The Warsaw Stock Exchange Indices Analysis: Trend or Difference Stationary in Medium and Small Samples

Aleksandra Matuszewska-Janica () and Dorota Witkowska ()
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Dorota Witkowska: Warsaw University of Life Sciences, Poland

Chapter 13 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 185-194 from University of Lodz

Abstract: Finally in this Part, in Chapter 13, Matuszewska-Janica and Witkowska studied stationarity issues of Polish stock indices with the use of medium and small rolling samples within the perspective of the efficient market hypothesis. The authors have concluded that among the most effective sectors of capital market there are: telecommunication for samples of the sizes: 50–250, oil and gas for 25-elements window, and also banking.

Keywords: Warsaw Stock Exchange; Stationarity in medium and small samples; Efficient market hypothesis (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2010
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