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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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On the effects of inflation in the stock market : empirical evidence with Finnish data 1968-1981
Kanniainen, Vesa; Kurikka, Vesa - 1983
Persistent link: https://www.econbiz.de/10002185949
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Liquidity and Asset Prices : An Empirical Investigation of the Finnish Stock Market
Butt, Hilal Anwar - 2019
This paper presents a simplified single period asset-pricing model that adjusts for illiquidity and tests for the Finnish stock market. The empirical testing for a small yet developed market is motivated by the increased relevance of the illiquidity effect for illiquid assets/markets vastly...
Persistent link: https://www.econbiz.de/10012905526
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Testing nonlinearities with Finnish historical time series
Takala, Kari; Virén, Matti E. E. - 1993
Persistent link: https://www.econbiz.de/10000877290
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Chaos and nonlinear dynamics : evidence from Finland
Takala, Kari; Virén, Matti E. E. - 1994
Persistent link: https://www.econbiz.de/10000881471
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Testing some stationary relations implied by the neoclassical growth model
Frifelt, Niclas - 1994
Persistent link: https://www.econbiz.de/10000887092
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Is utility additive?
Zheng, Simon W. - 1994
Persistent link: https://www.econbiz.de/10000888508
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Dynamic statibility [stability] and cross-sectional invariance of the factor structures in two Scandinavian economies
Östermark, Ralf; Aaltonen, Jaana - 1991
Persistent link: https://www.econbiz.de/10000819498
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Pääomatuloverotus
Airaksinen, Timo (contributor); Hagfors, Robert (contributor) - 1987
Persistent link: https://www.econbiz.de/10000756396