Department of Finance

  • Runeberginkatu 22-24, Chydenia

    00100 Helsinki

    Finland

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2020

Academic abilities, education and performance in the stock market

Talpsepp, T., Liivamägi, K. & Vaarmets, T., Aug 2020, In : JOURNAL OF BANKING AND FINANCE. 117, 105848.

Research output: Contribution to journalArticleScientificpeer-review

Corporate bond mutual funds and asset fire sales

Choi, J., Hoseinzade, S., Shin, S. S. & Tehranian, H., 20 May 2020, In : Journal of Financial Economics.

Research output: Contribution to journalArticleScientificpeer-review

Cross-asset signals and time series momentum

Pitkäjärvi, A., Suominen, M. & Vaittinen, L., Apr 2020, In : Journal of Financial Economics. 136, 1, p. 63-85

Research output: Contribution to journalArticleScientificpeer-review

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

Etula, E., Rinne, K., Suominen, M. & Vaittinen, L., Jan 2020, In : Review of Financial Studies. 33, 1, p. 75-111 37 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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24 Downloads (Pure)

How Investors Can Overcome Emotional and Social Biases

Baker, H. K. & Puttonen, V., May 2020, In : AAII Journal. May

Research output: Contribution to journalArticleProfessional

Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications

Ruenzi, S., Ungeheuer, M. & Weigert, F., Jun 2020, In : JOURNAL OF BANKING AND FINANCE. 115, p. 1-31 105809.

Research output: Contribution to journalArticleScientificpeer-review

2019

Aktivistisijoittajat - korppikotkia vai mehiläisiä?

Puttonen, V., 14 Jun 2019, In : Boardview. 2019, 1, p. 44-47

Research output: Contribution to journalArticleGeneral public

Avoid becoming a victim of investment schemes

Baker, H. K. & Puttonen, V., 3 Jul 2019, In : AAII Journal. July 2019, p. 21-28 7 p.

Research output: Contribution to journalArticleProfessional

Can functional emotion regulation protect children's mental health from war trauma? A Palestinian study

Diab, M., Peltonen, K., Qouta, S. R., Palosaari, E. & Punamäki, R-L., Feb 2019, In : INTERNATIONAL JOURNAL OF PSYCHOLOGY. 54, 1, p. 42-52 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis

Choi, J., Shachar, O. & Shin, S., Sep 2019, In : Management Science. 65, 9, p. 4100-4122

Research output: Contribution to journalArticleScientificpeer-review

Open Access
3 Citations (Scopus)

Expected market returns: SVIX, realized volatility, and the role of dividends

Lof, M., Aug 2019, In : JOURNAL OF APPLIED ECONOMETRICS. 34, 5, p. 858-864

Research output: Contribution to journalArticleScientificpeer-review

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses

Joenväärä, J., 2019, (Accepted/In press) In : Critical Finance Review.

Research output: Contribution to journalArticleScientificpeer-review

Initial Offer Precision and M&A Outcomes

Hukkanen, P. & Keloharju, M., 2019, In : Financial Management. 48, 1, p. 291-310

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

The disposition effect, performance, stop loss orders and education

Talpsepp, T. & Vaarmets, T., Dec 2019, In : JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE. 24, 100240.

Research output: Contribution to journalArticleScientificpeer-review

2018

Are CEOs Born Leaders? Lessons from a Million Individuals

Adams, R., Keloharju, M. & Knüpfer, S., 2018, In : Journal of Financial Economics. 130, 2, p. 392-408

Research output: Contribution to journalArticleScientificpeer-review

Open Access
4 Citations (Scopus)

Beta bubbles

Jylhä, P., Suominen, M. & Tomunen, T., Jun 2018, In : Review of Asset Pricing Studies. 8, 1, p. 1–35

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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99 Downloads (Pure)

How to avoid an investment fraud

Baker, H. K. & Puttonen, V., 15 Oct 2018, In : What Investment. October, 427, p. 12-14 3 p.

