PL EN


2008-2009 | 49-50 | 31-45
Article title

Stopy zwrotu a wielkość obrotów na GPW w Warszawie

Content
Title variants
EN
Returns versus trading volume on Warsaw Stock Exchange
Languages of publication
PL
Abstracts
EN
In the paper the results of empirical investigations of dynamic relationships between extreme trading volume and subsequent stock returns on Warsaw Stock Exchange are presented. The event study methodology is applied. The dynamic relationship between the financial variables is rather weak and depends on kind and size of the stock exchange. The high-volume-return-premium is more pronounced for small size stocks with lower liquidity levels.
Contributors
author
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.mhp-7a6a1b93-30cc-46f3-b900-23cf079df908
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