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Autocorrelation of the Trade Process : Evidence from the Helsinki Stock Exchange
Ben Sita, Bernard, (2010)
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei, (2015)
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il, (2011)
An empirical study of the mixture of time and movements in prices
Ben Sita, Bernard, (2002)
Test of the clustering hypothesis in the Helsinki exchanges
The determinants of the bid-ask spread and the components of the stock volatility : evidence from the Helsinki stock exchange
Ben Sita, Bernard, (2008)