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The aim of this paper is to investigate interdependencies between the WIG20 index and economic policy uncertainty (EPU) related keywords quantified by a Google Trends search index. Tests for two periods from January 2015 till December 2019 and from June 2016 till May 2021 have been performed. This allowed the period of relative stability from the time of economic shock caused by the COVID-19 pandemics followed by various restrictions imposed by the governments to be distinguished.

The aim of the paper is to assess the effects of the coronavirus pandemic (COVID – 19) on two stock market indices: BET index for Bucharest Stock Exchange and WIG20 index for Warsaw Stock Exchange. The negative effects of the pandemic have had an influence on the performance of the stock markets since its debut. Many companies as well as sectors have ceased their activity during the outbreak, causing devastating financial losses worldwide. By comparing indices evolution during 2020 using the data available on the stock markets’ websites, as well as analyzing in part the companies that make up the indices portfolio, we will try to present the sectors most affected by the pandemic as well as their evolution during the analysis period. The results of this research can be a starting point for future empirical analysis on the long-term effects of the pandemic on stock markets’ performance for Romania and Poland. The results could be a source of information for state institutions, companies, investors, analysts but also representatives of the medical sector (responsible for crisis management) - in order to observe the severity and magnitude of the negative effects of the coronavirus pandemic on the financial markets and also help develop and ensue their long-term sustainable growth.

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Copyright of Studies in Law & Economics / Studia Prawno-Ekonomiczne is the property of Lodz Scientific Society / Lodzkie Towarzystwo Naukowe and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Stock exchange commission is one of the most significant trading cost. It is a charge for services provided by financial institutions and paid by customers. Its level determines trading opportunities especially for short-term investors. That is the reason why proper commission policy is vital for traders, their instrument and strategy choices and, consequently contributes to market development. In this article the level of Warsaw Stock Exchange (WSE) commissions as a short-term trading impediment is presented. It discuses historical, current, and future problems resulting from extremely expensive WSE and brokers fees. Moreover comparison to policies of world-markets is emphasized. [ABSTRACT FROM AUTHOR]