IDEAS home Printed from https://ideas.repec.org/a/kap/ecopln/v27y1994i3p211-26.html
   My bibliography  Save this article

The Warsaw Stock Exchange in the Period 1991-1993. Qualitative Problems of Its Modelling

Author

Listed:
  • Bolt, Tadeusz W
  • Milobedzki, Pawel

Abstract

The paper focuses on the analysis of return on shares quoted on the Warsaw Stock Exchange (WSE) in the period 1991-1993. We found that the WSE specific institutional background resulted in a large variation of return rates, their distributional asymmetry and truncations which make hypotheses testing procedures about criteria of investors' choice and the price setting mechanism more complicated. Copyright 1994 by Kluwer Academic Publishers

Suggested Citation

  • Bolt, Tadeusz W & Milobedzki, Pawel, 1994. "The Warsaw Stock Exchange in the Period 1991-1993. Qualitative Problems of Its Modelling," Economic Change and Restructuring, Springer, vol. 27(3), pages 211-226.
    • Handle: RePEc:kap:ecopln:v:27:y:1994:i:3:p:211-26
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zoran Ivanovski & Zoran Narasanov & Nadica Ivanovska, 2015. "Volatility And Kurtosis At Emerging Markets: Comparative Analysis Of Macedonian Stock Exchange And Six Stock Markets From Central And Eastern Europe," Economy & Business Journal, International Scientific Publications, Bulgaria, vol. 9(1), pages 84-93.
    2. Georgios Kouretas & Manolis Syllignakis, 2012. "Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(2), pages 65-93, June.
    3. Murinde V. & Poshakwala S., 2001. "Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 73-102, July - De.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:ecopln:v:27:y:1994:i:3:p:211-26. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.