Research output: Contribution to journalArticleGeneral public

Life after death: acquired fund performance

Lapatto, A. & Puttonen, V., 2018, In : Managerial Finance. 44, 3, p. 389-402 14 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
2 Citations (Scopus)

Margin Requirements and the Security Market Line

Jylhä, P., 2018, In : Journal of Finance. 73, 3, p. 1281-1321 41 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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6 Citations (Scopus)
249 Downloads (Pure)
2017

Does short-term hunger increase trust and trustworthiness in a high trust society?

Rantapuska, E., Freese, R., Jääskeläinen, I. P. & Hytönen, K., 7 Nov 2017, In : Frontiers in Psychology. 8, NOV, p. 1-13 13 p., 1944.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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3 Citations (Scopus)
133 Downloads (Pure)

Formative Experiences and Portfolio Choice: Evidence from the Finnish Great Depression

Knüpfer, S., Rantapuska, E. & Sarvimäki, M., Feb 2017, In : Journal of Finance. 72, 1, p. 133-166

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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17 Citations (Scopus)
120 Downloads (Pure)

How some bankers made a million by trading just two securities?

Rinne, K. & Suominen, M., Dec 2017, In : JOURNAL OF EMPIRICAL FINANCE. 44, p. 304-315

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

Noncausality and the commodity currency hypothesis

Lof, M. & Nyberg, H., Jun 2017, In : Energy Economics. 65, p. 424-433 10 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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8 Citations (Scopus)
93 Downloads (Pure)

Quantifying Backtest Overfitting in Alternative Beta Strategies

Suhonen, A., Lennkh, M. & Perez, F., 2017, In : JOURNAL OF PORTFOLIO MANAGEMENT. 43, 2, p. 90-104

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

Real Options, Idiosyncratic Skewness, and Diversification

Del Viva, L., Kasanen, E. & Trigeorgis, L., 2017, In : Journal of Financial and Quantitative Analysis. 52, 1, p. 215-241

Research output: Contribution to journalArticleScientificpeer-review

The Role of Attachment and Emotion Regulation in the Psychosocial Intervention Among War-Affected Children

Eloranta, S. J., Peltonen, K., Palosaari, E., Qouta, S. R. & Punamäki, R. L., 1 Dec 2017, In : Journal of Child and Adolescent Trauma. 10, 4, p. 301-314 14 p.

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

Year-end purchases in Finnish Municipalities

Keloharju, M., 2017, In : Nordic Journal of Business. 66, 1, p. 49-67

Research output: Contribution to journalArticleScientificpeer-review

2016

Boundaries Between Business and Politics: A Study on the Division of Moral Labor

Mäkinen, J. & Kasanen, E., 1 Mar 2016, In : Journal of Business Ethics. 134, 1, p. 103-116 14 p.

Research output: Contribution to journalArticleScientificpeer-review

20 Citations (Scopus)

Credit rationing in small firm-bank relationships

Kirschenmann, K., Apr 2016, In : JOURNAL OF FINANCIAL INTERMEDIATION. 26, p. 68-99 32 p.

Research output: Contribution to journalArticleScientificpeer-review

23 Citations (Scopus)

Deterring fraud by looking away

Okat, D., 1 Sep 2016, In : RAND Journal of Economics. 47, 3, p. 734-747 14 p.

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

Does mood affect trading behavior?

Kaustia, M. & Rantapuska, E., Jun 2016, In : Journal of Financial Markets. 29, p. 1-26 26 p.

Research output: Contribution to journalArticleScientificpeer-review

15 Citations (Scopus)

Incentive contracting when boards have related industry expertise

Nanda, V. & Önal, B., 1 Dec 2016, In : JOURNAL OF CORPORATE FINANCE. 41, p. 1-22 22 p.

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

IQ and mutual fund choice

Grinblatt, M., Ikäheimo, S., Keloharju, M. & Knüpfer, S., 1 Apr 2016, In : Management Science. 62, 4, p. 924-944 21 p.

Research output: Contribution to journalArticleScientificpeer-review

19 Citations (Scopus)

Is there a future for an efficiency defence in European Union merger control?

