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

This paper provides further evidence on the predictability of the Finnish stock market returns. The results show the significant role of index futures returns as an important vehicle in stock market return and volatility prediction.

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Bibliographische Detailangaben
Veröffentlicht in:European journal of operational research 1994-02, Vol.73 (1), p.27-32
Hauptverfasser: Martikainen, Teppo, Puttonen, Vesa
Format: Artikel
Sprache:eng
Schlagworte:
Applied sciences
Exact sciences and technology
Finance
Forecasting
Futures
Futures market
Operational research and scientific management
Operational research. Management science
Operations research
Portfolio theory
Securities markets
Stock exchanges
Stock index futures
Studies
Volatility
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Beschreibung
Zusammenfassung:This paper provides further evidence on the predictability of the Finnish stock market returns. The results show the significant role of index futures returns as an important vehicle in stock market return and volatility prediction.
ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(94)90137-6