Finance

Projects

Projects per year 1993 1995 1997 1998 2006 2007 2010 2011 2012 2022 2027

• 14 Active
• 39 Finished

Projects per year

Search results

• Active

  Performance and implications of Children's Investment Accounts on Portfolios in Adulthood

  Davydov, D. (Project participant)

  Suomen Arvopaperimarkkinoiden Edistämissäätiö

  01.08.2024 → 31.07.2027

  Project: Externally funded project

  • Risk Behavior 100%
  • Portfolio Selection 100%
  • Parenthood 100%
  • Sensation Seeking 100%
  • Household 100%

• Workplace safety and gender equality in Finland and Sweden

  Sundvik, D. (PI), Haga, J. (Project participant), Thor, T. (Project participant) & Huhtamäki, F. (Project participant)

  Liikesivistysrahasto

  01.01.2024 → 31.12.2025

  Project: Externally funded project

• Digging into High Frequency Data

  Vozian, E. (Project participant) & Sarlin, P. (Project coordinator)

  01.09.2017 → …

  Project: Externally funded project

• New factor models and the APT

  Fraga Martins Maio, P. (Project participant), Cooper, I. (Project participant) & Philip, D. (Project participant)

  27.05.2016 → …

  Project: Other project

• A simple model that helps explaining the accruals anomaly

  Fraga Martins Maio, P. (Project participant) & Guo, H. (Project participant)

  04.02.2015 → …

  Project: Other project

• Does dividend policy lead the economy?

  Fraga Martins Maio, P. (Project participant) & Philip, D. (Project participant)

  15.08.2014 → …

  Project: Other project

• Dispersion in options traders' expectations and stock return predictability

  Fraga Martins Maio, P. (Project participant), Philip, D. (Project participant), Kagkadis, A. (Project participant) & Andreou, P. (Project participant)

  17.01.2014 → …

  Project: Other project

• Cash-flow or return predictability at long horizons? The case of earnings yield

  Fraga Martins Maio, P. (Project participant) & Xu, D. (Project participant)

  03.11.2012 → …

  Project: Other project

• Intraday implied volatility-return relationship

  Knif, J. (Project participant), Badshah, I. (Project participant), Frijns, B. (Project participant) & Tourani-Rad, A. (Project participant)

  23.01.2012 → …

  Project: Externally funded project

• Exchange Rate Exposure

  Gulati, A. (Project participant)

  01.01.2012 → …

  Project: Externally funded project

• Correlation and heteroscedastisity robust long-horizon event study testing

  Knif, J. (Project participant), Kolari, J. W. (Project participant) & Pynnönen, S. (Project participant)

  01.01.2011 → …

  Project: Externally funded project

• New measures of actively-managed mutual fund performance relative to benchmark portfolios

  Knif, J. (Project participant), Kolari, J. W. (Project participant) & Pynnönen, S. (Project participant)

  01.09.2010 → …

  Project: Externally funded project

• The role of multifactors in asset pricing models

  Knif, J. (Project participant), Koutmos, G. (Project participant), Kolari, J. W. (Project participant) & Pynnönen, S. (Project participant)

  01.01.2010 → …

  Project: Externally funded project

• Time-varying conditional correlation

  Knif, J. (Project participant), Kolari, J. W. (Project participant) & Pynnönen, S. (Project participant)

  03.08.2009 → …

  Project: Externally funded project

• Finished

  Insider Trading around Environmental, Social, and Governance Scandals: Evidence from Corporate Litigations

  Colak, G. (Project manager, academic), Afzali, M. (PI) & Meyer, N. (Project participant)

  OP-Group’s Research Foundation

  01.03.2022 → 31.12.2023

  Project: Externally funded project

• Audit adjustments and auditor ability in private firms: Unique data from Finland and Sweden

  Höglund, H. (Project participant), Haga, J. (Project participant), Sundvik, D. (Project participant) & Sundgren, S. (Project participant)

  Peter Wallenberg Foundation

  01.01.2022 → 31.12.2024

  Project: Externally funded project

• Modeling the Structure and Dynamics of Energy, Commodity and Alternative Asset Prices

  Witzany, J. (Project manager, organisational), Colak, G. (Project manager, academic), Janda, K. (Project manager, academic) & Ficura, M. (Project participant)

  Czech Science Foundation

  01.01.2022 → 31.12.2024

  Project: Externally funded project

  • Volatility 100%
  • Scientific Modelling 100%
  • Price 100%
  • Commodity Derivative 33%
  • Spillover Effect 33%

• Trade durations in the ultra-high frequency stock market

  Rosenqvist, G. (Project participant) & Belfrage, M. (Project participant)

