Urbański, Stanisław - In: Economic Systems 36 (2012) 4, pp. 552-570
This paper presents possibilities for the pricing of stocks listed on the Warsaw Stock Exchange in light of the ICAPM. The pricing test period (1996–2010) is divided into two sub-periods: 1996–2005 (the years preceding Poland's accession to the EU) and 2005–2010 (the years of Poland's...