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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

The association between accounting information and stock prices : model development and empirical tests based on Swedish data

Runsten, Mikael - 1998

Persistent link: https://www.econbiz.de/10000990952

The stock market as a screening device and the decision to go public

Ellingsen, Tore; Rydqvist, Kristian - 1997

Persistent link: https://www.econbiz.de/10000962234

Stylized facts of financial time series and three popular models of volatility

Malmsten, Hans (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. September 3, 2004

financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive … absolute-valued observations. Another stylized fact is that the autocorrelations of absolute-valued returns raised to a …