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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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Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn; Hördahl, Peter - In: Applied financial economics 8 (1998) 4, pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
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Common long-term and short-term price memory in two Scandinavian stock markets
Pynnönen, Seppo - In: Applied financial economics 8 (1998) 3, pp. 257-265
Persistent link: https://www.econbiz.de/10001244167
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Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Novák, Jiri - In: Finance a úvěr 65 (2015) 2, pp. 167-190
Persistent link: https://www.econbiz.de/10010504700
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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
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Adjusting market values to exchange rate exposure : the case of ASTRA, SCA and STORA
Rolseth, Lars - 1998
Persistent link: https://www.econbiz.de/10001453044
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Minority shareholder protections and the private benefits of control for Swedish mergers
Holmén, Martin; Knopf, John Donald - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 167-191
Persistent link: https://www.econbiz.de/10001988606
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Analyst profession, accounting earnings and stock returns : Swedish evidence
Kallunki, Juha-Pekka; Martikainen, Minna; Nilsson, Henrik - In: Liiketaloudellinen aikakauskirja 53 (2004) 4, pp. 404-426
Persistent link: https://www.econbiz.de/10002633572
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Empirical risk factors in realized stock returns
Novak, Jiri; Petr, Dalibor - 2009
; asset pricing ; risk ; multifactor models ; CAPM ; size ; book-to-market ; momentum ; Sweden …
Persistent link: https://www.econbiz.de/10003929606