Investment horizon approach has been used to analyze indexes of Polish stock
market.Optimal time horizon for each return value is evaluated by fitting
appropriate function form of the distribution. Strong asymmetry of gain-loss
curves is observed for WIG index, whereas gain and loss curves look similar for
WIG20 and for most of individual companies stocks. The gain-loss asymmetry for
these data, measured by the coefficient, that we postulated before
\cite{karpio}, has opposite sign to this for WIG index.Comment: To be published in Acta Phys. Pol.
