The TMAI Model – Performance Of Portfolios Constructed On The Base Of Correlated And Uncorrelated Financial Ratios by Węgrzyn Tomasz

“…The author uses data of companies listed on the Warsaw Stock Exchange between 2005 and 2011. The rankings and portfolios are built separately for each year. …”
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APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20 by Bartłomiej Lisicki

“…The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated. …”
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Does CSR Affect the Profitability and Valuation of Energy Companies? An Example from Poland by Mariusz Zieliński, Izabela Jonek-Kowalska

“…The research period covers the years 2009–2019, when the index of socially responsible companies was operating on the Warsaw Stock Exchange. The main purpose of the article is to compare the profitability ratios and quotations of energy companies in Poland declaring themselves socially responsible with companies of the same sector that have not expressed such a declaration. …”
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Measurement of Stock Market Liquidity Supported By an Algorithm Inferring the Initiator of a Trade by Joanna Olbryś, Michał Mursztyn

“…The aim of this study is to assess and analyse selected liquidity/illiquidity measures derived from high-frequency intraday data from the Warsaw Stock Exchange (WSE). As the side initiating a trade cannot be directly identified from a raw data set, firstly the Lee-Ready algorithm for inferring the initiator of a trade is employed to distinguish between so-called buyer- and seller-initiated trades. …”
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The impact of the coronavirus pandemic on the dividend target payout ratio. The evidence from Hydrotor SA by Mieczysław Kowerski, Marcin Sowa

“…For the illustration, Hydrotor SA was chosen, which, the longest time at the Warsaw Stock Exchange, continuously pays dividends. The calculations showed that the situation in 2020 resulted in a revision of the company’s long-term dividend strategy, which resulted in a lowering of the dividend target payout ratio and a greater attention to the current situation (current net profits)—an increase in the speed of adjustment.…”
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AUTHORIZED CAPITAL AS A RISK MANAGEMENT TOOL IN EMERGING ECONOMIES. THE CASE OF POLAND by Agata Adamska, Piotr Staszkiewicz

“…Through the application of logit procedures to companies quoted on the Warsaw Stock Exchange, we conclude findings based on 386 listed and domiciled entities in Poland, as quoted on the of 30 December 2011. …”
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Position in Corporate Network, Performance and Strategic Risks by Justyna Światowiec-Szczepańska, Michał Zdziarski

“…The empirical field of this research covered companies listed on the Warsaw Stock Exchange. We test effects of structural positions in two networks among the same set of companies linked by boards and ownership ties. …”
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The Impact of Earnings Management on the Value of Companies – The Role of Ownership Structure by Adam Adamczyk, Sławomir Franek

“…Our study was conducted on 632 non-financial companies listed on the Warsaw Stock Exchange between 2013 and 2020. We have assessed panel data models showing that there is no relationship between earnings management and company value. …”
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Information Asymmetry, Capital Structure and Equity Value of Firms Listed on the WSE by Milena Gralewska, Anna Białek-Jaworska

“…The paper investigates the impact of capital structure and information asymmetry on the value of companies listed on the Warsaw Stock Exchange. The study was conducted using the ordinary least squares (OLS) method on a sample of 273 companies in 2017 and the GMM dynamic paneldata approach with instrumental variables. …”
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An Entropy-Based Approach to Measurement of Stock Market Depth by Joanna Olbryś, Krzysztof Ostrowski

“…The findings of empirical experiments for real-data with a time stamp rounded to the nearest second from the Warsaw Stock Exchange (WSE) confirm that the new proxy enables us to effectively compare market depth and liquidity for different equities. …”
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Behavioral biases in corporate risk management and investment decisions during the COVID-19 pandemic in Poland by Rzeszutek Marcin, Szyszka Adam, Okoń Szymon

“…The first goal of this conceptual paper is to explore whether managers of companies listed on the Warsaw Stock Exchange are susceptible to selected behavioral biases related to irrational risk preferences. …”
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The use of the bootstrap method for the assessment of investment effectiveness and risk – the case of confidence intervals estimation for the Sharpe ratio and TailVaR by Jarno Klaudia, Smaga Łukasz

“…Then, bootstrap confidence interval estimation methods are used to estimate confidence intervals for the Sharpe ratio and TailVaR of the Warsaw Stock Exchange sectoral indices. The results show that the bootstrap confidence intervals of different types are quite similarly positioned for each of the analysed index and measure. …”
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The Influence of Profitability Ratios and Company Size on Profitability and Investment Risk in the Capital Market by Rutkowska-Ziarko Anna

“…A study was conducted of 15 food companies listed on the Warsaw Stock Exchange. The profitability of companies was measured by: return on assets (ROA), return on equity (ROE) and return on sales (ROS). …”
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Levels of reported financial result and the scope of accrual-based earnings management. An exemplification studies on the example of public companies of the clothing industry by Michał Comporek

“…The objective of the paper is to investigate the relationship between the profitability of textile companies listed on the Warsaw Stock Exchange and the directions and scale of accounting-type earnings management. …”
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The Impact of Investor Sentiment on Direction of Stock Price Changes: Evidence from the Polish Stock Market by Kamil Polak

“…The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. …”
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Wpływ zmiany indeksu rynku na parametr beta dla spółek z indeksu WIG20 by Wiesław Dębski, Ewa Feder-Sempach, Szymon Wójcik

“…The estimation was made for twelve largest companies of the Warsaw Stock Exchange in the period 2005–2015 with the usage of three return intervals: daily, weekly and monthly. …”
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Risk Assessment of Polish Joint Stock Companies: Prediction of Penalties or Compensation Payments by Aleksandra Szymura

“…The research is based on information contained in the financial statements of companies listed on the Warsaw Stock Exchange and NewConnect. Finally, different methods are compared, and methods which are based on gradient boosting are shown to have a higher accuracy than others. …”
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Board characteristics and earnings forecasts accuracy in IPO prospectuses by Sosnowski Tomasz, Wawryszuk-Misztal Anna

“…Using a sample of 104 companies that conducted initial public offering (IPO) on the Warsaw Stock Exchange between 2006 and 2016, we investigated the relationship between the accuracy and bias of the earnings forecast disclosed in the IPO prospectus and the firm corporate governance attributes. …”
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The Use of Discriminant Analysis to Assess the Risk of Bankruptcy of Enterprises in Crisis Conditions Using the Example of the Tourism Sector in Poland by Joanna Wieprow, Agnieszka Gawlik

“…A review of the literature is used to select models appropriate to analyze the risk of bankruptcy of tourism enterprises listed on the Warsaw Stock Exchange (WSE). The data are from half-year financial statements (the first half of 2019 and 2020, respectively). …”
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Impact of financial constraints and financial distress on cash holdings by Bukalska Elżbieta, Maziarczyk Anna

“…We collected the 4,406 firm-year observations of companies listed on the Warsaw Stock Exchange (WSE). Our research shows that companies maintain higher cash holdings during a crisis than in a normal period. …”
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