Branże transportowe w okresie pandemii COVID-19:notowania największych spółek giełdowych

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Katarzyna Czech
Arkadiusz Weremczuk
Michał Wielechowski


Słowa kluczowe : transport, branża transportowa, pandemia COVID-19, spółka giełdowa, stopa zwrotu z akcji
Abstrakt

Badanie miało na celu identyfikację różnic w stopach zwrotu cen akcji spółek transportowych w 2020 roku, tj. pierwszym roku pandemii COVID-19. Skupiono się na największych spółkach pod względem kapitalizacji rynkowej z branż: lotniczej, logistycznej i frachtu lotniczego, morskiej, kolejowej oraz drogowej, wykorzystując globalny standard klasyfikacji branżowej – GICS (ang. Global Industry Classification Standard). Do identyfikacji profilu spółki zastosowano klasyfikację działalności gospodarczej – SIC (Standard Industrial Classification). Przeprowadzono analizę średnich tygodniowych stóp zwrotu na podstawie dziennych cen rynkowych. Dane pochodziły z Refinitiv Datastream i Yahoo Finance. Na podstawie jednoczynnikowej analizy wariancji ANOVA wykazano, że wyniki giełdowe największych spółek transportowych w okresie pandemii COVID-19 różniły się w zależności od branży transportowej. Ponadto, wykorzystując statystyki opisowe oraz test HSD Tukeya, potwierdzono, że linie lotnicze były najbardziej dotkniętą pandemią COVID-19 branżą transportową.

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Czech, K., Weremczuk, A., & Wielechowski, M. (2022). Branże transportowe w okresie pandemii COVID-19:notowania największych spółek giełdowych. Ekonomika I Organizacja Logistyki, 7(1), 87–98. https://doi.org/10.22630/EIOL.2022.7.1.7
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