Search results for: stock market efficiency

• The Efficiency of Polish Stock Market: Ordinal Patterns Approach

  Publication

  • G. Graff
  • A. Kaczkowska

  - ACTA PHYSICA POLONICA A - Year 2013

  Zunino et al. analyzed the problem of discrimination of developed and emergent markets by the use of ordinal patterns methods: number of forbidden patterns and ordinal pattern probability distribution as a basis for entropy and statistical measure of complexity. In this paper we apply the same methodology for the analysis of Polish stock market (index WIG). The results indicate that Polish market belongs neither to developed, nor...

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• Macroeconomic functions of the Russian stock market

  Publication

  • A. Marszk

  - Year 2013

  The purpose of this article is to present the structure of the stock market in the Russian Federation and the significance of this part of national financial system for the whole economy, particularly the degree of main macroeconomic functions fulfillment. First part of the text includes an overview of the main theoretical concepts linked with the stock market roles as well as a brief description of results of selected studies...

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• The (lack of) momentum effect in the UAE stock market

  Publication

  • M. Mikutowski
  • M. Arnaut
  • A. Zaremba

  - Journal of Research in Emerging Markets - Year 2019

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• A note on value investing in the UAE stock market

  Publication

  • M. Mikutowski
  • G. Kambouris
  • A. Zaremba

  - Journal of Research in Emerging Markets - Year 2019

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• Is there a low-risk anomaly in the UAE stock market?

  Publication

  • J. Szczygielski
  • M. Mikutowski
  • A. Zaremba

  - Journal of Research in Emerging Markets - Year 2019

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• The transformation of the Chinese stock market between 1990 and 2012

  Publication

  • A. Marszk

  - Prace i Materiały Instytutu Handlu Zagranicznego Uniwersytetu Gdańskiego - Year 2014

  The main purpose of this paper is to examine the transformation of the stock market in the People’s Republic of China (i.e. concentrated on stock exchanges in Shanghai and Shenzhen; the stock exchange in Hong Kong was omitted) from its beginnings in the early 1990s, through rapid development over the next two decades, up to the financial crisis of 2008 (the period examined is 1990–2012). The paper presents a short history of the...

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• The momentum effect in country-level stock market anomalies

  Publication

  • A. Zaremba

  - Economic Research-Ekonomska Istrazivanja - Year 2018

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• An Application of Factor Pricing Models to the Polish Stock Market

  Publication

  • A. Zaremba
  • A. Czapkiewicz
  • J. Szczygielski
  • V. Kaganov

  - EMERGING MARKETS FINANCE AND TRADE - Year 2019

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• Russian companies on foreign stock markets: alternative to domestic market?

  Publication

  • A. Marszk

  - Year 2014

  First aim of this study is to present the main aspects of the Russian stock market, including obstacles for local companies and investors. Second aim is presentation of the Russian companies listed on foreign stock exchanges. In order to perform such analysis, descriptive statistics and information about qualitative features were used. Assessment of the Russian stock market’s development level covered 2003-2012 time period. According...

• The low price anomaly and the Intriguing Case of the Polish Stock Market

  Publication

  • A. Zaremba
  • P. Konieczka
  • S. Okon
  • A. Nowak

  - Inzinerine Ekonomika-Engineering Economics - Year 2016

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