behaviour of stock returns in Amman stock market : a thin emerging market
... Table 2.3 Market Capitalisation of Emerging Markets as a Percentage of 23 the Capitalisation of the World Capital Markets 1983 - 1992 Table 2.4 Development of the Amman Stock Market in T[r] ...
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What does the Development Strategy of the Mutual Fund Industry?
... 96 of the fund. A fund with a year or two of lucky performance will experience an increase in fund size. First, constructed multiple regression analysis model, test the correlation Company Asset Management fund manager ...
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Islamic versus conventional stock market and its co movement with crude oil: a wavelet analysis
... and stock markets; for example Cong, Wei, Jiao, Fan (2008), Haung, Masulis, and Stoll (1996) and Chen, Roll, and Ross ...GCC stock markets are efficient with regard to oil prices, ...these stock ...
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Financial Market: A Study of Indian Capital Market
... secondary market then investors could get back their investment only after redemption period is over or when company gets dissolved which means investments will be blocked for a long period of time but with the ...
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Flight to Quality Existence in the Egyptian Stock Market: An Analysis of Stock Market, Quality Stock and Treasury Bills
... quality stock has less systematic ...the stock market of one country to the stock markets of other countries characterized by lower credit ...the stock markets of the six Gulf ...
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Are the Institutions of the Stock Market and the Market for Corporate Control Evolutionary Advances for Developing Countries?
... US stock market crash, (b) the meltdown in the Asian stock markets in the 1990s and (c) the bursting of the technology stocks bubble in 2000, the EMH has suffered fundamental ...in stock ...
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HOW DOES STOCK MARKET DEVELOPMENT INFLUENCE THE ECONOMIC GROWTH? AN EVIDENCE FROM PAKISTAN
... the market stability; it is necessary for the improvement of economic growth that the traders are satisfied and show their confidence to ...starts, market capitalization improves , traded volume increases, ...
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Stock markets and economic growth in oil exporting countries: evidence from Kuwait
... K t and augmented by the current flow of the investment I t . δ is a depreciation rate assumed equal 6% and the first value K 0 2 . 5 * GDP . Market capitalization is observed since 1984, the official date ...
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Stock Market Anomalies: A Calender Effect in BSE Sensex
... Daily stock returns are also different from each other at different points of time during a month. This study tried to test this difference by dividing a month into segments and then analyzing the returns for ...
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ISLAMIC STOCK MARKET VERSUS CONVENTIONAL STOCK MARKET
... For appropriate model specification, we carry out two commonly used unit root tests, Augmented Dickey-Fuller (ADF) and Phillips-Perron (PP) to determine the orders of integration of the variables. For cointegration, we ...
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