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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari - 1999
Persistent link: https://www.econbiz.de/10001372405
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The empirical performance of asset allocation models
Löflund, Anders; Nummelin, Kim - 1998
Persistent link: https://www.econbiz.de/10001543461
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Devaluation-risk-related Peso problems in stock returns
Penttinen, Aku - 1999
Persistent link: https://www.econbiz.de/10001543470
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Ex-dividend day stock price behaviour, taxes and discrete prices : a sinulation experiment
Sorjonen, Pasi - 1999
Persistent link: https://www.econbiz.de/10001416549
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Intradaily regularities in Finnish stock market returns
Felixson, Karl - 1998
Persistent link: https://www.econbiz.de/10001362886
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Elements of volatility at high frequency
Vuorenmaa, Tommi A. - 2008
Persistent link: https://www.econbiz.de/10003752381
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000839839
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Predictability of individual stock returns on the Finnish and Swedish stock markets
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752180
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Portfolio efficiency of univariate time series models empirical evidence on Finnish and Swedish stock data
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752181