Miesiąc, tydzień, dzień na giełdzie

• Authors: Michał Steuden

Title variants

EN

Month, Week, Day at the Stock Exchange

Abstracts

EN

In the present study attention is paid to the question if some especially interesting periods can be found from the point of view of profitability at the Polish stock market. Days of the week, particular weeks of the month and the month of the year were taken into consideration. The following tests were applied: agreement test ÷2, Binomial Test and Anova analysis. The author was interested in the sign of the change of stock prices. The WIG (Warsaw Stock Exchange Index) was chosen as the representative of the changes and its successive falls and rises were noted. Ultimately it was found that in observations of the successive weeks of the month there were no statistically significant differences; on the other hand in observations of particular days of the week and months of the year there were some regularities that were proofs of some differences in profitability of particular periods of observation.

Keywords

PL

WIG; wzrost; spadek; notowania; sesja; dzień; tydzień; miesiąc; giełda

EN

WIG (Warsaw Stock Exchange Index); fall; quotations; session; day; week; month; stock exchange

• Publisher: Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
• Journal: Roczniki Nauk Społecznych
• Year: 2005
• Volume: 33
• Issue: 3
• Pages: 205-219

Dates

published

2005

Contributors

author

Michał Steuden

• Katolicki Uniwersytet Lubelski

References

• Aczel Amir D.: Statystyka w zarządzaniu, Warszawa: PWN 2000.
• Balicki A.: Metody wnioskowania statystycznego, Gdańsk: Wydawnictwo Uniwersytetu Gdańskiego 2000.
• Conover W. J.: Practical nonparametric statistics, New York: John Wiley & Sons, 1971, s.97–104.
• Steuden M.: Zmiany parametrów rozkładu stop zwrotu WIG, KUL, Lublin 2003 SPSS ver.11, dodatek HelpStrony internetowe: www.parkiet.com.pl

Identifiers

Biblioteka Nauki

1853396