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Estimating betas on daily data for a small stock market
Berglund, Tom; Liljeblom, Eva; Löflund, Anders - 1987
Persistent link: https://www.econbiz.de/10003488798
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Market serial correlation on a thin security market : a note
Berglund, Tom; Liljeblom, Eva - 1986
Persistent link: https://www.econbiz.de/10003488822
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Return distributions on a thin security market: empirical evidence and a possible explanation
Berglund, Tom; Liljeblom, Eva - 1983
Persistent link: https://www.econbiz.de/10003488829
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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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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom; Liljeblom, Eva; Wahlroos, Björn - 1984
Persistent link: https://www.econbiz.de/10001912165
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Return distributions on a thin security market : empirical evidence and a possible explanation
Berglund, Tom; Liljeblom, Eva - 1983
Persistent link: https://www.econbiz.de/10001912240
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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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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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Market serial correlation on a thin security market
Berglund, Tom - 1986
Persistent link: https://www.econbiz.de/10013400526
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Stock price reactions to announcement of dividends and rights issues : a test of liquidity and signaling hypotheses
Berglund, Tom; Liljeblom, Eva; Wahlroos, Björn - 1985
Persistent link: https://www.econbiz.de/10013400527