IDEAS home Printed from https://ideas.repec.org/a/sgh/gosnar/y2006i7-8p59-81.html
   My bibliography  Save this article

Wpływ popytu na akcje notowane na Giełdzie Papierów Wartościowych w Warszawie na płynność rynku

Author

Listed:
  • Wioletta Nawrot

Abstract

No abstract is available for this item.

Suggested Citation

  • Wioletta Nawrot, 2006. "Wpływ popytu na akcje notowane na Giełdzie Papierów Wartościowych w Warszawie na płynność rynku," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 7-8, pages 59-81.
    • Handle: RePEc:sgh:gosnar:y:2006:i:7-8:p:59-81
    as

    Download full text from publisher

    File URL: http://www.journalssystem.com/gna/pdf-101458-32929
    File Function: Full text
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Paul A. Gompers & Andrew Metrick, 2001. "Institutional Investors and Equity Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(1), pages 229-259.
    2. Gerhard O. Orosel, 1997. "Market Participation and Share Prices," Mathematical Finance, Wiley Blackwell, vol. 7(4), pages 375-398, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Eun, Cheol & Lee, Kyuseok & Wei, Fengrong, 2023. "Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Auguste, Sebastian & Dominguez, Kathryn M.E. & Kamil, Herman & Tesar, Linda L., 2006. "Cross-border trading as a mechanism for implicit capital flight: ADRs and the Argentine crisis," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1259-1295, October.
    3. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2011. "Window dressing in mutual funds," CFR Working Papers 11-07, University of Cologne, Centre for Financial Research (CFR).
    4. Barucci, Emilio & Mattesini, Fabrizio, 2008. "Bank shareholding and lending: Complementarity or substitution? Some evidence from a panel of large Italian firms," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2237-2247, October.
    5. Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, vol. 5(4), pages 419-450, October.
    6. Mishra, Anil V., 2016. "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 101-123.
    7. Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014. "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 133-156.
    8. Bülent Köksal & Cüneyt Orman, 2015. "Determinants of capital structure: evidence from a major developing economy," Small Business Economics, Springer, vol. 44(2), pages 255-282, February.
    9. Bajgrowicz, Pierre & Scaillet, Olivier, 2012. "Technical trading revisited: False discoveries, persistence tests, and transaction costs," Journal of Financial Economics, Elsevier, vol. 106(3), pages 473-491.
    10. Kumar, Alok, 2007. "Do the diversification choices of individual investors influence stock returns?," Journal of Financial Markets, Elsevier, vol. 10(4), pages 362-390, November.
    11. Fiaz Ahmad Sulehri & Saba Sharif, 2022. "The Impact of Firm Sustainability on Firm Growth: Evidence from USA," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(2), pages 1-15, August.
    12. Tse‐Chun Lin, 2012. "Dynamic short‐sale constraints, price limits, and price dynamics," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 256-279, June.
    13. Gagnon, Louis & Karolyi, G. Andrew, 2009. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(4), pages 953-986, August.
    14. Karpavičius, Sigitas & Suchard, Jo-Ann, 2018. "Institutional ownership and the choice of equity issue method," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 73-84.
    15. Dittmar, Amy & Mahrt-Smith, Jan, 2007. "Corporate governance and the value of cash holdings," Journal of Financial Economics, Elsevier, vol. 83(3), pages 599-634, March.
    16. Ng, Lilian & Wang, Qinghai, 2004. "Institutional trading and the turn-of-the-year effect," Journal of Financial Economics, Elsevier, vol. 74(2), pages 343-366, November.
    17. Faias, José A. & Ferreira, Miguel A., 2017. "Does institutional ownership matter for international stock return comovement?," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 64-83.
    18. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2004. "The Value of Private Information," University of California at Los Angeles, Anderson Graduate School of Management qt71t9z3w3, Anderson Graduate School of Management, UCLA.
    19. Yu Wang & Haicheng Shu, 2019. "Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China," Working Papers 2019-10-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    20. Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024. "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, vol. 29(1), pages 527-579, March.

    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:sgh:gosnar:y:2006:i:7-8:p:59-81. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Grzegorz Konat (email available below). General contact details of provider: https://edirc.repec.org/data/sgwawpl.html .

    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.