In this paper, we present empirical evidence about the "interval effect" in estimation of beta parameters for stocks listed on the Warsaw Stock Exchange. We analyze models constructed for the returns calculated using intervals of different length—that is, 1, 5, 10, and 21 trading days...

This study presents an analysis of dividend-driven trading strategies based on dividend yield growth effects in the Polish stock market in the years 1994–2004. Results indicate that the dividend yield growth portfolios were capable of beating the market in the entire sample period. Their...

The subject of this study is the profitability of an investment strategy focused on high dividend yield stocks from the British stock market in years 1994 - 2007. We follow the study of Filbeck and Visscher (1997), who analysed this strategy for the companies listed at the London Stock Exchange...