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An analysis of lead-lag structures using a frequency domain approach : empirical evidence from the Finnish and Swedish stock markets
Knif, Johan
;
Pynnönen, Alpi
;
Luoma, Martti
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1993
Persistent link: https://www.econbiz.de/10004727600
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Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki Stock Exchange
Knif, Johan
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1989
Persistent link: https://www.econbiz.de/10004075542
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A new look at stock return indicators and their impact under different market conditions
Knif, Johan
;
Högholm, Kenneth
;
González Miranda, Fernando
-
1995
Persistent link: https://www.econbiz.de/10004404109
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4
Time varying risk and CAPM-tests on data from a small stock market
Berglund, Tom
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1992
Persistent link: https://www.econbiz.de/10004609253
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5
Predictability of conditional moments of a time-varying distribution of expected returns on a small stock market
Knif, Johan
;
Högholm, Kenneth
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1993
Persistent link: https://www.econbiz.de/10004727578
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Order persistence among market risks of common stocks over time : empirical evidence from two thin stock markets
Knif, Johan
;
Emaus, Christel
-
1993
Persistent link: https://www.econbiz.de/10004727608
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