Martikainen Teppo

Teppo Martikainen

Information about the author Teppo Martikainen will soon be added to the site.
Found 12 papers in total
Common volatility in major stock index futures markets
Common volatility in major stock index futures markets
1996
The main objective of this paper is to investigate whether the US, UK and Japanese...
Intraday volatility in international stock index futures markets: Meteor showers or heat waves?
Intraday volatility in international stock index futures markets: Meteor showers or heat waves?
1997
The international transmission of intraday price volatility among the United States,...
Prudent margin levels in the Finnish stock index futures market
Prudent margin levels in the Finnish stock index futures market
1997
Futures market officials are confronted with the difficult task of setting appropriate...
On the impact of infrequent trading on the APT systematic risk components – evidence from a thin security market
On the impact of infrequent trading on the APT systematic risk components – evidence from a thin security market
1996
The purpose of this note is to analyze the effects to infrequent trading on the APT...
Nonlinear dependence in Finnish stock returns
Nonlinear dependence in Finnish stock returns
1994
Past research into the evolution of Finnish stock returns focuses on modeling linear...
A note on the predictability of Finnish stock market returns: Evidence from stock index futures markets
A note on the predictability of Finnish stock market returns: Evidence from stock index futures markets
1994
This paper provides further evidence on the predictability of the Finnish stock market...
On the individual and incremental information content of accrual earnings, cash flows and cash dividends in the Finnish stock market
On the individual and incremental information content of accrual earnings, cash flows and cash dividends in the Finnish stock market
1993
This paper investigates the informational characteristics of accrual earnings, cash...
Time-series distributional properties of financial ratios: Empirical evidence from Finnish listed firms
Time-series distributional properties of financial ratios: Empirical evidence from Finnish listed firms
1992
The distributional properties of time-series accounting numbers are studied. First,...
A test on a priori financial characteristics of the firm
A test on a priori financial characteristics of the firm
1992
The empirical validity of the traditional a priori classification pattern of financial...
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis
1993
This paper investigates the dynamic linkages between stock market prices, accrual...
Thin trading and estimation of systematic risk: An application of an error-correction model
Thin trading and estimation of systematic risk: An application of an error-correction model
1993
Financial economics literature indicates that estimates for securities’...
On the riskiness of the world’s stock markets
On the riskiness of the world’s stock markets
1991
The main aim of this paper is to study the riskiness of the world’s stock...
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