Department of Finance and Economics

Projects

Projects per year 1988 1995 1997 1998 1999 2001 2004 2005 2006 2007 2009 2011 2012 2022 2024

• 2 Not started
• 18 Active
• 88 Finished

Projects per year

Search results

• Finished

  A new value-weighted total return index for the Finnish stock market 1912-1969

  Nyberg, P.

  01.01.2006 → 31.12.2007

  Project: Externally funded project

• Volatility risk premium, risk aversion and the cross-section of stock returns

  Nyberg, P.

  01.01.2006 → 31.12.2007

  Project: Externally funded project

• Institutions and Gender Empowerment in the Global Economy

  Blomqvist, H. C. V.

  01.09.2005 → 31.12.2008

  Project: Externally funded project

  • Organizations 100%
  • Empowerment 100%
  • Gender 100%
  • Global Economy 100%
  • International Economy 100%

• Institutions and Gender Empowerment in the Global Economy

  Blomqvist, H. C. V.

  01.09.2005 → 31.12.2008

  Project: Externally funded project

  • Organizations 100%
  • Empowerment 100%
  • Gender 100%
  • Global Economy 100%
  • International Economy 100%

• SPATIAL ECONOMETRICS AND HOUSE PRICE MODELS

  Gerkman, L., Ahlgren, N. & Rosenqvist, G.

  07.01.2005 → 31.12.2010

  Project: Externally funded project

  • Spatial Econometrics 100%
  • Econometric Model 63%
  • Real Estate Price 56%
  • Estimation Theory 46%
  • Autoregressive Model 36%

• Statistical Modelling of the Incidence of Multiple Maternities

  Fellman, J.

  01.01.2005 → 31.12.2020

  Project: Externally funded project

  • Variations 100%
  • Statistical Modeling 100%
  • Twin Pregnancy 100%
  • Incidence 100%
  • Estimation Theory 100%

• How binding are the constraints set by call provisions in convertible securities?

  Person, U.

  01.01.2005 → 31.12.2010

  Project: Externally funded project

• International Asset Pricing Models and Currency Risk

  Antell, J.

  01.12.2004 → 31.12.2010

  Project: Externally funded project

  • Market 100%
  • Exchange Rate Risk 100%
  • Financial Economics 100%
  • Currency 50%
  • Stock 50%

• Quantitative Risk Measures

  Andreev, A.

  01.10.2004 → 31.12.2010

  Project: Externally funded project

• Economic integration in Asia-Pacific

  Blomqvist, H. C. V.

  01.08.2004 → 30.04.2005

  Project: Externally funded project

  • Economic Integration 100%
  • Asia 100%
  • Free Trade Area 100%
  • Free Trade 100%
  • Rhetoric 40%

• Tests for Cointegration Rank and the Initial Condition

  Ahlgren, N. & Juselius, M.

  01.01.2004 → 31.12.2012

  Project: Externally funded project

  • Economics 100%
  • Price Convergence 100%
  • Unit Root 50%

• Corporate Governance in Russia

  Liljeblom, E., Maury, B., Andreev, A., Lindell, M., Melkumov, D., Ahmed, S., Badshah, I. U. & Zasada, J.

  01.01.2004 → 01.01.2008

  Project: Externally funded project

  • Corporate Governance 100%
  • Ownership 40%
  • Investors 20%
  • Owners 20%
  • Return 20%

• PERFECT – Performance, Effectiveness, and Cost of Treatment Episodes (Hoitoketjujen toimivuus, vaikuttavuus ja kustannukset)

  Rosenqvist, G.

  01.01.2004 → 31.12.2008

  Project: Externally funded project

  • Cost Effectiveness Analysis 100%
  • Disease 100%
  • Procedures 33%
  • University Hospital 33%
  • Measurement 33%

• Equilibrium Unemployment: Labour Market Imperfections and Interactions with Product and Capital Market Imperfections

  Stenbacka, R.

  01.01.2004 → 31.12.2006

  Project: Externally funded project

  • Unemployment 100%
  • Incomplete Market 100%
  • Equilibrium Model 100%
  • Labor Market 100%
  • Credit Market 10%

• (C)VaR estimates for different distribution classes

  Andreev, A.

  09.01.2003 → 01.01.2008

  Project: Externally funded project

  • Degree of Freedom 100%
  • Class 100%
  • Mathematica 100%
  • Class Distribution 100%
  • Pearsons Linear Correlation Coefficient 100%

• Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models

  Ahlgren, N.

  01.01.2003 → 31.12.2009

  Project: Externally funded project

  • Number 100%
  • Autoregressive Model 100%
  • Roots 100%
  • Vector 100%
  • Models 100%

• advance booking, refunds and competition

  Ringbom, S.

  01.01.2003 → 31.12.2005

  Project: Externally funded project

• COINTEGRATION OF CHINESE A AND B SHARES

  Ahlgren, N.

