{"title":"执政党的更迭对波兰金融市场效率的影响","authors":"D. Witkowska, K. Kompa","doi":"10.12775/DEM.2017.009","DOIUrl":null,"url":null,"abstract":"Financial market seems to be sensitive to political changes, especially when the change of governing party is connected with essential changes of the economic development concepts. Such situation took place in Poland in 2015, as a result of the presidential and parliamentary elections. The aim of our research is to investigate the changes occurred on the market, represented by some stable growth open mutual funds, and stock indexes: WIG and TBSP. Analysis is provided applying single index and CAPM models, classical investment performance measures, and statistical interference.","PeriodicalId":31914,"journal":{"name":"Dynamic Econometric Models","volume":"17 1","pages":"147-159"},"PeriodicalIF":0.0000,"publicationDate":"2017-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"How the Change of Governing Party Influences the Efficiency of Financial Market in Poland\",\"authors\":\"D. Witkowska, K. Kompa\",\"doi\":\"10.12775/DEM.2017.009\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Financial market seems to be sensitive to political changes, especially when the change of governing party is connected with essential changes of the economic development concepts. Such situation took place in Poland in 2015, as a result of the presidential and parliamentary elections. The aim of our research is to investigate the changes occurred on the market, represented by some stable growth open mutual funds, and stock indexes: WIG and TBSP. Analysis is provided applying single index and CAPM models, classical investment performance measures, and statistical interference.\",\"PeriodicalId\":31914,\"journal\":{\"name\":\"Dynamic Econometric Models\",\"volume\":\"17 1\",\"pages\":\"147-159\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-12-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Dynamic Econometric Models\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.12775/DEM.2017.009\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Dynamic Econometric Models","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.12775/DEM.2017.009","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
How the Change of Governing Party Influences the Efficiency of Financial Market in Poland
Financial market seems to be sensitive to political changes, especially when the change of governing party is connected with essential changes of the economic development concepts. Such situation took place in Poland in 2015, as a result of the presidential and parliamentary elections. The aim of our research is to investigate the changes occurred on the market, represented by some stable growth open mutual funds, and stock indexes: WIG and TBSP. Analysis is provided applying single index and CAPM models, classical investment performance measures, and statistical interference.
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