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A spatial analysis of international stock market linkages
Asgharian, Hossein; Hess, Wolfgang; Liu, Lu - In: Journal of banking & finance 37 (2013) 12, pp. 4738-4754
Persistent link: https://www.econbiz.de/10010342237
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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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Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
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The impact of news releases on trade durations in stocks : empirical evidence from Sweden
Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358991
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An empirical model for durations in stocks
Simonsen, Ola - In: Annals of finance 3 (2007) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10003425363
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Swedish stock and bond returns, 1856 - 2012
Waldenström, Daniel - 2014
presented. Altogether, these series comprise the longest financial asset price database for Sweden to date. An important …
Persistent link: https://www.econbiz.de/10010360953
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Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri - In: Finance a úvěr 64 (2014) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
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Asymmetric stochastic volatility in Central and Eastern European stock markets
Hepsag, Aycan - In: Theoretical and applied economics : GAER review 23 (2016) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10011564448
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Swedish stock and bond returns, 1856 - 2012
Waldenström, Daniel - 2014
presented. Altogether, these series comprise the longest financial asset price database for Sweden to date. An important …
Persistent link: https://www.econbiz.de/10010391440