In this paper, stock market volatility in the East European emerging markets of Hungary and
Poland is investigated using daily indexes. The results suggest the presence of non-linearity …

This paper examines the capital structure of listed firms in Poland, using firm-level panel
data to study the determinants of leverage. Polish firms had extremely low leverage levels …

This paper investigates the main features of stock market volatility in the emerging markets
of European transition economies using daily indexes. Starting with the universe of all stock …

The linear regression and correlation analysis of daily returns of several stocks and stock-
exchange index at Macedonian Stock Exchange (MSE) provide evidence for statistical …

Aim/purpose–The primary aim of the paper is to verify the hypothesis on the normal
distributions of 65 stock index returns, while the secondary aims are to examine normal …

This paper investigates the content of the information set used by the agents in the Warsaw
Stock Exchange-WSE. Three “candidate variables” are examined—consumers' prices, the …

The paper analyses the risk reduction effect of limits which are imposed on stock exchange
price movements. As a result of the maximisation of traders' utility functions subject to …

W artykule zweryfikowana została teza o normalności rozkłdu stóp zwrotu cen akcji
komponentów indeksów giełdowych: WIG20, mWIG40 i sWIG80 w okresie od pierwszego …

This paper investigates volatility of the Macedonian Stock Exchange (MSE), analyzing ten
years daily data movements of MSE index (MBI-10) and ten random chosen stocks and …

The paper verified the hypothesis regarding a normal distribution of returns of Warsaw Stock
Exchange indexes for the following time intervals: daily, weekly, monthly, quarterly and …