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Handels- och ickehandelseffekter i OMX-index : är den underliggande processen kontinuerlig?
Nordén, Lars - 1992
Persistent link: https://www.econbiz.de/10000828864
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Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?
Nordén, Lars; Strömberg, Anders - 1995
Persistent link: https://www.econbiz.de/10000916218
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Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.; Hördahl, Peter; Nordén, Lars - 1995
Persistent link: https://www.econbiz.de/10000921597
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Stock index arbitrage profitability : a transactions data analysis of Swedish OMX-index cash and forward prices
Nordén, Lars - 1994
Persistent link: https://www.econbiz.de/10000897132
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An investigation of intradaily regularities in Swedish stock market returns
Nordén, Lars - 1993
Persistent link: https://www.econbiz.de/10000863406
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Trading and non-trading time return dynamics : an analysis of Swedih OMX stock index and forward returns using a GARCH framework
Hördahl, Peter; Nordén, Lars - 1996
Persistent link: https://www.econbiz.de/10000932356
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775-796
Persistent link: https://www.econbiz.de/10003900671
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Shareholder activism among portfolio managers : rational decisions or 15 minutes of fame?
Nordén, Lars; Strand, Therese - In: New developments in financial modelling, (pp. 95-115). 2008
Persistent link: https://www.econbiz.de/10003981779
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Option happiness and liquidity : is the dynamics of the volatility smirk affected by relative option liquidity?
Nordén, Lars; Xu, Caihong - In: The journal of futures markets 32 (2012) 1, pp. 47-74
Persistent link: https://www.econbiz.de/10010218059