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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

Financial markets, the pattern of specialization and comparative advantage : evidence from OECD countries

Svaleryd, Helena (contributor); Vlachos, Jonas (contributor) - 2000 - [Elektronische Ressource], Rev. November 8, 2001

Persistent link: https://www.econbiz.de/10001600075

A note on the pricing of real estate index linked swaps

Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]

In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...

Persistent link: https://www.econbiz.de/10001645586

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

Properties of three well-known and frequently applied first-order models for modelling and forecasting volatility in financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the Exponential...