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Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000816312
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The impact of trading volume on stock return distributions : an empirical analysis
Berglund, Tom - In: Finnish economic papers 3 (1990) 2, pp. 108-124
Persistent link: https://www.econbiz.de/10001098906
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Stock price reactions to announcements of stock dividends and rights issues : a test of liquidity and signalling hypotheses on the Helsinki stock exchange
Berglund, Tom - In: Finance : revue de l'Association Française de Finance 8 (1987) 2, pp. 109-132
Persistent link: https://www.econbiz.de/10001075233
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Market serial correlation and the valuation of index options
Berglund, Tom - In: Finance : revue de l'Association Française de Finance 11 (1990) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10001329721
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Estimating betas on daily data for a small stock market
Berglund, Tom - In: Journal of banking & finance 13 (1989) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10001064750
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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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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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Stock price reactions to financial decisions : some results on data for the Stockholm Stock Exchange
Liljeblom, Eva - 1989
Persistent link: https://www.econbiz.de/10000782657