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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom; Liljeblom, Eva; Wahlroos, Björn - 1984
Persistent link: https://www.econbiz.de/10001912165
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Return distributions on a thin security market : empirical evidence and a possible explanation
Berglund, Tom; Liljeblom, Eva - 1983
Persistent link: https://www.econbiz.de/10001912240
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Return distributions on a thin security market : empirical evidence and a possible explanation
Berglund, Tom; Liljeblom, Eva - 1983
Persistent link: https://www.econbiz.de/10004815328
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Departures from randomness in trading events on a security market : some empirical results
Berglund, Tom - 1985
Persistent link: https://www.econbiz.de/10013400525
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Market serial correlation on a thin security market
Berglund, Tom - 1986
Persistent link: https://www.econbiz.de/10013400526
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Stock price reactions to announcement of dividends and rights issues : a test of liquidity and signaling hypotheses
Berglund, Tom; Liljeblom, Eva; Wahlroos, Björn - 1985
Persistent link: https://www.econbiz.de/10013400527
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Market serial correlation and the valuation of index options
Berglund, Tom - 1988
Persistent link: https://www.econbiz.de/10013400701
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Estimating betas on daily data for a small stock market
Berglund, Tom - 1987
Persistent link: https://www.econbiz.de/10013400702
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The underpricing of initial public offerings : a simple explanation
Berglund, Tom - 1995
Persistent link: https://www.econbiz.de/10000572821