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Call-put signal predicts Finnish stock returns

Martikainen, Teppo; Puttonen, Vesa - In: Applied Economics Letters 3 (1996) 10, pp. 645-648

The paper investigates the predictability of Finnish stock and stock index futures returns by the volume of index options. Absolute stock market returns are predictable by options volume while returns per se are not. However, call and put volume offer useful information on the future behaviour...

Persistent link: https://www.econbiz.de/10009207694

Interest Rate Risk Management in Major Finnish Firms

Hakkarainen, Antti; Kasanen, Eero; Puttonen, Vesa - In: European financial management : the journal of the … 3 (1997) 3, pp. 255-268

Persistent link: https://www.econbiz.de/10005979717

Prudent Margin Levels in the Finnish Stock Index Futures Market

Booth, G.Geoffrey; Broussard, John Paul; Martikainen, Teppo - In: Management science : journal of the Institute for … 43 (1997) 8, pp. 1177

Persistent link: https://www.econbiz.de/10006100306

Short Sales Restrictions and the Temporal Relationship between Stock Index Cash and Derivatives Markets

Puttonen, Vesa - In: The journal of futures markets 13 (1993) 6, pp. 645-664

Persistent link: https://www.econbiz.de/10006869659

Boundary Conditions for Index Options: Evidence from the Finnish Market

Puttonen, Vesa - In: The journal of futures markets 13 (1993) 5, pp. 545-562

Persistent link: https://www.econbiz.de/10006869665

Should Good Stocks Have High Prices or High Returns?

Kaustia, Markku; Laukkanen, Heidi; Puttonen, Vesa - In: Financial analysts' journal : FAJ 65 (2009) 3, pp. 55-62

Persistent link: https://www.econbiz.de/10008262540

Predicting Index Returns with Morphological Filters

Kanto, Antti J.; Kasanen, Eero; Puttonen, Vesa - In: Computational economics 10 (1997) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10007071614

Finnish Day-of-the Week Effects

Martikainen, Teppo; Puttonen, Vesa - In: Journal of business finance & accounting : JBFA 23 (1996) 7, pp. 1019-1032

Persistent link: https://www.econbiz.de/10007003987

The Lead-Lag Effect Between Large and Small Firms: Evidence from Finland

Martikainen, Teppo; Perttunen, Jukka; Puttonen, Vesa - In: Journal of business finance & accounting : JBFA 22 (1995) 3, pp. 449-454

Persistent link: https://www.econbiz.de/10007009012

On the Dynamics of Stock Index Futures and Individual Stock Returns

Martikainen, Teppo; Perttunen, Jukka; Puttonen, Vesa - In: Journal of business finance & accounting : JBFA 22 (1995) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10007009034