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Departures from randomness in trading events on a security market : some empirical results
Berglund, Tom - 1985
Persistent link: https://www.econbiz.de/10013400525
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Market serial correlation on a thin security market
Berglund, Tom - 1986
Persistent link: https://www.econbiz.de/10013400526
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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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Estimating betas on daily data for a small stock market
Berglund, Tom - 1987
Persistent link: https://www.econbiz.de/10013400702
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Trading Volume and International Trading in Stocks – Their Impact on Stock Price Volatility
Berglund, Tom; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990
Persistent link: https://www.econbiz.de/10010687489
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The Impact of Trading Volume on Stock Return Distributions: An Empirical Analysis
Berglund, Tom; Liljeblom, Eva - Elinkeinoelämän Tutkimuslaitos (ETLA) - 1990
Persistent link: https://www.econbiz.de/10010687504
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The impact of trading volume on stock return distributions : an empirical analysis
Berglund, Tom; Liljeblom, Eva - In: Finnish Economic Papers 3 (1990) 2, pp. 108-124
This paper studies the relationship between the trading volume on the stock exchange and the properties of corresponding stock returns. The properties to be analyzed are: the dispersion of the returns, i.e. the volatility of the stock prices, the degree of leptokurtosis in the returns, and...
Persistent link: https://www.econbiz.de/10008461655
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The supply of criminal offences : an empirical study of Finland, 1948-75
Wahlroos, Björn - 1978
Persistent link: https://www.econbiz.de/10000323293
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Additional tests on the information content of dividends hypothesis
Wahlroos, Björn - 1979
Persistent link: https://www.econbiz.de/10002961591