WYSTĘPOWANIE EFEKTÓW KALENDARZOWYCH NA GIEŁDZIE PAPIERÓW WARTOŚCIOWYCH W WARSZAWIE
THE PRESENCE OF CALENDAR EFFECTS ON THE STOCK EXCHANGE IN WARSAW
Author(s): Mikołaj BogdańskiSubject(s): National Economy, Micro-Economics, Financial Markets
Published by: Wydawnictwo Uniwersytetu Łódzkiego
Keywords: Stock Exchange; calendar effects, finance;
Summary/Abstract: The aim of this study is to verify the hypothesis that the calendar effects are among the companies listed on the Stock Exchange in Warsaw and may form the basis of investment strategies offering a higher rate of return than portfolios of the market. The rest of this article will be presented the main calendar effects and selected results of these anomalies. Then will explore the historical returns of the largest Polish stock market indices in the years 2006–2015 broken down by day of the week and months
Journal: Journal of Capital Market and Behavioral Finance
- Issue Year: 2/2017
- Issue No: 6
- Page Range: 35-46
- Page Count: 12
- Language: Polish
