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Market Serial Correlation on a Small Security Market: A Note

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Author Info
 Berglund, Tom
Liljeblom, Eva

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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 43 (1988)
Issue (Month): 5 (December)
Pages: 1265-74
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Handle: RePEc:bla:jfinan:v:43:y:1988:i:5:p:1265-74

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  1. G. Booth & Mustafa Chowdhury & Teppo Martikainen, 1994. "The effect of foreign ownership restrictions on stock price dynamics," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(4), pages 730-746, December. [Downloadable!] (restricted)
  2. Vaihekoski, Mika, 2008. "History of finance research and education in Finland: the first thirty years," Research Discussion Papers 18/2008, Bank of Finland. [Downloadable!]
  3. Säfvenblad, Patrik, 1997. "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," Working Paper Series in Economics and Finance 190, Stockholm School of Economics. [Downloadable!]
  4. Säfvenblad, Patrik, 1997. "Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange," Working Paper Series in Economics and Finance 191, Stockholm School of Economics. [Downloadable!]
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