Research output per year
Research output per year
Personal profile
Artistic and research interests
My research interests include asset pricing, market imperfections, and investment funds. My work has been published in Journal of Finance, Journal of Financial Economics, Review of Finance, Review of Asset Pricing Studies, and Financial Analysts Journal. Before joining Aalto University in 2016, I was an assistant professor at Imperial College London.
Education/Academic qualification
Doctoral degree, Business and Economics, Aalto University
Award Date: 25 May 2012
Master's degree, Business and Economics, Helsinki School of Economics
Award Date: 31 Jul 2003
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- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Nonstandard Errors
Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D. & Angel, J. J. & 11 others, , Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile18 Citations (Scopus)35 Downloads (Pure) -
Mind the Basel gap
Jylhä, P. & Lof, M., Jul 2022, In: Journal of International Financial Markets, Institutions and Money. 79, 17 p., 101605.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile2 Citations (Scopus)66 Downloads (Pure) -
Beta bubbles
Jylhä, P., Suominen, M. & Tomunen, T., Jun 2018, In: Review of Asset Pricing Studies. 8, 1, p. 1–35Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile231 Downloads (Pure) -
Margin Requirements and the Security Market Line
Jylhä, P., Jun 2018, In: Journal of Finance. 73, 3, p. 1281-1321 41 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile45 Citations (Scopus)951 Downloads (Pure) -
On the effects of margin requirements
Jylhä, P., 2015, Liquidity and market efficiency alive and well?. Jokivuolle, E. & Vilmunen, J. (eds.). Vienna: Larcier, p. 9-19 11 p.Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific
Open Access
Projects
- 3 Finished
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Which factors really predict asset return?
Jylhä, P. (Principal investigator)
01/09/2022 → 31/08/2024
Project: Academy of Finland: Other research funding
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Which factors really predict asset return?
Jylhä, P. (Principal investigator)
01/09/2019 → 31/08/2024
Project: Academy of Finland: Other research funding
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-: Which factors really predict asset return?
Jylhä, P. (Principal investigator)
01/09/2019 → 31/08/2024
Project: Academy of Finland: Other research funding
Prizes
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Amundi Pioneer Distinguished Paper Prize
Jylhä, P. (Recipient), 2019
Prize: Award or honor granted for a specific work
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Graham and Dodd Award of Excellence
Jylhä, P. (Recipient), 2015
Prize: Award or honor granted for a specific work
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Review of Asset Pricing Studies Best Paper Award
Jylhä, P. (Recipient), 2019
Prize: Award or honor granted for a specific work
Activities
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Helsinki Finance Summit
Jylhä, P. (Member)
2024Activity: Participating in or organising an event types › Membership of a scientific or program committee of a conference or seminar
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Future of Financial Information
Jylhä, P. (Member)
2024Activity: Participating in or organising an event types › Membership of a scientific or program committee of a conference or seminar
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Kentucky Finance Conference
Jylhä, P. (Member)
2024Activity: Participating in or organising an event types › Membership of a scientific or program committee of a conference or seminar
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Pre-examination of doctoral thesis at Stockholm School of Economics
Jylhä, P. (Examiner)
12 Dec 2023Activity: Academic assessments › Pre-examination of doctoral thesis or acting as opponent to doctoral students or membership of doctoral thesis committee or board
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University of Kentucky
Jylhä, P. (Visiting researcher)
Apr 2023Activity: Visiting an external institution types › Visiting an external academic institution