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Predicting Volatility of Stock Indexes for Option Pricing on a Small Security Market

Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010861786

Estimating betas on daily data for a small stock market

Berglund, Tom; Liljeblom, Eva; Loflund, Anders - In: Journal of Banking & Finance 13 (1989) 1, pp. 41-64

Persistent link: https://www.econbiz.de/10005213885

Market Serial Correlation on a Small Security Market: A Note.

Berglund, Tom; Liljeblom, Eva - In: Journal of Finance 43 (1988) 5, pp. 1265-74

Persistent link: https://www.econbiz.de/10005214650

Trading Volume and International Trading in Stocks – Their Impact on Stock Price Volatility

Berglund, Tom; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010687489

The Impact of Trading Volume on Stock Return Distributions: An Empirical Analysis

Berglund, Tom; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990

Persistent link: https://www.econbiz.de/10010687504

A note on the implications of traded options on the pricing of the underlying stock

Berglund, Tom; Ringbom, Staffan - In: International Review of Economics & Finance 3 (1994) 1, pp. 119-123

Persistent link: https://www.econbiz.de/10005234944

Anomalies and Equilibrium Returns in a Small Stock Market

Wahlroos, Bjorn; Berglund, Tom - Center for Mathematical Studies in Economics and … - 1984

Persistent link: https://www.econbiz.de/10005252383

Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time-varying Risks

Berglund, Tom; Knif, Johan - In: European Financial Management 5 (1999) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10005309521

Preface

Aase, Knut K.; Berglund, Tom; Jennergren, L. Peter; … - In: Scandinavian Journal of Management 9 (1993) Supplement 1, pp. 1-1

Persistent link: https://www.econbiz.de/10009217820

Pricing currency options in target zone regime: Some consequences of state-dependent realignment

Berglund, Tom; Ringbom, Staffan - In: Scandinavian Journal of Management 9 (1993) Supplement 1, pp. 57-57

In this paper the pricing of currency options in a target zone model is discussed. The movement of the currency index is a product of the movement within the target zone and jumps in the target zone itself in the form of re- or devaluations. The probability of a re- or devaluation is modelled as...

Persistent link: https://www.econbiz.de/10009217918