The Econometric Analysis of the Food Sector Performance on the Background of the Main Market at Warsaw Stock Exchange

Dorota Żebrowska-Suchodolska and Andrew Karpio ()

Chapter Chapter 32 in Effective Investments on Capital Markets, 2019, pp 473-483 from Springer

Abstract: Abstract The presented work attempts an econometric analysis of the quotations of companies from the food sector against the background of the main market of the Warsaw Stock Exchange. The entire sector was examined, not individual entities, treating the WIG-food index as a portfolio of shares. The aim of the research is to identify the relationship between the agri-food sector and stock market segments. Determining the correlation strength of the WIG index—foodstuffs with the WIG, WIG20, mWIG40 and sWIG80 indices will allow linking this sector with individual markets. The formulated goal is implemented using linear regression models with one explanatory variable. The studies were limited to 2008–2017 years taking into account the monthly rates of change. The results indicate that the agri-food sector can be included in the stock market segment described by the sWIG80 index.

Keywords: Linear regression; Stock indices; Agri-food industry; C01; C13; Q10; Q19 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:prbchp:978-3-030-21274-2_32

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DOI: 10.1007/978-3-030-21274-2_32

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