• Ekonominaukio 1

20112019

Research output per year

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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

Doctor of Science (Economics and Business Administration), Business Economics

Master of Science (Economics and Business Administration)

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Research Output

  • 5 Article
  • 1 Conference contribution
  • 1 Doctoral Thesis

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
File
  • 99 Downloads (Pure)

    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
    File
  • 6 Citations (Scopus)
    249 Downloads (Pure)

    On the effects of margin requirements

    Jylhä, P., 2015, Liquidity and market efficiency alive and well?. Jokivuolle, E. & Vilmunen, J. (eds.). Vienna, p. 9-19 11 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

    Open Access
  • Do hedge funds supply or demand liquidity?

    Jylhä, P., Rinne, K. & Suominen, M., 2014, In : Review of Finance. 18, 4, p. 1259-1298

    Research output: Contribution to journalArticleScientificpeer-review

    24 Citations (Scopus)

    Flows, Price Pressure, and Hedge Fund Returns

    Ahoniemi, K. & Jylhä, P., 2014, In : FINANCIAL ANALYSTS JOURNAL. 70, 5, p. 73-93 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  • Projects

    Which factors really predict asset return?

    Jylhä, P. & Miller, N.

    01/09/201930/09/2022

    Project: Academy of Finland: Other research funding

    Which factors really predict asset return?

    Jylhä, P.

    01/09/201930/09/2024

    Project: Academy of Finland: Other research funding

    Prizes

    Amundi Pioneer Distinguished Paper Prize

    Petri Jylhä (Recipient), 2019

    Prize: Award or honor granted for a specific work

  • Graham and Dodd Award of Excellence

    Petri Jylhä (Recipient), 2015

    Prize: Award or honor granted for a specific work

  • Activities

    • 19 Public or invited talk
    • 8 Conference presentation
    • 4 Membership of an organizing committee or other positions of trust of a conference or a seminar
    • 1 Pre-examination of dissertation or acting as opponent to doctoral students

    Pre-examination of doctoral dissertation

    Petri Jylhä (Examiner)
    27 Nov 2018

    Activity: Examination typesPre-examination of dissertation or acting as opponent to doctoral students

    Presenter at Financial Intermediation Research Society Annual Conference

    Petri Jylhä (Speaker)
    1 Jun 20183 Jun 2018

    Activity: Talk or presentation typesConference presentation

    Helsinki Finance Summit

    Petri Jylhä (Organiser)
    21 Aug 201722 Aug 2017

    Activity: Participating in or organising an event typesMembership of an organizing committee or other positions of trust of a conference or a seminar

    Presenter at European Summer Symposium in Financial Markets

    Petri Jylhä (Speaker)
    17 Jul 201721 Jul 2017

    Activity: Talk or presentation typesConference presentation

    Discussant at Nordic Finance Network Research Workshop

    Petri Jylhä (Speaker)
    30 May 201731 May 2017

    Activity: Talk or presentation typesPublic or invited talk

    Press / Media

    Be Careful When Investing In Low-Beta Stocks

    Petri Jylhä

    18/09/2015

    1 item of Media coverage

    Press/Media: Media appearance