IDEAS home Printed from https://ideas.repec.org/a/sgm/pzwzuw/v15i66y2017p207-220.html
   My bibliography  Save this article

Spo³eczna odpowiedzialnosc a wartosc przedsiebiorstw na rynku kapitalowym

Author

Listed:
  • Karolina Ludzinska

    (Instytutu Zarzadzania Wartoscia w Kolegium Nauk o Przedsidebiorstwie Szkoly G³ownej Handlowej w Warszawie)

Abstract

The aim of the study is to verify the turbulence in the negotiable financial instruments market in Poland, by evaluating the composite stress index, which includes indicators concerning the stock market (volatility, liquidity, CMAX based on stock index WIG), the bond market (volatility of 10-year Treasury bonds, their liquidity, the sovereign spread and the yield curve spread) and the derivatives market (the change in the number of open positions and volume in the futures and options market). The analysis of index values for the years 2007–2015 confirms the robustness of the stress index (FIMSI) in the diagnosis of stresses in the market (when the index value exceeds the long-term trend by more than 1 standard deviation).

Suggested Citation

  • Karolina Ludzinska, 2017. "Spo³eczna odpowiedzialnosc a wartosc przedsiebiorstw na rynku kapitalowym," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 207-220.
    • Handle: RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:207-220
    as

    Download full text from publisher

    File URL: http://pz.wz.uw.edu.pl/sites/default/files/artykuly/pz_2017_1_2_bedowska-sojka.pdf
    Download Restriction: no
    File URL: http://pz.wz.uw.edu.pl/en
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Corporate Social Responsibility; CSR; enterprise value; RESPECT Index; capital market;
    All these keywords.

    JEL classification:

    • M14 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Corporate Culture; Diversity; Social Responsibility
    • M21 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics - - - Business Economics
    • G19 - Financial Economics - - General Financial Markets - - - Other

    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:sgm:pzwzuw:v:15:i:66:y:2017:p:207-220. 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: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/somuwpl.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.