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Portfolio efficiency of a dynamic capital asset pricing model : empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000755344
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Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752181
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On the existence of common factors in the arbitrage pricing model : international evidence from US and Scandinavian stock markets
Booth, G. Geoffrey (contributor) - In: Applied financial economics 3 (1993) 3, pp. 189-200
Persistent link: https://www.econbiz.de/10001149314
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000839839
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Predictability of individual stock returns on the Finnish and Swedish stock markets
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752180
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A new look at the volatility information flows between stock markets
Pynnönen, Seppo; Knif, Johan; Luoma, Martti - 1994
Persistent link: https://www.econbiz.de/10000881460
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Common long-term and short-term price memory on two Scandinavian stock markets
Pynnönen, Seppo; Knif, Johan - 1996
Persistent link: https://www.econbiz.de/10000615641
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Order persistence among market risks of common stocks over time : empirical evidence from two thin stock markets
Knif, Johan - 1993
Persistent link: https://www.econbiz.de/10000141947