Kuoppamäki, P. & Torstila, S., 1 Oct 2016, In : EUROPEAN LAW REVIEW. 41, 5, p. 687-710

Research output: Contribution to journalArticleScientificpeer-review

Microfinance Banks and Financial Inclusion

Brown, M., Guin, B. & Kirschenmann, K., 1 May 2016, In : Review of Finance. 20, 3, p. 907-946 40 p.

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)

Psychosocial intervention and dreaming among war-affected Palestinian children

Qouta, S. R., Peltonen, K., Diab, S. Y., Anttila, S., Palosaari, E. & Punamäki, R. L., 1 Jun 2016, In : DREAMING. 26, 2, p. 95-118 24 p.

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)

Return Seasonalities

Keloharju, M., Linnainmaa, J. T. & Nyberg, P., 1 Aug 2016, In : Journal of Finance. 71, 4, p. 1557-1590 34 p.

Research output: Contribution to journalArticleScientificpeer-review

42 Citations (Scopus)

Stock ownership and political behavior: Evidence from demutualizations

Kaustia, M., Knüpfer, S. & Torstila, S., 1 Apr 2016, In : Management Science. 62, 4, p. 945-963 19 p.

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)

Style Migration in Europe

Broussard, J. P., Mikkonen, J. & Puttonen, V., 1 Nov 2016, In : European Financial Management. 22, 5, p. 797-816 20 p.

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

The Role of Social Ties in Explaining Heterogeneity in the Association Between Economic Growth and Subjective Well-Being

Böckerman, P., Laamanen, J-P. & Palosaari, E., Dec 2016, In : JOURNAL OF HAPPINESS STUDIES. 17, 6, p. 2457-2479 23 p.

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
2015

Aid and income: Another time-series perspective

Lof, M., Mekasha, T. J. & Tarp, F., 2015, In : WORLD DEVELOPMENT. 69, p. 19-30

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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15 Citations (Scopus)
122 Downloads (Pure)

Funding versus real economy shock: the impact of the 2007-09 crisis on small firms' credit availability

Berg, G. & Kirschenmann, K., 2015, In : Review of Finance. 19, 3, p. 951-990

Research output: Contribution to journalArticleScientificpeer-review

5 Citations (Scopus)

Hedge funds and stock market efficiency

Kokkonen, J. & Suominen, M., 2015, In : Management Science. 61, 12, p. 2890-2904

Research output: Contribution to journalArticleScientificpeer-review

16 Citations (Scopus)

In defense of a regulated market economy

Mäkinen, J. & Kasanen, E., 2015, In : JOURNAL OF GLOBAL ETHICS. 11, 1

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)

Rational speculators, contrarians, and excess volatility

Lof, M., 2015, In : Management Science. 61, 8, p. 1889-1901

Research output: Contribution to journalArticleScientificpeer-review

17 Citations (Scopus)

Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)

Lof, M., Mekasha, T. J. & Tarp, F., 2015, In : WORLD DEVELOPMENT. 70, p. 397-399

Research output: Contribution to journalArticleScientific

Open Access
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1 Citation (Scopus)
113 Downloads (Pure)

Risk ON / Risk OFF: risk-taking varies with subjectively preferred and disliked music

Halko, M-L. & Kaustia, M., 2015, In : PloS one. 10, 8, p. 1-16 e0135436.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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6 Citations (Scopus)
113 Downloads (Pure)

Shareownership in Finland 2015

Keloharju, M. & Lehtinen, A., 2015, In : Nordic Journal of Business. 64, 3, p. 182-206

Research output: Contribution to journalArticleScientificpeer-review

Social learning and corporate peer effects

Kaustia, M. & Rantala, V., 2015, In : Journal of Financial Economics. 117, 3, p. 653-669

Research output: Contribution to journalArticleScientificpeer-review

21 Citations (Scopus)
2014

Bank funding, securitization, and loan terms: Evidence from foreign currency lending

Brown, M., Kirschenmann, K. & Ongena, S., 2014, In : JOURNAL OF MONEY CREDIT AND BANKING. 46, 7, p. 1501-1534

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)