Efficiency aspects on the Polish stock market:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Aachen
Shaker
2004
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| Schriftenreihe: | Berichte aus der Volkswirtschaft
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 105 S. graph. Darst. 21 cm, 162 gr. |
| ISBN: | 3832224122 |
Internformat
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Datensatz im Suchindex
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| adam_text | BERICHTE AUS DER VOLKSWIRTSCHAFT CRISTINA KAMPE EFFICIENCY ASPECTS ON
THE POLISH STOCK MARKET SHAKER VERLAG AACHEN 2004 TABLE OF CONTENTS
TABLE OF CONTENTS 1 TABLE OF TABLES 3 TABLE OF FIGURES 3 1. INTRODUCTION
5 1.1. OBJECTIVE OF THE WORK 5 1.2. THEORETICAL FOUNDATION OF MARKET
EFFICIENCY 6 1.3. STRUCTURE OF THE WORK 9 2. POLISH STOCK MARKET 11 2.1.
POLISH STOCK MARKET IN THE CEE CONTEXT 11 2.2. REGULATORY AND
INSTITUTIONAL FRAMEWORK OF THE POLISH STOCK MARKET 15 2.3. TRADING
SYSTEMS ON THE POLISH STOCK MARKET 17 2.4. THE DEVELOPMENT OF THE POLISH
STOCK MARKET 19 3. VARIANCE RATIOS, COINTEGRATION AND EFFICIENCY 23 3.1.
INTRODUCTION AND LITERATURE REVIEW 23 3.2. DATA AND DESCRIPTIVE
STATISTICS 26 3.3. METHODOLOGY 29 3.3.1. RANDOM WALK TESTS 29 3.3.2.
COINTEGRATION 32 3.4. EMPIRICAL EVIDENCE 37 3.4.1. RANDOM WALK TESTS 37
3.4.2. COINTEGRATION 38 3.5. SUMMARY AND CONCLUSION 42 4. EVIDENCE ON
INVESTOR OVERREACTION 43 4.1. INTRODUCTION AND LITERATURE REVIEW 43 4.2.
DATABASE 45 4.3. METHODOLOGY 46 4.4. EMPIRICAL RESULTS 49 4.4.1. THE
OVERREACTION HYPOTHESIS: MAIN FINDINGS 49 4.4.2. EXCESS RETURN AND
CHANGING RISK 53 4.5. SUMMARY AND CONCLUSION 57 APPENDIX 58 5.CONTRARIAN
AND MOMENTUM TRADING STRATEGIES 61 5.1. INTRODUCTION AND LITERATURE
REVIEW 61 5.2. DATA 63 5.3. METHODOLOGY 64 5.4. EMPIRICAL RESULTS 67
5.5. SUMMARY AND CONCLUSION 71 APPENDIX 72 6. SIZE AND BOOK-TO-MARKET
EFFECTS 73 6.1. INTRODUCTION AND LITERATURE REVIEW 73 6.2. DATA 76 6.3.
METHODOLOGY 77 6.3.1. PORTFOLIO FORMATION 77 6.3.2. EVALUATION OF
INVESTMENT ALTERNATIVES 79 6.3.3. CROSS-SECTIONAL REGRESSION TESTS 79
6.4. EMPIRICAL RESULTS 81 6.4.1. PORTFOLIO PERFORMANCE 81 6.4.2.
EVALUATION OF INVESTMENT ALTERNATIVES 83 6.4.3. CROSS-SECTIONAL
REGRESSION ANALYSIS 85 6.5. SUMMARY AND CONCLUSION 88 7. CONCLUSION 91
REFERENCES 95
|
| adam_txt |
BERICHTE AUS DER VOLKSWIRTSCHAFT CRISTINA KAMPE EFFICIENCY ASPECTS ON
THE POLISH STOCK MARKET SHAKER VERLAG AACHEN 2004 TABLE OF CONTENTS
TABLE OF CONTENTS 1 TABLE OF TABLES 3 TABLE OF FIGURES 3 1. INTRODUCTION
5 1.1. OBJECTIVE OF THE WORK 5 1.2. THEORETICAL FOUNDATION OF MARKET
EFFICIENCY 6 1.3. STRUCTURE OF THE WORK 9 2. POLISH STOCK MARKET 11 2.1.
POLISH STOCK MARKET IN THE CEE CONTEXT 11 2.2. REGULATORY AND
INSTITUTIONAL FRAMEWORK OF THE POLISH STOCK MARKET 15 2.3. TRADING
SYSTEMS ON THE POLISH STOCK MARKET 17 2.4. THE DEVELOPMENT OF THE POLISH
STOCK MARKET 19 3. VARIANCE RATIOS, COINTEGRATION AND EFFICIENCY 23 3.1.
