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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971380
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Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
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On the Damodaran estimator of price adjustment coefficients
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000976835
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An empirical study of index return autocorrelation
Säfvenblad, Patrik - In: Price formation in multi-asset securities markets, (pp. 67-94). 1997
Persistent link: https://www.econbiz.de/10001300045
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Learning the true index level
Säfvenblad, Patrik - In: Price formation in multi-asset securities markets, (pp. 33-66). 1997
Persistent link: https://www.econbiz.de/10001300046
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Lead-lag effects in a competitive REE market
Säfvenblad, Patrik - In: Price formation in multi-asset securities markets, (pp. 1-32). 1997
Persistent link: https://www.econbiz.de/10001300047
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Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - In: Journal of banking & finance 24 (2000) 8, pp. 1275-1287
Persistent link: https://www.econbiz.de/10001491420