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Predictability of stock returns in a thin security market : empiric. evidence with data from Helsinki Stock Exchange 1975 - 1986

Yli-Olli, Paavo - In: Liiketaloudellinen aikakauskirja 36 (1987) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10001036497

A test of the Arbitrage Pricing Theory using accounting information

Martikainen, Teppo - In: Economics letters 34 (1990) 1, pp. 55-59

Persistent link: https://www.econbiz.de/10001093245

On the long-term stability and cross-country similarity of the factor patterns in the arbitrage pricing model

Yli-Olli, Paavo; Virtanen, Ilkka; Martikainen, Teppo - 1989

Persistent link: https://www.econbiz.de/10000787185

Incremental significance of pre-specified macroeconomic factors in testing the arbitrage pricing theory : empirical evidence with Finnish data

Martikainen, Teppo - In: Applied financial economics 1 (1991) 3, pp. 139-147

Persistent link: https://www.econbiz.de/10001136605

The impact of the return interval on common factors in stock returns: Evidence from a thin security market

Martikainen, Teppo; Perttunen, Jukka; Yli-Olli, Paavo; … - In: Journal of Banking & Finance 18 (1994) 4, pp. 659-672

Persistent link: https://www.econbiz.de/10005201731

Forecasting stock market prices in a thin security market

Virtanen, Ilkka; Yli-Olli, Paavo - In: Omega 15 (1987) 2, pp. 145-155

Stock market efficiency is a crucial concept when forecasting of future stock price behaviour is discussed. In the literature, a distinction is made between three potential levels of efficiency. Under a weak form of efficiency, information on historical price movements is of no value for...

Persistent link: https://www.econbiz.de/10005358460

On the impact of infrequent trading on the APT systematic risk components -- Evidence from a thin security market

Martikainen, Teppo; Perttunen, Jukka; Yli-Olli, Paavo; … - In: European Journal of Operational Research 88 (1996) 1, pp. 23-27

Persistent link: https://www.econbiz.de/10005253309

Financial ratio distribution irregularities: Implications for ratio classification

Martikainen, Teppo; Perttunen, Jukka; Yli-Olli, Paavo; … - In: European Journal of Operational Research 80 (1995) 1, pp. 34-44

Persistent link: https://www.econbiz.de/10005253982

A test of the arbitrage pricing theory using accounting information

Martikainen, Teppo; Yli-Olli, Paavo - In: Economics Letters 34 (1990) 1, pp. 55-59

Persistent link: https://www.econbiz.de/10005257600

On the industry effects on the classification patterns of financial ratios

Martikainen, Teppo; Puhalainen, Kari; Yli-Olli, Paavo - In: Scandinavian Journal of Management 10 (1994) 1, pp. 59-68

This paper reports an empirical investigation of the industry effects on the interrelationships between financial ratios. Factor and transformation analysis have been used for this purpose. The data used in the study consist of 74 failed and 74 "non-failed" firms from three industries....

Persistent link: https://www.econbiz.de/10009217725