  01.01.2022 → 31.12.2024

  Project: Externally funded project

  • Tic Disorder 100%
  • Adjustment 100%
  • Autoregressive Conditional Duration Model 100%
  • Conditionals 50%
  • Market 33%

• Algos in corporate bond markets

  Wan, K.-M. (Project participant), Choi, J. (Project participant) & Park, G. (Project participant)

  Hong Kong RGC

  01.10.2019 → 30.09.2021

  Project: Externally funded project

  • Market 100%
  • Corporate Bond 100%
  • Transaction Costs 63%
  • Order 54%
  • Time Series 18%

• Credit Market Sentiment and the Debt Trap

  Lin, J.-C. (Project manager, academic) & Colak, G. (Project participant)

  Research Grants Council (RGC) of Hong Kong

  03.07.2019 → 03.07.2021

  Project: Externally funded project

• Compensation of Powerful CEOs

  Wan, K.-M. (Project participant) & Song, W. L. (Project participant)

  Unknown funder

  01.11.2013 → 30.04.2016

  Project: Externally funded project

  • Research 100%

• S3, Smart Specialisering i Österbotten

  Johansson, C. (Working partner), Björk, P. (Working partner) & Knif, J. (Working partner)

  01.12.2012 → 31.12.2015

  Project: Externally funded project

• Liquidity and asset prices: An empirical investigation of Finnish stock market

  Butt, H. (Contact person) & Virk, N. S. (Project participant)

  01.10.2011 → 01.10.2012

  Project: Externally funded project

  File

• Specification errors of asset-pricing models for a market characterized by large capitalization firms

  Virk, N. S. (Project participant) & Butt, H. (Working partner)

  01.07.2011 → 31.08.2012

  Project: Externally funded project

• Portfolio concentration and financial performance

  Maury, B. (Project manager, academic), Ekholm, A. (Project manager, academic), Löflund, A. (Project participant) & Pöyry, S. F. H. (Project participant)

  01.01.2011 → 31.12.2013

  Project: Externally funded project

• Evidence for state and time non-separable preferences: The case of Finland

  Virk, N. S. (Project participant)

  01.01.2010 → 31.08.2011

  Project: Externally funded project

  File

• Tests for Abnormal Returns under Weak Cross Sectional Dependence

  Antell, J. (Project manager, academic) & Ahlgren, N. (Project participant)

  05.02.2009 → 31.12.2012

  Project: Other project

  • Spatial Dependence 100%
  • Autocorrelation 100%
  • Covariance 100%
  • Cross-Sectional Dependence 100%
  • Specific Industry 100%

• Risk and return in market-neutral hedge fund strategies

  Nyberg, P. (Project manager, academic)

  01.12.2007 → 01.12.2008

  Project: Externally funded project

• Financial Management and Control in Listed Firms

  Liljeblom, E. (Project manager, academic) & Hansson, M. E. (Project participant)

  05.01.2007 → 30.09.2010

  Project: Externally funded project

  • Ownership 100%
  • Survey Analysis 100%
  • Corporate Governance 100%
  • Financial Market 100%
  • Sweden 100%

• Shareholder Activity and Corporate Performance

  Maury, B. (Project manager, academic), Ekholm, A. (Project participant), Liljeblom, E. (Project participant) & Löflund, A. (Project participant)

  01.01.2007 → 28.02.2013

  Project: Externally funded project

  • Shareholders 100%
  • Firm Performance 100%
  • Enterprise 58%
  • Owners 40%
  • Information 20%

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

  Nyberg, P. (Project manager, academic)

  01.01.2006 → 31.12.2007

  Project: Externally funded project

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

  Nyberg, P. (Project manager, academic)

  01.01.2006 → 31.12.2007

  Project: Externally funded project

• Descriptive Analysis of Finnish Equity, Bond and Money Markets

  Nyberg, P. (Project manager, academic)

  01.01.2006 → 31.12.2007

  Project: Externally funded project

• CONTAGION AND COBREAKING

  Person, U. (PI)

  01.01.2006 → 31.12.2008

  Project: Externally funded project

  • Recent Literature 100%
  • Starting Point 100%
  • Linear Combination 100%
  • Dummy Variable 100%
  • Research Problem 100%

• Owner impatience and corporate behavior (Tulos tai ulos - omistajuus kvartaalitaloudessa)

  Liljeblom, E. (Project manager, academic), Maury, B. (Project participant), Pasternack, D. (Project participant), Löflund, A. (Project participant), Sjöholm, H.-K. (Project participant) & Nikoskelainen, E. V. (Project participant)

  01.01.2006 → 31.12.2009

  Project: Externally funded project

  • Decision 100%
  • Behavior 100%
  • Performance 100%
  • Investment 100%
  • Capital Requirements 100%

• International Asset Pricing Models and Currency Risk

  Antell, J. (Project manager, academic)

