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Lead-lag effects when prices reveal cross-security information
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971375
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Learning the true index level : index return autocorrelation in an REE auction market
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971378
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Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971380
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Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard; Nydahl, Stefan - 1997
Persistent link: https://www.econbiz.de/10000971403
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Price formation in multi-asset securities markets
Säfvenblad, Patrik - 1997
Persistent link: https://www.econbiz.de/10000971912
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New techniques to extract market expectations from financial instruments
Söderlind, Paul; Svensson, Lars E. O. - 1996
Persistent link: https://www.econbiz.de/10000955625
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Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory
Cha, Gun-ho - 1993
Persistent link: https://www.econbiz.de/10000864519
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Rational bubbles and fractional alternatives
Eklund, Bruno; Nydahl, Stefan - 1998
Persistent link: https://www.econbiz.de/10000995305
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The association between accounting information and stock prices : model development and empirical tests based on Swedish data
Runsten, Mikael - 1998
Persistent link: https://www.econbiz.de/10000990952
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Shareholder gains from equity private placements : evidence from the Stockholm stock exchange
Molin, Johan - 1996
Persistent link: https://www.econbiz.de/10000931944