Stock price recovery after a market shock: a survival analysis approach
Stock price recovery after a market shock: a survival analysis approach

Summary/Abstract: This study investigates the recovery times of companies listed on the Warsaw Stock Exchange following a market shock using survival analysis techniques. Kaplan-Meier survival curves and hazard ratio estimates are employed to examine differences in recovery rates across firm sizes and industry sectors. The Cox proportional hazards model is used to assess the impact of key financial indicators on stock price recovery. The findings reveal that firm size, industry sector, and financial health significantly influence survival probabilities, with notable differences in hazard ratios across groups, suggesting that certain characteristics contribute to longer or shorter times to recovery, providing valuable insights into post-crisis market dynamics.

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