Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?
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References listed on IDEAS
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"Predictable Risk and Returns in Emerging Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 773-816.
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More about this item
Keywords
efficient market hypothesis; financial ratios; ratio analysis; stock exchange;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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