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Security market anomalies in Finland

Martikainen, Teppo - In: Security market imperfections in worldwide equity markets, (pp. 390-415). 2000

Persistent link: https://www.econbiz.de/10001506432

Finnish turn-of-the-month effects : returns, volume, and implied volatility

Martikainen, Teppo - In: The journal of futures markets 15 (1995) 6, pp. 605-615

Persistent link: https://www.econbiz.de/10001186689

The international lead-lag effect between market returns : comparison of stock index futures and cash markets

Booth, G. Geoffrey - In: Journal of international financial markets, … 3 (1993) 2, pp. 59-71

Persistent link: https://www.econbiz.de/10001174456

International price discovery in Finnish stock index futures and cash markets

Martikainen, Teppo; Puttonen, Vesa - 1991

Persistent link: https://www.econbiz.de/10000826100

Sequential information arrival in the Finnish stock index derivatives markets

Martikainen, Teppo - 1996

Persistent link: https://www.econbiz.de/10000957313

Intraday Volatility in International Stock Index Futures Markets : Meteor Showers or Heat Waves?

Booth, G. Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo - 2022

The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988-1994 is investigated in this paper. The empirical results based on extreme-value estimators and vector autoregression indicate the...

Persistent link: https://www.econbiz.de/10013309647