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On the non-normalities of cross-sectional financial ratio distributions : evidence based on accounting index models
Martikainen, Teppo - 1990
Persistent link: https://www.econbiz.de/10000799957
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On the firm-specific and economy-wide effects on the time series financial ratio distributions
Martikainen, Teppo - 1990
Persistent link: https://www.econbiz.de/10000782703
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The cross-sectional determinants of E-P-ratios : implications to E/P-anomaly
Martikainen, Teppo - 1991
Persistent link: https://www.econbiz.de/10000820300
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Security market anomalies in Finland
Martikainen, Teppo - In: Security market imperfections in worldwide equity markets, (pp. 390-415). 2000
Persistent link: https://www.econbiz.de/10001506432
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The impact of infrequent trading on betas based on daily, weekly and monthly return intervals : empirical evidence with Finnish data
Martikainen, Teppo - In: Finnish economic papers 4 (1991) 1, pp. 52-63
Persistent link: https://www.econbiz.de/10001111102
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On the significance of the economic determinants of systematic risk : empirical evidence with Finnish data
Martikainen, Teppo - In: Applied financial economics 1 (1991) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10001114493
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On the maximization of shareholders' wealth : evidence based on firm-specific financial characteristics
Martikainen, Teppo - In: Scandinavian journal of management 8 (1992) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10001136493
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Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
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Trading strategies based on stock market anomalies on the Helsinki Stock Exchange
Kauppi, Marko; Martikainen, Teppo - 1994
Persistent link: https://www.econbiz.de/10000886822