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The international lead-lag effect between market returns : comparison of stock index futures and cash markets
Booth, G. Geoffrey, (1993)
Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
Chakravarty, Sugato, (1998)
Hedging and pricing with tax law uncertainty : managing under an Arkansas Best doctrine
Milevsky, Moshe Arye, (1999)
The relationship in time between stock returns, cash flows and accrual earnings in the Finnish stock market
Martikainen, Teppo, (1991)
Some tests of causality and price discovery in the Finnish stock index and stock index futures markets
Puttonen, Vesa, (1991)
Finnish turn-of-the-month effects : returns, volume, and implied volatility
Martikainen, Teppo, (1995)