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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 membership in the EU). The algorithm for the description of returns combines previous research by Fama and French...
(Polish title - 'Wplyw opóznionych zmiennych warunkowych na zmiany stóp zwrotu akcji notowanych na GPW w Warszawie'). The paper presents the testing of Fama and French three-factor model and the two- and three-factor aggregated model proposed earlier by the author. The conducted test concerns the impact of condition variables on changes to the rates of return on the shares quoted on the Warsaw Stock...
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