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• The EURPLN, DAX and WIG20: The Granger Causality Tests Before and During the Crisis

  Ewa M. Syczewska

  93-104

  2015-04-15
• Impact of the Sector and of Internal Factors on Profitability of the Companies Listed on the Warsaw Stock Exchange

  Ewa Majerowska, Magdalena Gostkowska-Drzewicka

  115-127

  2018-12-28
• Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange

  Sabina Nowak, Joanna Olbryś

  49−69

  2015-12-28
• Does fundamental strength of the company influence its investment performance?

  Dorota Witkowska, Piotr Kuźnik

  85-96

  2019-12-28
• Determinants of Corporate Performance: Modelling Approach

  Ewa Majerowska, Magdalena Gostkowska-Drzewicka

  115-127

  2017-12-29
• Evaluating the Accuracy of Time-varying Beta. The Evidence from Poland

  Barbara Będowska-Sójka

  161-176

  2017-12-28
• Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market

  Aneta Włodarczyk, Iwona Otola

  87-116

  2016-12-29
• Using the First Passage Times in Markov Chain Model to Support Financial Decisions on the Stock Exchange

  Józef Stawicki

  37-47

  2016-12-28
• ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market

  Joanna Olbryś

  185-202

  2011-12-10
• Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient

  Witold Orzeszko

  97-106

  2010-07-17
• Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices

  Piotr Fiszeder

  87-98

  2011-12-10