Analiza wybranych efektów sezonowości stóp zwrotu na rynku srebra w okresie 30.10.2003-31.12.2013
DOI:
https://doi.org/10.15678/ZNUEK.2015.0937.0101Słowa kluczowe:
srebro, efektywność rynku, sezonowość rynków finansowych, rynek towarów, anomalie rynkoweAbstrakt
W pracy przedstawione zostały badania dotyczące występowania wybranych efektów sezonowości w przypadku ceny srebra. Badania przeprowadzone zostały dla ceny srebra notowanej na London Metal Exchange od 30.10.2003-31.12.2013 r., tj. na bazie 3172 obserwacji. Uzyskane wyniki jednoznacznie wskazują na występowanie wybranych efektów sezonowości w przypadku tego surowca. Niektóre z uzyskanych wyników potwierdzają wyniki innych autorów dla badań przeprowadzonych na rynkach finansowych, a inne z kolei zaprzeczają uzyskanym rezultatom.
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