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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 - 1990
Persistent link: https://www.econbiz.de/10000816312
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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
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Market serial correlation and the valuation of index options
Berglund, Tom - In: Finance : revue de l'Association Française de Finance 11 (1990) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10001329721
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The impact of trading volume on stock return distributions : an empirical analysis
Berglund, Tom - In: Finnish economic papers 3 (1990) 2, pp. 108-124
Persistent link: https://www.econbiz.de/10001098906
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Estimating betas on daily data for a small stock market
Berglund, Tom - In: Journal of banking & finance 13 (1989) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10001064750
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Return distributions on a thin security market : empirical evidence and a possible explanation
Berglund, Tom; Liljeblom, Eva - 1983
Persistent link: https://www.econbiz.de/10001912240
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Departures from randomness in trading events on a security market - some empirical results
Berglund, Tom; Liljeblom, Eva - 1985
Persistent link: https://www.econbiz.de/10003488745
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Estimating betas on daily data for a small stock market
Berglund, Tom; Liljeblom, Eva; Löflund, Anders - 1987
Persistent link: https://www.econbiz.de/10003488798
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Market serial correlation on a thin security market : a note
Berglund, Tom; Liljeblom, Eva - 1986
Persistent link: https://www.econbiz.de/10003488822