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Capital market efficiency : an empirical analysis of the dividend announcement effect for the Austrian stock market

Mestel, Roland; Gurgul, Henryk; Schleicher, Christoph - In: Operations research proceedings 2002 : selected papers …, (pp. 315-320). 2003

Persistent link: https://www.econbiz.de/10001752026

On the empirical linkages between stock prices and trading activity on the German stock market

Mestel, Roland; Gurgul, Henryk; Majdosz, Paweł - In: Operations research proceedings 2004 : selected papers …, (pp. 288-296). 2005

Persistent link: https://www.econbiz.de/10002851427

The causal link between Polish stock market and key macroeconomic aggregates

Gurgul, Henryk; Lach, Łukasz - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 62 (2010) 4, pp. 367-383

Persistent link: https://www.econbiz.de/10003995421

The association between stock market and exchange rates for advanced and emerging markets : a case study of the Swiss and Polish economics

Gurgul, Henryk; Lach, Łukasz - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 64 (2012) 2, pp. 190-212

Persistent link: https://www.econbiz.de/10009529105

The impact of US macroeconomic news on the Polish stock market

Gurgul, Henryk; Wójtowicz, Tomasz - In: Central European journal of operations research : CEJOR … 22 (2014) 4, pp. 795-817

Persistent link: https://www.econbiz.de/10010437161

Linear granger causality in the stock price-volume relation

Gurgul, Henryk; Majdosz, Paweł - In: Statistics in transition : an international journal of … 7 (2005) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10003282230

Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective

Gurgul, Henryk; Syrek, Robert - In: Managerial economics 18 (2017) 1, pp. 87-101

Persistent link: https://www.econbiz.de/10011926903

The logarithmic ACD model : the microstructure of the German and Polish stock markets

Gurgul, Henryk; Syrek, Robert - In: Managerial economics 17 (2016) 1, pp. 77-92

The main goal of this paper is to compare the microstructure of selected stocks listed on the Frankfurt and Warsaw Stock Exchanges. We focus on the properties of duration on both markets and on fitting the appropriate ACD models. Because of the quite different levels of capitalization of stocks...

Persistent link: https://www.econbiz.de/10011736403

Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets

Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425

Persistent link: https://www.econbiz.de/10011582475