  01.12.2004 → 31.12.2010

  Project: Externally funded project

  • Exchange Rate Risk 100%
  • Financial Economics 100%
  • Market Segmentation 16%
  • Finance 16%
  • Investors 16%

• Corporate Governance in Russia

  Liljeblom, E. (Project manager, academic), Maury, B. (Project participant), Andreev, A. (Project participant), Lindell, M. (Project participant), Melkumov, D. (Project participant), Ahmed, S. (Project participant), Badshah, I. U. (Project participant) & Zasada, J. (Project participant)

  01.01.2004 → 01.01.2008

  Project: Externally funded project

  • Corporate Governance 100%
  • Ownership 40%
  • Investors 20%
  • Investor Protection 20%
  • Finance 20%

• OWNERSHIP AND CORPORATE GOVERNANCE IN FINLAND

  Liljeblom, E. (Project manager, academic), Pasternack, D. (Project participant), Ekholm, A. (Project participant), Löflund, A. (Project participant), Felixson, K. (Project participant) & Maury, B. (Project participant)

  01.05.2001 → 31.12.2004

  Project: Externally funded project

  • Finnish 100%
  • Corporate Governance 100%
  • Ownership 100%
  • Finland 100%
  • Capital Flow 33%

• PESO-PHENOMENA IN STOCK RETURNS AND EXCHANGE RATE DEVALUATIONS

  Berglund, T. (Project manager, academic) & Löflund, A. (Project participant)

  01.01.1999 → 31.12.2000

  Project: Externally funded project

  • Capital Market Returns 100%
  • Exchange Rate 100%
  • Price Theory 100%
  • Fixed Exchange Rate 100%
  • Asset Pricing 100%

• FINANCIAL MARKETS AND TIME SERIES

  Ahlgren, N. (Project manager, academic) & Antell, J. (Project participant)

  01.03.1998 → 31.12.2012

  Project: Externally funded project

  • Financial Market 100%
  • Time Series 100%
  • Stock Price 100%
  • Interest Rate 40%
  • International Economy 20%

• THETA NEUTRAL GAMMA HEDGING

  Högholm, K. (Project manager, academic) & Sundqvist, K. (Project participant)

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Hedging 100%
  • Volatility 100%
  • Underlying Asset 100%
  • Stock Index 33%

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

  Liljeblom, E. (Project manager, academic) & Löflund, A. (Project participant)

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Investors 100%
  • Ownership 100%
  • Ownership Structure 66%
  • Trading Volume 66%
  • Arbitrage 33%

• THE EURO AND PORTFOLIO CHOICES; A NORDIC PERSPECTIVE

  Liljeblom, E. (Project manager, academic) & Löflund, A. (Project participant)

  01.01.1998 → 31.12.1999

  Project: Externally funded project

  • Volatility 100%
  • Portfolio Choice 100%
  • Exchange Rate Risk 50%
  • International Investment 16%
  • Capital Market Returns 16%

• DETERMINANTS OF INTERNATIONAL PORTFOLIO INVESTMENT FLOWS

  Liljeblom, E. (Project manager, academic) & Löflund, A. (Project participant)

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Foreign Investment 100%
  • Ownership 100%
  • Market Value 50%
  • Foreign Portfolio Investment 50%
  • Investors 50%

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

  Högholm, K. (Project manager, academic) & Liljeblom, E. (Project participant)

  01.01.1997 → 31.12.1997

  Project: Externally funded project

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

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

  Antell, J. (Project manager, academic)

  01.01.1997 → 31.12.2004

  Project: Externally funded project

  • Volatility 100%
  • Financial Market 100%
  • Financial Risk 100%
  • Stock Market 100%
  • Moment Characteristic 100%

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

  Högholm, K. (Project manager, academic)

  01.01.1997 → 31.12.1999

  Project: Externally funded project

  • Stock Exchange 100%

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

  Jern, B. (Project manager, academic)

  01.01.1996 → 31.12.1999

  Project: Externally funded project

  • Stock Option 100%
  • Market Microstructure 50%
  • Stock Exchange 50%
  • Index Derivative 25%

• MARKET MICROSTRUCTURE EFFECTS OF SHARE DISTRIBUTIONS

  Hansson, M. E. (Project manager, academic)

  01.01.1995 → 31.12.1999

  Project: Externally funded project

  • Volatility 100%
  • Market Microstructure 100%
  • Bid-Ask Spread 71%
  • Stock Exchange 42%
  • Trading Volume 42%

• ON STOCKS, BONDS, AND BUSINESS CONDITIONS

  Löflund, A. (Project manager, academic)

  01.01.1995 → 31.12.1997

  Project: Externally funded project

  • Capital Market Returns 100%
  • Business Cycle 50%