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Essays on conditional asset pricing models and predictability of finnish stock returns

Vaihekoski, Mika - 1997

Persistent link: https://www.econbiz.de/10004724031

Intertemporal capital asset pricing model with time-varying parameters : tests on data from the Helsinki stock exchange

Vaihekoski, Mika - 1996

Persistent link: https://www.econbiz.de/10000936899

Short-term returns and the predictability of Finnish stock returns

Vaihekoski, Mika - In: Finnish economic papers 11 (1998) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10001248141

Intertemporal capital asset pricing model with time-varying parameters : tests on data from the Helsinki Stock Exchange

Vaihekoski, Mika - In: Liiketaloudellinen aikakauskirja 45 (1996) 4, pp. 343-383

Persistent link: https://www.econbiz.de/10001216392

Essays on conditional asset pricing models and predictability of Finnish stock returns

Vaihekoski, Mika - 1997

Persistent link: https://www.econbiz.de/10000638039

Portfolio construction for tests of asset pricing models : [the impact of the euro on Europe's financial markets]

Vaihekoski, Mika - 2004

Persistent link: https://www.econbiz.de/10001948500

Unconditional international asset pricing models : empirical tests

Vaihekoski, Mika - In: Finnish economic papers 13 (2000) 2, pp. 71-88

Persistent link: https://www.econbiz.de/10001540868

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

History of financial research and education in Finland

Vaihekoski, Mika - In: The European journal of finance 17 (2011) 5/6, pp. 339-354

Persistent link: https://www.econbiz.de/10009155397

History of finance research and education in Finland : the first thirty years

Vaihekoski, Mika (contributor) - 2008

Persistent link: https://www.econbiz.de/10003751823