Titlebook: Contemporary Trends and Challenges in Finance; Proceedings from the Krzysztof Jajuga,Hermann Locarek-Junge,Karsten Sta Conference proceedin

Jejune

Accessible

夜晚

Biguanides

Verification of the Conditional CAPM: The Example of the Polish Capital Marketditional relations between average returns and beta are significant in contrast with unconditional relations. The received results underline the meaning of analysis of realised return towards the factor risk (in the case of market risk) and confirm usefulness of beta coefficient as proper measures of risk, that is valid in portfolio management.

MIRTH

Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Marketsl, the regression results provide weak evidence of co-movements in liquidity on the investigated markets, considered separately. Therefore, no reason has been found to support market-wide commonality in liquidity on each CEE-3 stock market.