Parameters and statistics of models made for selected companies of the Warsaw Stock Exchange - Open Research Data - Bridge of Knowledge

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Parameters and statistics of models made for selected companies of the Warsaw Stock Exchange

Description

For the WIG, WIG20 and mWIG40 indices, no day, week or month statistically differs from the average level of the index, which indicates no anomalies. The situation is different only for the index of small companies. In the case of sWIG80, the mean values on Friday, week 5 and 6, and during January, February and June were statistically different at the level of 1%. The second week of the month also turns out to be statistically different at the significance level of 5%. The study of the mean in the case of sWIG80 indicates the same periods as previously indicated during the preliminary comparison of the means in the first part of the study.

Dataset file

Tabela 73.xlsx
90.1 kB, S3 ETag d3caa796a0268c359db299ec06017ddb-1, downloads: 41
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File details

License:
Creative Commons: by-nc 4.0 open in new tab
CC BY-NC
Non-commercial

Details

Year of publication:
2021
Verification date:
2021-05-10
Creation date:
2020
Dataset language:
Polish
Fields of science:
  • economics and finance (Social studies)
DOI:
DOI ID 10.34808/jdn6-m930 open in new tab
Verified by:
Gdańsk University of Technology

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