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Article 2018

Płynność akcji na Giełdzie Papierów wartościowych w warszawie w XXI wieku: Zależności w czasie i w przekroju

Authors / editors: Szymon Stereńczak

Published in: Finanse, Rynki Finansowe, Ubezpieczenia

Purpose – The aim of the study is to describe the dynamics of market liquidity and cross-sectional variation in stock liquidity on the Warsaw Stock Exchange in the years 2001-2016. Design/Methodology/approach – To measure stock liquidity three measures have been applied, namely …

DOI: 10.18276/frfu.2018.91-23 · ISSN: 2450-7741

Article 2017

Przydatność wybranych miar płynności akcji na Giełdzie Papierów Wartościowych w Warszawie

Authors / editors: Szymon Stereńczak

Published in: Finanse, Rynki Finansowe, Ubezpieczenia

Purpose – The paper aims to make a critical analysis of the possibilities of using different liquidity measures in studies on the Polish capital market. Design/methodology/approach – There are presented the most commonly used proxies for stock liquidity with their modifications …

DOI: 10.18276/frfu.2017.89/2-15 · ISSN: 2450-7741

Article 2017

Stock market liquidity and returns on the Warsaw Stock Exchange: An introductory survey

Authors / editors: Szymon Stereńczak

Published in: Finanse, Rynki Finansowe, Ubezpieczenia

Purpose – On developed capital markets, the effect of stock market liquidity on expected stock returns is well documented. However, there is still lack of comprehensive analysis in this field for Polish stock market. Previous studies made on the Warsaw Stock Exchange are ambiguou…

DOI: 10.18276/frfu.2017.86-30 · ISSN: 2450-7741