  01.10.2002 → 31.12.2008

  Project: Externally funded project

  • Share Price 100%
  • Enterprise 100%
  • Market Share 100%
  • Investors 100%
  • Stock Exchange 33%

• ALM (Asset Liability Management)

  Andreev, A.

  09.01.2002 → 01.01.2008

  Project: Externally funded project

• LRD (long range dependence) for high frequency data

  Andreev, A.

  06.01.2002 → 01.01.2008

  Project: Externally funded project

• Spatial Econometrics and House Price Modelling

  Rosenqvist, G.

  01.12.2001 → 31.12.2005

  Project: Externally funded project

• Competition Strategies and Competition Policy in the Global Information Economy

  Stenbacka, R.

  01.06.2001 → 31.12.2004

  Project: Externally funded project

  • Competition Policy 100%
  • Information 100%
  • Economy 100%
  • Economics 75%
  • Oligopoly 75%

• OWNERSHIP AND CORPORATE GOVERNANCE IN FINLAND

  Liljeblom, E., Pasternack, D., Ekholm, A., Löflund, A., Felixson, K. & Maury, B.

  01.05.2001 → 31.12.2004

  Project: Externally funded project

  • Finnish 100%
  • Corporate Governance 100%
  • Ownership 100%
  • Finland 100%
  • Market 66%

• A Bayesian Approach for Sequantial Updating of Dose-Response Relations in Radiation Therapy

  Andreev, A.

  11.01.2001 → 01.01.2005

  Project: Externally funded project

• Nordic Workshop in Industrial Organization (NORIO III)

  Stenbacka, R.

  01.01.2001 → 31.12.2001

  Project: Externally funded project

• Hushållens värdering av egenskaper i bostäder och bostadsområden

  Rosenqvist, G.

  01.07.2000 → 31.07.2008

  Project: Externally funded project

• Information Exchange in Credit Markets: Consequences for Financial Fragility and Relationship Formation

  Stenbacka, R.

  07.01.2000 → 31.12.2001

  Project: Externally funded project

• COMPETITION, RISK TAKING AND FRAGILITY IN FINANCIALLY INTEGRATED BANKING MARKETS

  Stenbacka, R.

  01.01.1999 → 31.12.2001

  Project: Externally funded project

  • Banking 100%
  • Market 100%
  • Information 57%
  • Credit 42%
  • Liquidity 42%

• INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS

  Ahlgren, N.

  01.01.1999 → 31.12.2002

  Project: Externally funded project

  • Data Set 100%
  • Cointegration 100%
  • Autoregressive Model 100%
  • Vector 100%
  • Inference 100%

• PESO-PHENOMENA IN STOCK RETURNS AND EXCHANGE RATE DEVALUATIONS

  Berglund, T. & Löflund, A.

  01.01.1999 → 31.12.2000

  Project: Externally funded project

  • Market 100%
  • Exchange Rate 100%
  • Capital Market Returns 100%
  • Return 71%
  • Stock 57%

• ARE EXCESS RETURNS ON SWEDISH TREASURY BONDS PRODUCED BY PESO PHENOMENA ?

  Berglund, T.

  01.01.1999 → 31.12.2000

  Project: Externally funded project

  • Public Bond 100%
  • Return 100%
  • Exchange Rate 50%
  • Yield Curve 50%
  • European Union 50%

• ASYMMETRIC INFORMATION, MORAL HAZARD, AND THE HOME BIAS IN INTERNATIONAL PORTFOLIO INVESTMENTS

  Berglund, T.

  01.01.1999 → 31.12.2008

  Project: Externally funded project

  • Portfolio Diversification 100%
  • Investment 100%
  • Moral Hazard 100%
  • Asymmetric Information 100%
  • Foreign Investment 50%

• UPSTAIRS OR DOWNSTAIRS - THE BROKER'S CHOICE

  Berglund, T.

  01.01.1999 → 31.12.2000

  Project: Externally funded project

  • Switching Behaviour 100%
  • Customers 100%
  • Stock Exchange 100%
  • Order 100%
  • Model 100%

• FINANCIAL MARKETS AND TIME SERIES

  Ahlgren, N. & Antell, J.

  01.03.1998 → 31.12.2012

  Project: Externally funded project

  • Financial Market 100%
  • Time Series 100%
  • Market 100%
  • Stock Price 100%
  • Stock 80%

• DETERMINANTS OF INTERNATIONAL PORTFOLIO INVESTMENT FLOWS

  Liljeblom, E. & Löflund, A.

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Market 100%
  • Investment 100%
  • Foreign Investment 50%
  • Ownership 50%
  • Stock 50%

• FOREIGN AND DOMESTIC INVESTORS AND TAX INDUCED EX-DIVIDEND DAY TRADING

  Liljeblom, E. & Löflund, A.

