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On the significance of the economic determinants of systematic risk : empirical evidence with Finnish data

Martikainen, Teppo - In: Applied financial economics 1 (1991) 2, pp. 97-104

Persistent link: https://www.econbiz.de/10001114493

The linear and non-linear dependence of stock returns and trading volume in the Finnish stock market

Martikainen, Teppo (contributor) - In: Applied financial economics 4 (1994) 2, pp. 159-169

Persistent link: https://www.econbiz.de/10001160473

On the existence of common factors in the arbitrage pricing model : international evidence from US and Scandinavian stock markets

Booth, G. Geoffrey (contributor) - In: Applied financial economics 3 (1993) 3, pp. 189-200

Persistent link: https://www.econbiz.de/10001149314

Stock market integration : evidence on price integration and return convergence

Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429

Persistent link: https://www.econbiz.de/10001671114

Testing for cointegration between international stock prices

Ahlgren, Niklas; Antell, Jan - In: Applied financial economics 12 (2002) 12, pp. 851-861

Persistent link: https://www.econbiz.de/10001724679

Pricing of liquidity risk : empirical evidence from Finland

Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557

This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...

Persistent link: https://www.econbiz.de/10003904294