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Extreme returns and the investor's expectation for future volatility : evidence from the Finnish stock market

Ali, Syed Riaz Mahmood; Ahmed, Shaker; Östermark, Ralf - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 260-269

Persistent link: https://www.econbiz.de/10012417625

Elements of volatility at high frequency

Vuorenmaa, Tommi A. - 2008

Persistent link: https://www.econbiz.de/10003752381

Helsinki Stock Exchange : trading and listed securities : 1912-1981

Vaihekoski, Mika - In: Financial history review 29 (2022) 3, pp. 326-341

Persistent link: https://www.econbiz.de/10014247759

Estimating betas on daily data for a small stock market

Berglund, Tom - 1987

Persistent link: https://www.econbiz.de/10013400702

The Adaptive Markets Hypothesis Provides New Insights Into the Efficiency of Small Stock Markets : Evidence From Finland

Rönkkö, Mikael; Holmi, Joonas; Niskanen, Mervi; … - 2023

In this paper, we explore whether the adaptive markets hypothesis (AMH) describes the efficiency of the Finnish stock market better than the efficient markets hypothesis (EMH) does. Building on this, we also test how small market size and market liberalisation impact the efficiency of the...

Persistent link: https://www.econbiz.de/10014350500