WIG rate of return histogram and normal distribution curve - Open Research Data - Bridge of Knowledge

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WIG rate of return histogram and normal distribution curve

Description

The conducted market analysis covered the period of stock exchange quotations from the beginning of 2010 to the end of 2019 (04/01/2010 - 30/12/2019). Daily data was used, in the form of closing prices of indices operating on the Warsaw Stock Exchange. In order to obtain a complete and generalized picture of the market, the quotations of 4 indices were used: WIG, WIG20, mWIG40 and sWIG80. In order to study price changes, the stock exchange time series were transformed into series of logarithmic rates of return. According to the author, the period selected for analysis is very representative of the Polish market. In the 10-year period under study, no extreme situations were recorded on the stock exchange.

Dataset file

Tabela 71.xlsx
80.8 kB, S3 ETag 7b34fe588bc80d0942998c172c676aa0-1, downloads: 38
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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:
2021-05-11
Creation date:
2020
Dataset language:
Polish
Fields of science:
  • economics and finance (Social studies)
DOI:
DOI ID 10.34808/kshg-gw57 open in new tab
Verified by:
Gdańsk University of Technology

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