Abstract
The aim of this article is to analyse the motives of name changes made by public companies listed on the Warsaw Stock Exchange and to identify abnormal returns before and after this event depending on the motives given by issuers. The research methodology using cumulated abnormal return (CAR) was to determine the relative strength of quoted shares in relation to the WIG index before and after changes in companies’ names. The results of the research done indicated abnormal returns before the name change as well as unambiguously negative trends afterwards. The article is a continuation of the author’s previous research into the problem of name changes, which has not yet been carried out on the Polish market.
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