Wpływ kryzysów na zniekształcenie przestrzeni rynku akcji z indeksu WIG20
The impact of crisis on distortion of the stock market space from the WIG20 index
Author(s): Małgorzata JustSubject(s): Economy
Published by: Wydawnictwo Naukowe Uniwersytetu Szczecińskiego
Keywords: crisis; stock market; index WIG20
Summary/Abstract: The article investigates the impact of crisis on distortion in the stock market space from the WIG20 index in the period from the end 1999 to the beginning of March 2012 and compares with the distortion in the stock market space from the DJIA index. The distortion of the stock market space was investigated using an index, which is based on geometry technique. This index measures the evolution of the distortion effect in the shape of the market space and it allows for proper identification and interpretation of the most turbulent periods in capital markets.
Journal: Finanse, Rynki Finansowe, Ubezpieczenia
- Issue Year: 2013
- Issue No: 63
- Page Range: 207-219
- Page Count: 1