COUNTERINTUITIVE INVESTMENT OPPORTUNITIES ON THE WSE. EVIDENCE FROM THE FIELD OF ASSET PRICING
Paulina Roszkowska, Łukasz K. Langer How mispriced is the equity in emerging economies? We join this academic discussion by studying stock returns in today’s Polish stock market. We test for abnormal excess returns using classic and modern asset pricing models. We report the evidence of certain time-varying return patterns that show investment potential. While size, […]