The following pages link to Teppo Martikainen (Q806728):
Displayed 15 items.
- On the riskiness of the world's stock markets (Q806730) (← links)
- Financial ratio distribution irregularities: Implications for ratio classification (Q1129944) (← links)
- On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market (Q1266558) (← links)
- Common volatility in major stock index futures markets (Q1278427) (← links)
- Thin trading and estimation of systematic risk: An application of an error-correction model (Q1313164) (← links)
- Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis (Q1313168) (← links)
- (Q3999413) (← links)
- On the Common Factors between Restricted and Unrestricted Shares: Evidence from a Partly Segmented Stock Market (Q4213064) (← links)
- Adjusting for the interval effect bias in beta coefficients on a thin security market: application of a lag distribution model (Q4278269) (← links)
- Modelling the lead-lag effect between dual-class shares (Q4306421) (← links)
- Prudent Margin Levels in the Finnish Stock Index Futures Market (Q4363672) (← links)
- Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves? (Q4392519) (← links)
- Modelling the cross-sectional variation of E/P ratios: implications for the E/P anomaly (Q4697851) (← links)
- On the time-series stability of industry-relative financial ratio patterns (Q4851991) (← links)
- Modelling the effect of demand variations on the performance of a production system (Q5289326) (← links)