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A smooth transition ARCH model for asset returns

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959364

Modeling Nordic stock returns with asymmetric GARCH models

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959372

Rational bubbles and fractional alternatives

Eklund, Bruno; Nydahl, Stefan - 1998

Persistent link: https://www.econbiz.de/10000995305

Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000971380

Openness and the exchange rate exposure of national stock markets : a note

Friberg, Richard; Nydahl, Stefan - 1997

Persistent link: https://www.econbiz.de/10000971403

Price formation in multi-asset securities markets

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000971912

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

Is momentum due to data-snooping?

Ericsson, Johan (contributor); … - 2003 - [Elektronische Ressource]

This paper explores the profitability of portfolio-based momentum strategies. The data consists of all NYSE, AMEX, and NASDAQ stocks on the CRSP database. The analysis considers the period July 1963 to December 2002 and the tests are performed on portfolios formed on industry, size and...

Persistent link: https://www.econbiz.de/10001883186

Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory

Cha, Gun-ho - 1993

Persistent link: https://www.econbiz.de/10000864519

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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