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Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics
Hu, Jun; Kanniainen, Juho - In: Finance research letters 14 (2015), pp. 1-10
Persistent link: https://www.econbiz.de/10011552564
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Limit order books and liquidity around scheduled and non-scheduled announcements : empirical evidence from NASDAQ Nordic
Siikanen, Milla; Kanniainen, Juho; Valli, Jaakko - In: Finance research letters 21 (2017), pp. 264-271
Persistent link: https://www.econbiz.de/10011807803
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Facebook drives behavior of passive households in stock markets
Siikanen, Milla; Baltakys, Kęstutis; Kanniainen, Juho; … - In: Finance research letters 27 (2018), pp. 208-213
Persistent link: https://www.econbiz.de/10012006860
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Neighbors matter : geographical distance and trade timing in the stock market
Baltakys, Kȩstutis; Baltakienė, Margarita; … - In: Finance research letters 31 (2019), pp. 250-257
Persistent link: https://www.econbiz.de/10012421564