Finance

Projects

Projects per year 1993 1995 1997 1998 2006 2007 2010 2011 2012 2024

• 14 Active
• 35 Finished

Projects per year

Search results

• Active

  Trade durations in the ultra-high frequency stock market

  Rosenqvist, G. & Belfrage, M. A.

  01.01.2022 → 31.12.2024

  Project: Externally funded project

  • Duration 100%
  • Simulation Mode 88%
  • Packaging 44%
  • Transaction 33%
  • Testing 33%

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

  Witzany, J., Colak, G., Janda, K. & Ficura, M.

  Czech Science Foundation

  01.01.2022 → 31.12.2024

  Project: Externally funded project

  • Volatility 100%
  • Commodity Derivative 33%
  • Spillover Effect 33%
  • Econometric Model 33%
  • Bayesian 33%

• Digging into High Frequency Data

  Vozian, E. & Sarlin, P.

  01.09.2017 → …

  Project: Externally funded project

• New factor models and the APT

  Fraga Martins Maio, P., Cooper, I. & Philip, D.

  27.05.2016 → …

  Project: Other project

• A simple model that helps explaining the accruals anomaly

  Fraga Martins Maio, P. & Guo, H.

  04.02.2015 → …

  Project: Other project

• Does dividend policy lead the economy?

  Fraga Martins Maio, P. & Philip, D.

  15.08.2014 → …

  Project: Other project

• Dispersion in options traders' expectations and stock return predictability

  Fraga Martins Maio, P., Philip, D., Kagkadis, A. & Andreou, P.

  17.01.2014 → …

  Project: Other project

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

  Fraga Martins Maio, P. & Xu, D.

  03.11.2012 → …

  Project: Other project

• Intraday implied volatility-return relationship

  Knif, J., Badshah, I., Frijns, B. & Tourani-Rad, A.

  23.01.2012 → …

  Project: Externally funded project

• Exchange Rate Exposure

  Gulati, A.

  01.01.2012 → …

  Project: Externally funded project

• Correlation and heteroscedastisity robust long-horizon event study testing

  Knif, J., Kolari, J. W. & Pynnönen, S.

  01.01.2011 → …

  Project: Externally funded project

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

  Knif, J., Kolari, J. W. & Pynnönen, S.

  01.09.2010 → …

  Project: Externally funded project

• The role of multifactors in asset pricing models

  Knif, J., Koutmos, G., Kolari, J. W. & Pynnönen, S.

  01.01.2010 → …

  Project: Externally funded project

• Time-varying conditional correlation

  Knif, J., Kolari, J. W. & Pynnönen, S.

  03.08.2009 → …

  Project: Externally funded project

• Finished

  Algos in corporate bond markets

  Wan, K., Choi, J. & Park, G.

  Hong Kong RGC

  01.10.2019 → 30.09.2021

  Project: Externally funded project

  • Market 100%
  • Corporate Bond 81%
  • Bond Market 81%
  • Algorithm 81%
  • Transaction Costs 63%

• Credit Market Sentiment and the Debt Trap

  Lin, J. & Colak, G.

  Research Grants Council (RGC) of Hong Kong

  03.07.2019 → 03.07.2021

  Project: Externally funded project

• Compensation of Powerful CEOs

  Wan, K. & Song, W. L.

  Unknown funder

  01.11.2013 → 30.04.2016

  Project: Externally funded project

  • Hong Kong 100%
  • RGC 100%
  • Research Grants 50%

• S3, Smart Specialisering i Österbotten

  Johansson, C., Björk, P. & Knif, J.

  01.12.2012 → 31.12.2015

  Project: Externally funded project

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

  Butt, H. & Virk, N. S.

  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. & Butt, H.

  01.07.2011 → 31.08.2012

  Project: Externally funded project

• Portfolio concentration and financial performance

  Maury, B., Ekholm, A., Löflund, A. & Pöyry, S. F. H.

  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.

  01.01.2010 → 31.08.2011

  Project: Externally funded project

  File

• Tests for Abnormal Returns under Weak Cross Sectional Dependence

  Antell, J. & Ahlgren, N.

  05.02.2009 → 31.12.2012

  Project: Other project

  • Return 100%
  • Cross-Sectional Dependence 100%
  • Event 85%
  • Model 57%
  • Enterprise 57%

• Risk and return in market-neutral hedge fund strategies

  Nyberg, P.

