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Martingale restriction and high market frictions on stock index options, futures and cash markets
Nikkinen, Jussi - In: Contributions to accounting, finance, and management …, (pp. 285-303). 2005
Persistent link: https://www.econbiz.de/10003393198
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Impact of foreign ownership restrictions on stock return distributions : evidence from an option market
Nikkinen, Jussi - In: Journal of multinational financial management 13 (2003) 2, pp. 141-159
Persistent link: https://www.econbiz.de/10001756469
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International transmission of uncertainty implicit in stock index option prices
Nikkinen, Jussi; Sahlström, Petri - In: Global finance journal 15 (2004) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10002125844
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Impact of the federal open market committeeś meetings and scheduled macroeconomic news on stock market uncertainty
Nikkinen, Jussi; Sahlström, Petri - In: International review of financial analysis 13 (2004) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10002066686