Before revision:  We also study the time evolution of the predictability of price changes on the sample of 20 biggest companies on Warsaw's market and investigate the relationships inside this group, as well as the time evolution of the predictability of those price changes .
After revision:  We also study the time evolution of the predictability of price changes on the sample of 20 biggest companies on Warsaw's market and investigate the relationships inside this group, as well as the stock's sector .