The effect of foreign ownership restrictions on stock price dynamics
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Volume (Year): 130 (1994)
Issue (Month): 4 (December)
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- Bossaerts, Peter, 1988. "Common nonstationary components of asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 347-364.
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- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
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- Berglund, Tom & Liljeblom, Eva, 1988. " Market Serial Correlation on a Small Security Market: A Note," Journal of Finance, American Finance Association, vol. 43(5), pages 1265-74, December.
- Pekka T. Hietala, 1988. "Super premiums in the Finnish stock market : evidence on international asset pricing," Finnish Economic Papers, Finnish Economic Association, vol. 1(2), pages 148-171, Autumn.
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