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Pricing of liquidity risk : empirical evidence from Finland
Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557
). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The …
Persistent link: https://www.econbiz.de/10003904294
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Testing for cointegration between international stock prices
Ahlgren, Niklas; Antell, Jan - In: Applied financial economics 12 (2002) 12, pp. 851-861
Persistent link: https://www.econbiz.de/10001724679
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On the significance of the economic determinants of systematic risk : empirical evidence with Finnish data
Martikainen, Teppo - In: Applied financial economics 1 (1991) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10001114493
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The linear and non-linear dependence of stock returns and trading volume in the Finnish stock market
Martikainen, Teppo (contributor) - In: Applied financial economics 4 (1994) 2, pp. 159-169
Persistent link: https://www.econbiz.de/10001160473
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On the existence of common factors in the arbitrage pricing model : international evidence from US and Scandinavian stock markets
Booth, G. Geoffrey (contributor) - In: Applied financial economics 3 (1993) 3, pp. 189-200
Persistent link: https://www.econbiz.de/10001149314
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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429
Persistent link: https://www.econbiz.de/10001671114
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Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad - In: Applied financial economics 23 (2013) 22/24, pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
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Common long-term and short-term price memory in two Scandinavian stock markets
Pynnönen, Seppo - In: Applied financial economics 8 (1998) 3, pp. 257-265
Persistent link: https://www.econbiz.de/10001244167
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Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data
Liljeblom, Eva - In: Applied financial economics 7 (1997) 4, pp. 419-426
Persistent link: https://www.econbiz.de/10001226973
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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011