CHANGING RISK-RETURN CORRESPONDENCE DURING THE COVID-19 TURMOIL: EVIDENCE FROM POLISH STOCK MARKET

The article examines the impact of the shock induced by COVID-19 on the Polish stock market. As an object of research, 18 shares of companies included in the WIG20 index were taken. The impact of the shock is examined in the context of changing “risk-return” correspondence. Three-time intervals we...

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Bibliographic Details
Main Authors: Andrii Kaminskyi, Marina Nehrey
Format: Article
Language:English
Published: Gdańsk University of Technology 2022-03-01
Series:Research on Enterprise in Modern Economy Theory and Practice
Subjects:
Online Access:https://journal.mostwiedzy.pl/reme/article/view/2469