Hedvall, Kaj

name

• Hedvall, Kaj

Authored works

• Arbitrage in an experimental securities market
• Dual listing and price discovery : the role of the domestic market
• Essays on the market microstructure of the Helsinki stock exchange
• Foreign and domestic investors and tax induced ex-dividend day trading
• Heterogeneity and state dependence in modelling order flow dynamics
• Isännöinnin tulevaisuus : selvityshenkilöraportti
• Order flow dynamics : evidence from the Helsinki stock exchange
• The symmetry of the limit order book : market-microstructure findings from the Finnish stock market
• Trade concentration hypotheses : an empirical test of information vs. demand models on the Helsinki stock exchange
• Trading blocks in the heti-system : an empirical investigation of price pressure effects on the Helsinki stock exchange

Works contributed to

• Market serial correlation and the valuation of index options
• Predicting volatility of stock indexes for option pricing on a small security market

Works about Hedvall, Kaj