- Tytuł:
-
Wpływ czynników makroekonomicznych na ceny akcji na polskim rynku giełdowym
Impact of Macroeconomic Factors on Prices Listed on the Polish Stock Market - Autorzy:
- Celej, Marta
- Powiązania:
- https://bibliotekanauki.pl/articles/590980.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Ceny akcji
Giełda
Giełda papierów wartościowych
Uwarunkowania makroekonomiczne
Macroeconomic conditions
Shares prices
Stock exchange
Stock market - Opis:
- The article is devoted to analysis of correlation between rates of return of stocks and stock market indexes listed on the Stock Exchange in Warsaw with dynamics of macroeconomic and market factors. The purpose of this article was attempt to determine whether there factors are correlated linearly with changes of stock prices on the stock market and the degree of this dependence. Assuming that the variables are stationary, empirical studies was based on Pearson's linear correlation coefficients. There were analyzed 427 stocks and 18 indexes for the whole period of their quotations. On this basis there were set the number of companies whose correlation coefficient was located at certain intervals in the range of -1 to 1, according to the J. Guilford's classification, and the percentage of these companies.
- Źródło:
-
Studia Ekonomiczne; 2014, 204; 30-46
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł