Narrow search
Showing 1 - 10 of 16
Cover Image
Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
Cover Image
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971380
Cover Image
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard; Nydahl, Stefan - 1997
Persistent link: https://www.econbiz.de/10000971403
Cover Image
Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
Cover Image
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
Cover Image
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
Cover Image
Learning the true index level : index return autocorrelation in an REE auction market
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971378
Cover Image
Rational bubbles and fractional alternatives
Eklund, Bruno; Nydahl, Stefan - 1998
Persistent link: https://www.econbiz.de/10000995305
Cover Image
Empirical tests of the overreaction hypothesis for the German stock market
Stock, Detlev - 1988
Persistent link: https://www.econbiz.de/10000768213
Cover Image
Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587