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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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A test of dividend irrelevance...
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Börsenkurs
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Hagerud, Gustaf E.
4
Säfvenblad, Patrik
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Nydahl, Stefan
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Cha, Gun-ho
1
Eklund, Bruno
1
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1
Friberg, Richard
1
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Silvennoinen, Annastiina
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Söderlind, Paul
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
758
OECD
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
14
School of Finance and Business Economics <Perth, Western Australia>
13
Bank of England
11
Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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New York Stock Exchange
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Board of Governors
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Svenska Handelshögskolan <Helsinki>
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Centre for Economic Policy Research
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Institute of Finance and Accounting <London>
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University of Chicago / Center for Research in Security Prices
7
Federal Reserve Bank of St. Louis
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Springer Fachmedien Wiesbaden
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Universität Mannheim
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4
Federal Reserve Bank of San Francisco
4
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
4
Institut for Finansiering <Frederiksberg>
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Working paper series in economics and finance
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
16
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Shareholder gains from equity private placements : evidence from the Stockholm stock exchange
Molin, Johan
-
1996
Persistent link: https://www.econbiz.de/10000931944
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2
New techniques to extract market expectations from financial instruments
Söderlind, Paul
;
Svensson, Lars E. O.
-
1996
Persistent link: https://www.econbiz.de/10000955625
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3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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4
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
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5
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
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6
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
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7
Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971375
Saved in:
8
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971380
Saved in:
9
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
Saved in:
10
Price formation in multi-asset securities markets
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971912
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