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Dividend 100%
  • Taxation 100%
  • Speculation 100%
  • Investors 100%
  • Ownership 50%

• THETA NEUTRAL GAMMA HEDGING

  Högholm, K. & Sundqvist, K.

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Hedging 100%
  • Stock 100%
  • Underlying Asset 100%
  • Options 75%
  • Volatility 75%

• THE EURO AND PORTFOLIO CHOICES; A NORDIC PERSPECTIVE

  Liljeblom, E. & Löflund, A.

  01.01.1998 → 31.12.1999

  Project: Externally funded project

  • Volatility 100%
  • Portfolio Choice 100%
  • Euro 100%
  • Market 66%
  • Exchange Rate Risk 50%

• TESTING FOR STATE DEPENDENCE IN HETEROGENEOUS POPULATIONS

  Johansson, C.

  12.11.1997 → 31.05.2004

  Project: Externally funded project

  • Test Statistic 100%
  • Heterogeneous Population 100%
  • Conditionals 66%
  • Exchangeability 66%
  • Maximum Likelihood 33%

• CAPITAL STRUCTURE, DIVIDEND POLICY, AND MERGERS; A SURVEY OF EMPIRICAL RESULTS ON CORPORATE FINANCE EVENTS FROM FINLAND

  Högholm, K. & Liljeblom, E.

  01.01.1997 → 31.12.1997

  Project: Externally funded project

  • Capital Structure 100%
  • Mergers 100%
  • Dividend Policy 100%
  • Finland 100%
  • Corporate Finance 100%

• Essays on the Linkages between Financial Markets, and Risk Asymmetries

  Antell, J.

  01.01.1997 → 31.12.2004

  Project: Externally funded project

  • Stock Market 100%
  • Interaction 100%
  • Characteristics 100%
  • Linkage 100%
  • Variables 100%

• DO DIVIDEND BASED TRADING RULES OUTPERFORM THE INDICES: EVIDENCE FROM FINLAND AND SWEDEN

  Högholm, K.

  01.01.1997 → 31.12.1999

  Project: Externally funded project

  • Dividend 100%
  • Market 66%
  • Stock 66%
  • Yield 66%
  • Return 33%

• ECONOMETRIC MODELLING OF HOUSING INVESTMENT IN FINLAND

  Ahlgren, N.

  01.01.1996 → 31.12.1998

  Project: Externally funded project

  • Real Estate Investment 100%
  • Econometric Modeling 100%
  • Equilibrium Model 50%
  • Econometric Model 25%
  • Real Estate Price 25%

• ESSAYS ON THE MICROSTRUCTURE OF THE GERMAN MARKET FOR STOCK OPTIONS

  Jern, B.

  01.01.1996 → 31.12.1999

  Project: Externally funded project

  • Stock Option 100%
  • Market 100%
  • Options 100%
  • Market Microstructure 50%
  • Stock Exchange 50%

• Applied Microeconometrics

  Rosenqvist, G. & Johansson, C.

  01.01.1995 → 31.12.2019

  Project: Externally funded project

  • Microeconometrics 100%
  • Pricing Policy 100%
  • Hip Arthroplasty 100%
  • Disease Predisposition 100%
  • Knee Arthroplasty 100%

• MARKET MICROSTRUCTURE EFFECTS OF SHARE DISTRIBUTIONS

  Hansson, M. E.

  01.01.1995 → 31.12.1999

  Project: Externally funded project

  • Volatility 100%
  • Market Microstructure 100%
  • Liquidity 85%
  • Bid-Ask Spread 71%
  • Turnover 57%

• HETEROGENEITY AND STATE DEPENDENCE IN MODELLING ORDER FLOW DYNAMICS

  Hedvall, K. & Rosenqvist, G.

  01.01.1995 → 31.12.2002

  Project: Externally funded project

  • New Orders 100%
  • Scientific Modelling 100%
  • Information 66%
  • Enterprise 33%
  • Stock Exchange 33%

• EVALUATING MUTUAL FUNDS ON A SMALL MARKET: IS BENCHMARK SELECTION CRUCIAL ?

  Liljeblom, E. & Löflund, A.

  01.01.1995 → 31.12.1999

  Project: Externally funded project

  • Market 100%
  • Expenditure 50%
  • Legislation 25%
  • Ranking 25%
  • Enterprise 25%

• ON STOCKS, BONDS, AND BUSINESS CONDITIONS

  Löflund, A.

  01.01.1995 → 31.12.1997

  Project: Externally funded project

  • Capital Market Returns 100%
  • Production 100%
  • Stock 100%
  • Market 50%
  • Economy 50%

• INCOME DISTRIBUTIONS

  Fellman, J.

  01.01.1994 → 31.12.2020

  Project: Externally funded project

  • Tax Policy 100%
  • Income Distribution 50%
  • Taxation 50%
  • Income 50%
  • Satisfies 50%