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The impact of portfolio aggregation on day-of-the-week effect: evidence from Finland
Högholm, Kenneth; Knif, Johan - In: Global finance journal 20 (2009) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10003878346
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Predictability of conditional moments of a time-varying distribution of expected returns on a small stock market
Knif, Johan - 1993
Persistent link: https://www.econbiz.de/10013400688
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Överreaktioner på den Finländska aktiemarknaden
Högholm, Kenneth - In: Ekonomiska Samfundets tidskrift 53 (2000) 3, pp. 157-165
Persistent link: https://www.econbiz.de/10001534998
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Open market repurchase programs : evidence from Finland
Högholm, Kenneth; Högholm, Victor - In: International journal of economics and finance 9 (2017) 12, pp. 13-23
Persistent link: https://www.econbiz.de/10011782610
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A new look at the volatility information flows between stock markets : a case of two Nordic Stock Exchanges
Pynnönen, Seppo; Knif, Johan; Luoma, Martti - In: Journal of international financial markets, … 6 (1996) 2/3, pp. 69-92
Persistent link: https://www.econbiz.de/10001508349
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Spectral characteristics of common stock return series
Knif, Johan; Luoma, Martti - 1992
Persistent link: https://www.econbiz.de/10000836262
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Testing for common autocorrelation features between two Scandinavian stock markets
Knif, Johan; Pynnönen, Seppo; Luoma, Martti - 1995
Persistent link: https://www.econbiz.de/10000907841
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A new look at the volatility information flows between stock markets
Pynnönen, Seppo; Knif, Johan; Luoma, Martti - 1994
Persistent link: https://www.econbiz.de/10000881460
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Common long-term and short-term price memory in two Scandinavian stock markets
Pynnönen, Seppo - In: Applied financial economics 8 (1998) 3, pp. 257-265
Persistent link: https://www.econbiz.de/10001244167