Finanse, Rynki Finansowe, Ubezpieczenia

Previously: Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia

ISSN: 2450-7741    OAI    DOI: 10.18276/frfu.2018.94/2-07
CC BY-SA   Open Access 

Issue archive / 4/2018
Analiza związków między datą rozegrania spotkania a stopą zwrotu z akcji spółek giełdowych zaangażowanych w sponsoring sportowy
(The analysis of the relationship between matchday and rate of return of publicity-traded companies involved in sport sponsoring)

Authors: Anna Rapacewicz
Uniwersytet Szczeciński
Keywords: stocks (G)ARCH models football
Data publikacji całości:2018
Page range:11 (91-101)
Cited-by (Crossref) ?:

Abstract

Purpose - article shows study on the influence of noneconomic factors in the fluctuation of rates of return of sponsors listed on the Warsaw Stock Exchange. The author is focused on the correlations between polish Ekstraklasa football clubs matchday and rates of return of companies involved in sponsoring. Methodology - in this article were used previous literature methodology which demonstrate the highest cognitive value in researches of this type of relationship which are GARCH-type models. Findings - the result of the study is to indicate the relationship between polish club matchday and rate of return of its sponsor. Originality/value - the value of the work is one of the first attempts to identify the relationship between sport information and stock prices in Poland.
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