//-->
An empirical study of index return autocorrelation
Säfvenblad, Patrik, (1997)
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin, (2003)
Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland, (2008)
The informational advantage of foreign investors : an empirical study of the Swedish bond market
Säfvenblad, Patrik, (1998)
Lead-lag effects when prices reveal cross-security information
Learning the true index level : index return autocorrelation in an REE auction market