INTRODUCTION AND LITERATURE REVIEW 23 3.2. DATA AND DESCRIPTIVE
STATISTICS 26 3.3. METHODOLOGY 29 3.3.1. RANDOM WALK TESTS 29 3.3.2.
COINTEGRATION 32 3.4. EMPIRICAL EVIDENCE 37 3.4.1. RANDOM WALK TESTS 37
3.4.2. COINTEGRATION 38 3.5. SUMMARY AND CONCLUSION 42 4. EVIDENCE ON
INVESTOR OVERREACTION 43 4.1. INTRODUCTION AND LITERATURE REVIEW 43 4.2.
DATABASE 45 4.3. METHODOLOGY 46 4.4. EMPIRICAL RESULTS 49 4.4.1. THE
OVERREACTION HYPOTHESIS: MAIN FINDINGS 49 4.4.2. EXCESS RETURN AND
CHANGING RISK 53 4.5. SUMMARY AND CONCLUSION 57 APPENDIX 58 5.CONTRARIAN
AND MOMENTUM TRADING STRATEGIES 61 5.1. INTRODUCTION AND LITERATURE
REVIEW 61 5.2. DATA 63 5.3. METHODOLOGY 64 5.4. EMPIRICAL RESULTS 67
5.5. SUMMARY AND CONCLUSION 71 APPENDIX 72 6. SIZE AND BOOK-TO-MARKET
EFFECTS 73 6.1. INTRODUCTION AND LITERATURE REVIEW 73 6.2. DATA 76 6.3.
METHODOLOGY 77 6.3.1. PORTFOLIO FORMATION 77 6.3.2. EVALUATION OF
INVESTMENT ALTERNATIVES 79 6.3.3. CROSS-SECTIONAL REGRESSION TESTS 79
6.4. EMPIRICAL RESULTS 81 6.4.1. PORTFOLIO PERFORMANCE 81 6.4.2.
EVALUATION OF INVESTMENT ALTERNATIVES 83 6.4.3. CROSS-SECTIONAL
REGRESSION ANALYSIS 85 6.5. SUMMARY AND CONCLUSION 88 7. CONCLUSION 91
REFERENCES 95 |
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| id | DE-604.BV023530247 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:34:55Z |
| indexdate | 2024-07-09T21:24:01Z |
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| isbn | 3832224122 |
| language | English |
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| spelling | Kampe, Cristina 1977- Verfasser (DE-588)128882867 aut Efficiency aspects on the Polish stock market Cristina Kampe Aachen Shaker 2004 105 S. graph. Darst. 21 cm, 162 gr. txt rdacontent n rdamedia nc rdacarrier Berichte aus der Volkswirtschaft Zugl.: Frankfurt (Oder), Univ., Diss., 2003 Schätzung (DE-588)4193791-0 gnd rswk-swf Börsenkurs (DE-588)4375974-9 gnd rswk-swf Kapitalmarkteffizienz (DE-588)4125264-0 gnd rswk-swf Aktienmarkt (DE-588)4130931-5 gnd rswk-swf Polen (DE-588)4046496-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Polen (DE-588)4046496-9 g Aktienmarkt (DE-588)4130931-5 s Kapitalmarkteffizienz (DE-588)4125264-0 s Börsenkurs (DE-588)4375974-9 s Schätzung (DE-588)4193791-0 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016850437&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kampe, Cristina 1977- Efficiency aspects on the Polish stock market Schätzung (DE-588)4193791-0 gnd Börsenkurs (DE-588)4375974-9 gnd Kapitalmarkteffizienz (DE-588)4125264-0 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| subject_GND | (DE-588)4193791-0 (DE-588)4375974-9 (DE-588)4125264-0 (DE-588)4130931-5 (DE-588)4046496-9 (DE-588)4113937-9 |
| title | Efficiency aspects on the Polish stock market |
| title_auth | Efficiency aspects on the Polish stock market |
| title_exact_search | Efficiency aspects on the Polish stock market |
| title_exact_search_txtP | Efficiency aspects on the Polish stock market |
| title_full | Efficiency aspects on the Polish stock market Cristina Kampe |
| title_fullStr | Efficiency aspects on the Polish stock market Cristina Kampe |
| title_full_unstemmed | Efficiency aspects on the Polish stock market Cristina Kampe |
| title_short | Efficiency aspects on the Polish stock market |
| title_sort | efficiency aspects on the polish stock market |
| topic | Schätzung (DE-588)4193791-0 gnd Börsenkurs (DE-588)4375974-9 gnd Kapitalmarkteffizienz (DE-588)4125264-0 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| topic_facet | Schätzung Börsenkurs Kapitalmarkteffizienz Aktienmarkt Polen Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016850437&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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