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Working paper series / Department of Economics, School of Economics and Management, University of Lund
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ECONIS (ZBW)
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Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?
Nordén, Lars
;
Strömberg, Anders
-
1995
Persistent link: https://www.econbiz.de/10000916218
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2
Stock index arbitrage profitability : a transactions data analysis of Swedish OMX-index cash and forward prices
Nordén, Lars
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1994
Persistent link: https://www.econbiz.de/10000897132
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3
Effects of extended trading time on intradaily stock market volatility : evidence from the Swedish cash and index forward exchanges
Nordén, Lars
-
1994
Persistent link: https://www.econbiz.de/10000884051
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4
Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter
;
Nordén, Lars
-
1996
Persistent link: https://www.econbiz.de/10000932356
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5
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.
;
Hördahl, Peter
;
Nordén, Lars
-
1995
Persistent link: https://www.econbiz.de/10000921597
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6
An investigation of intradaily regularities in Swedish stock market returns
Nordén, Lars
-
1993
Persistent link: https://www.econbiz.de/10000863406
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