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http://hdl.handle.net/11320/2912
Tytuł: | The Relations Between Momentum, Value Size, And Liquidity Factors And Stock Returns On The Polish Market |
Autorzy: | Zaremba, Adam Konieczka, Przemysław |
Słowa kluczowe: | value size momentum cross-section of stock returns Polish market Warsaw Stock Exchange |
Data wydania: | 2014 |
Data dodania: | 28-maj-2015 |
Wydawca: | Wydawnictwo Uniwersytetu w Białymstoku |
Źródło: | Optimum. Studia ekonomiczne, Nr 5 (71) 2014, s. 188-197 |
Abstrakt: | The paper examines the relations between selected company characteristics and common stock returns. In the paper, we concentrate on four well-recognized fundamental factors determining stock returns: momentum, value, size and liquidity. First, we review the existing literature in the field. Second, we investigate the relationship between fundamental factors and stock returns on the Polish market. Our computations are based on all companies on the Warsaw Stock Exchange listed in the period 2000-12. Our research provides fresh out-of-sample evidence for momentum, value, size and liquidity premium from the Polish market. |
Afiliacja: | Adam Zaremba – Department of Investment and Capital Markets, Poznan University of Economics; Przemysław Konieczka – Warsaw School of Economics |
E-mail: | Adam Zaremba: adam.zaremba@ue.poznan.pl; Przemysław Konieczka: przemyslaw.konieczka@gmail.com |
Opis: | The research outcomes in this paper were presented at The 2-dn International Scientific conference “Contemporary Issues in Business, Management and Education 2014” [Zaremba, Konieczka, 2014]. |
URI: | http://hdl.handle.net/11320/2912 |
DOI: | 10.15290/ose.2014.05.71.14 |
ISSN: | 1506-7637 |
Typ Dokumentu: | Article |
Występuje w kolekcji(ach): | Optimum. Studia Ekonomiczne, 2014, nr 5(71) |
Pliki w tej pozycji:
Plik | Opis | Rozmiar | Format | |
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14_Adam ZAREMBA.pdf | 209,98 kB | Adobe PDF | Otwórz |
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