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 …

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 …

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 Polish political and economic systems have been through a period of extensive
transformation. As a result of these changes, Polish firms that had previously been state …

In this paper, we use weekly stock market data to examine whether the volatility of stock
returns of ten emerging capital markets of the new EU member countries has changed since …

This paper analyses the predictability of a hypothetical market with freely negotiated prices
on which exists a censoring of one-period returns which are in excess of an arbitrary level …