| dc.contributor.author | Feder-Sempach, Ewa | |
| dc.date.accessioned | 2013-06-17T12:56:05Z | |
| dc.date.available | 2013-06-17T12:56:05Z | |
| dc.date.issued | 2012 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/2104 | |
| dc.description.abstract | Beta Parameter is one of the commonly used parameter to estimate the systematic risk associated
with stocks. Investor needs efficient investment decisions using beta. Many studies have
investigated the relationship between beta risk and stock market conditions during years of
financial instability caused by last crisis. This study examined the beta parameter over financial instability 2007–2011. Beta coefficients
were calculated using monthly returns over the period 2007–2011, for main stocks listed on
NYSE and WSE. This research showed defensive (non-cyclical) stocks listed on NYSE and WSE,
betas of defensive stocks are less than one. The main American defensive stocks were: EXXON
MOBIL, WAL-MART, PROCTER & GAMBLE, JOHNSON & JOHNSON, PFIZER, COCACOLA,
MCDONALD`S, AT&T. The main Polish defensive stocks were: ASSECOPOL, BRE,
PKNORLEN, PGNIG, PBG, TPSA i TVN. | pl_PL |
| dc.language.iso | pl | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis, Folia Oeconomica;273 | |
| dc.title | Ryzyko systematyczne akcji największych spółek notowanych na NYSE i GPW w Warszawie w okresie 2007–2011 | pl_PL |
| dc.title.alternative | Systematic risk of main stocks listed on NYSE and WSE in 2007–2011 | pl_PL |
| dc.type | Article | pl_PL |
| dc.page.number | 89-98 | |
| dc.contributor.authorAffiliation | Uniwersytet Łódzki; Wydział Ekonomiczno-Socjologiczny; Katedra Międzynarodowych Stosunków Gospodarczych | |
