Test of the clustering hypothesis in the Helsinki Exchanges
This paper investigates the clustering pattern in the Finnish stock market. Using trading volume and time as factors capturing the clustering pattern in the market, the Keim and Madhavan (1996) and the Engle and Russell (1998) model provide the framework for the analysis. The descriptive and the par...
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| Format: | conferenceObject |
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2017
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| Online Access: | http://hdl.handle.net/10725/5932 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://helda.helsinki.fi/dhanken/handle/10227/176 |
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