Semi-strong information efficiency of the polish stock exchange market in various market situations

dc.contributor.author	Kalinowski, Marcin
dc.date.accessioned	2011-05-05T08:11:33Z
dc.date.available	2011-05-05T08:11:33Z
dc.date.issued	2010
dc.identifier	Univerzitní knihovna (studovna)	cze
dc.identifier.issn	1211 – 555X
dc.identifier.uri	http://hdl.handle.net/10195/38483
dc.description.abstract	The aim of this paper is determining the level of information efficiency at the semi-strong stage of the largest Polish companies on the stock market (covered by WIG20 index) in different market conditions. To achieve this aim the author decided to create a graphic representation of semistrong information efficiency. In the paper the author analyses the Polish stock market indicators in the years 2005-2008. The study examine a linear relationship between P/E, P/BV ratio and the rate of return. As the indicator in analysis is used direction of slope of the regression line. In this research is analyzed the character and size of regression coefficient.	eng
dc.format	p. 87-96	eng
dc.language.iso	eng
dc.publisher	Univerzita Pardubice	cze
dc.relation.ispartof	Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 17 (2/2010)	eng
dc.subject	market efficiency	eng
dc.subject	capital market	eng
dc.subject	capital investment	eng
dc.title	Semi-strong information efficiency of the polish stock exchange market in various market situations	eng
dc.type	Article	eng
dc.identifier.signature	47940-17
dc.peerreviewed	yes	eng
dc.publicationstatus	published	eng