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Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000816312
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Market serial correlation and the valuation of index options
Berglund, Tom - 1988
Persistent link: https://www.econbiz.de/10013400701
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Trading blocks in the HETI-system : an empirical investigation of price pressure effects on the Helsinki stock exchange
Hedvall, Kaj - 1994
Persistent link: https://www.econbiz.de/10000147099
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Foreign and domestic investors and tax induced ex-dividend day trading
Liljeblom, Eva; Löflund, Anders; Hedvall, Kaj - In: Journal of banking & finance 25 (2001) 9, pp. 1687-1716
Persistent link: https://www.econbiz.de/10001603583
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Dual listing and price discovery : the role of the domestic market
Hedvall, Kaj - 1997
Persistent link: https://www.econbiz.de/10000977341
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Foreign and domestic investors and tax induced ex-dividend day trading
Hedvall, Kaj; Liljeblom, Eva; Löflund, Anders - 1998
Persistent link: https://www.econbiz.de/10001362892
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Predicting Volatility of Stock Indexes for Option Pricing on a Small Security Market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10011935449
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Predicting Volatility of Stock Indexes for Option Pricing on a Small Security Market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990
Persistent link: https://www.econbiz.de/10010861786
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Market serial correlation and the valuation of index options
Berglund, Tom; Liljeblom, Eva; Hedvall, Kaj - In: Finance : revue de l'Association Française de Finance 11 (1990) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10009918746
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The impact of trading volume on stock return distributions : an empirical analysis
Berglund, Tom; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000803061