Teppo Martikainen

Available identifiers

Publication	Date of Publication	Type
Common volatility in major stock index futures markets	1999-11-29	Paper
On the Common Factors between Restricted and Unrestricted Shares: Evidence from a Partly Segmented Stock Market	1998-11-29	Paper
On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market	1998-10-07	Paper
Financial ratio distribution irregularities: Implications for ratio classification	1998-08-16	Paper
Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?	1998-06-08	Paper
Prudent Margin Levels in the Finnish Stock Index Futures Market	1998-05-25	Paper
On the time-series stability of industry-relative financial ratio patterns	1995-11-20	Paper
Modelling the cross-sectional variation of E/P ratios: implications for the E/P anomaly	1995-09-05	Paper
Modelling the lead-lag effect between dual-class shares	1995-03-28	Paper
Adjusting for the interval effect bias in beta coefficients on a thin security market: application of a lag distribution model	1994-04-06	Paper
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis	1994-02-09	Paper
Thin trading and estimation of systematic risk: An application of an error-correction model	1994-01-26	Paper
Modelling the effect of demand variations on the performance of a production system	1993-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q3999413	1992-09-17	Paper
On the riskiness of the world's stock markets	1991-01-01	Paper

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