| Article ID: | iaor19971912 |
| Country: | Netherlands |
| Volume: | 73 |
| Issue: | 1 |
| Start Page Number: | 27 |
| End Page Number: | 32 |
| Publication Date: | Feb 1994 |
| Journal: | European Journal of Operational Research |
| Authors: | Martikainen Teppo, Puttonen Vesa |
| Keywords: | Finland |
This paper provides further evidence on the predictability of the Finnish stock market returns. The results show the significant role of index futur returns as an important vehicle in stock market return and volatility prediction.