Sectoral differentiation of the interval effect during the COVID-19 pandemic – the case of the WSE

This study primarily aims to verify whether the interval effect was evident in the beta coefficients (β) of the stock values of the companies listed on the Warsaw Stock Exchange (WSE) during the COVID-19 pandemic, and if so, whether this was due to the macrosectoral affiliation of these companies. T...

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Bibliographic Details
Main Author: Bartłomiej Lisicki
Format: Article
Language:English
Published: Polish Economic Society 2023-06-01
Series:Ekonomista
Subjects:
Online Access:https://ekonomista.pte.pl/Sektorowe-zroznicowanie-efektu-interwalu-akcji-spolek-z-GPW-w-dobie-pandemii-COVID,166247,0,2.html