Comparison of gain-loss asymmetry behavior for stocks and indexes

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dc.creatorZaluska-Kotur, Magdalena A.
dc.creatorKarpio, Krzysztof
dc.creatorOrlowski, Arkadiusz
dc.date2006-08-22
dc.date.accessioned2026-07-07T12:07:50Z
dc.date.available2026-07-07T12:07:50Z
dc.descriptionInvestment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and for most of individual companies stocks. The gain-loss asymmetry for these data, measured by the coefficient, that we postulated before \cite{karpio}, has opposite sign to this for WIG index.
dc.descriptionTo be published in Acta Phys. Pol. B
dc.identifierhttps://arxiv.org/abs/physics/0608214
dc.identifierhttp://arxiv.org/abs/physics/0608214
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209113
dc.subjectPhysics and Society
dc.subjectData Analysis, Statistics and Probability
dc.subjectStatistical Finance
dc.titleComparison of gain-loss asymmetry behavior for stocks and indexes
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