  01.12.2007 → 01.12.2008

  Project: Externally funded project

• Financial Management and Control in Listed Firms

  Liljeblom, E. & Hansson, M. E.

  05.01.2007 → 30.09.2010

  Project: Externally funded project

  • Survey 100%
  • Financial Management 100%
  • Surveys 100%
  • University 66%
  • Project 66%

• Shareholder Activity and Corporate Performance

  Maury, B., Ekholm, A., Liljeblom, E. & Löflund, A.

  01.01.2007 → 28.02.2013

  Project: Externally funded project

  • Shareholders 100%
  • Enterprise 64%
  • Concentration 46%
  • Owners 44%
  • Shareholder 44%

• Descriptive Analysis of Finnish Equity, Bond and Money Markets

  Nyberg, P.

  01.01.2006 → 31.12.2007

  Project: Externally funded project

• CONTAGION AND COBREAKING

  Person, U.

  01.01.2006 → 31.12.2008

  Project: Externally funded project

  • Breaking 100%
  • Trend 75%
  • Assumption 50%
  • Time Series 50%
  • Datum 50%

• 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

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

  Liljeblom, E., Maury, B., Pasternack, D., Löflund, A., Sjöholm, H. & Nikoskelainen, E. V.

  01.01.2006 → 31.12.2009

  Project: Externally funded project

  • Capital Requirements 100%
  • Owners 100%
  • Return 79%
  • Finnish 79%
  • Investors 66%

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

  Nyberg, P.

  01.01.2006 → 31.12.2007

  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%
  • Banking 16%

• 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

  • Russia 100%
  • Corporate Governance 100%
  • Ownership 80%
  • Investors 60%
  • Funding 40%

• 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%
  • Finland 100%
  • Corporate Governance 100%
  • Ownership 100%
  • Markets 66%

• 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%
  • Price Theory 14%

• FINANCIAL MARKETS AND TIME SERIES

  Ahlgren, N. & Antell, J.

  01.03.1998 → 31.12.2012

  Project: Externally funded project

  • Cointegration 100%
  • Time Series 100%
  • Financial Market 100%
  • Market 25%
  • Stock Price 25%

• DETERMINANTS OF INTERNATIONAL PORTFOLIO INVESTMENT FLOWS

  Liljeblom, E. & Löflund, A.

  01.01.1998 → 31.12.2000

  Project: Externally funded project

  • Market 100%
  • Investment 100%
  • Share 75%
  • Foreign Investment 50%
  • Ownership 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%
  • Options 75%
  • Volatility 75%
  • Stock Index 25%

• 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%
  • Perspective 100%
  • Diversification 41%

• 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

  • Merger 100%
  • Capital Structure 100%
  • Corporate Finance 100%
  • Payout Policy 100%
  • Takeover 50%

• 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%
  • Yield 66%
  • Market 66%
  • Return 33%
  • Share 33%

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

  Antell, J.

  01.01.1997 → 31.12.2004

  Project: Externally funded project

  • Volatility 100%
  • Financial Market 100%
  • Financial Risk 100%
  • Market 66%
  • Return 33%

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

  Jern, B.

  01.01.1996 → 31.12.1999

  Project: Externally funded project

  • Exchange 100%
  • German 100%
  • Markets 100%
  • Essays 100%
  • Stock Option 100%

• MARKET MICROSTRUCTURE EFFECTS OF SHARE DISTRIBUTIONS

  Hansson, M. E.

  01.01.1995 → 31.12.1999

  Project: Externally funded project

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

• ON STOCKS, BONDS, AND BUSINESS CONDITIONS

  Löflund, A.

  01.01.1995 → 31.12.1997

  Project: Externally funded project

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

• 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%

• ESSAYS RELATED TO STOCK AND INDEX OPTIONS WITH SWEDISH AND GERMAN SECURITY MARKET DATA

  Jern, B.

  01.01.1994 → 31.12.1997

  Project: Externally funded project

  • Options 100%
  • Securities Market 100%
  • Market 75%
  • Estimation Theory 50%
  • Volatility 50%

• MACROECONOMIC VOLATILITY AND STOCK MARKET VOLATILITY; EMPIRICAL EVIDENCE ON FINNISH DATA

  Liljeblom, E. & Stenius, M.

  01.01.1993 → 31.12.1997

  Project: Externally funded project

  • Volatility 100%
  • Market 100%
  • Macroeconomics 100%
  • Economics 9%
  • Smoothing Technique 9%