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Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange Cover

Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange

Folia Oeconomica Stetinensia
Volume 16 (2016): Issue 1 (December 2016)
By:
Open Access
|Dec 2016

References

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DOI: https://doi.org/10.1515/foli-2016-0006 | Journal eISSN: 1898-0198 | Journal ISSN: 1730-4237
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Language: English
Page range: 75 - 92
Submitted on: Sep 7, 2015
Accepted on: Jun 22, 2016
Published on: Dec 30, 2016
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 times per year
Keywords:
beta parameter,
Sharpe’s single–index model,
bull and bear market,
stability of beta,
Warsaw Stock Exchange
Related subjects:
Business and economics,
Political economics,
Political economics, other

© 2016 Wiesław Dębski, Ewa Feder-Sempach, Bartosz Świderski, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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