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The entire DSpace / Asiakasorganisaatiot / DHanken Digital Repository of Hanken School of Economics / Research Reports and Working Papers / Finance1 / 20232 / 20233 / 20234 / 20235 / 20236 / 20237 / 20238 / 20239 / 202310 / 202311 / 202312 / 2023Total
An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns9 4 2 3 8 1 0 3 1 1 1 3 36
An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions14 2 4 3 7 0 1 1 1 1 1 1 36
An Empirical Study of the Mixture of Time and Movements in Prices3 6 6 5 11 9 4 1 3 4 2 1 55
Analysts' Accuracy of Estimation and the Relative Trading Volume2 6 4 3 3 7 1 0 1 1 0 0 28
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series0 0 0 0 0 0 0 0 0 0 0 0 0
Cobreaking of Stock Prices and Contagion4 4 3 2 8 1 2 1 2 3 1 1 32
Corporate Governance Mechanisms and Firm Performance:Evidence from Finland7 7 15 10 12 6 3 2 5 0 3 0 70
Do Analysts Leak Information to Preferred Customers?11 2 3 7 6 9 0 7 1 1 2 3 52
Does Uncertainty Affect Investment and Labor Demand?4 6 7 8 12 5 1 1 2 4 3 3 56
Evaluating Option Pricing Models9 5 0 2 5 3 1 1 0 3 5 0 34
Evaluating the Predictability of the Volatility Smile Using Return Distributions1 6 1 4 10 2 0 2 2 2 2 3 35
Examining and Modeling the Dynamics of the Volatility Surface3 3 3 9 7 5 0 2 4 3 1 3 43
Executive Stock Options: Exercise Policy and Market Reaction17 6 5 6 9 6 2 2 1 1 1 1 57
Factors Driving Stock Option Grants - Empirical Evidence from Finland16 5 3 12 9 6 2 1 3 2 4 1 64
Hedging Options with Different Time Units in the Pricing Models9 4 0 1 3 1 0 1 2 0 3 1 25
How Do Different Types of Investors React to New Financial Statement Information?13 5 5 4 11 7 8 2 3 0 0 4 62
Hyvät pahat pörssiyhtiöt?15 7 7 8 12 5 5 5 7 4 7 2 84
International Portfolio Investments and The Informational Value of Trade6 3 10 3 13 7 0 1 4 18 25 2 92
Intraday and Weekend Volatility Patterns- Implications for Option Pricing50 35 49 44 57 15 3 9 25 16 16 15 334
Intraday Linkages across International Equity Markets5 7 10 38 15 10 2 2 3 4 2 4 102
Intraday Seasonalities and Macroeconomic News Announcements11 11 13 19 10 11 3 1 1 1 4 1 86
Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns4 5 2 4 6 4 0 1 1 3 1 2 33
Monetary Policy, Stock Price Misalignments and Macroeconomic Instability9 4 2 4 5 4 3 0 2 0 2 0 35
New Evidence on the Properties of the Financial Statement Information Pricing Process9 5 4 2 9 1 1 1 2 2 2 3 41
On the Importance of Mutual Fund Families in Emerging Markets3 4 7 4 8 3 1 4 1 2 2 1 40
Overconfidence and investor size16 6 5 9 17 15 5 3 0 2 2 1 81
Owners' Way or the Highway: Short-term Expectations and Owner Impatience5 2 7 7 12 12 0 0 0 0 2 1 48
Performance of Finnish Mutual Funds: A Decomposition Approach2 4 7 8 3 3 0 0 2 3 1 2 35
Performance Persistence of International Stock Funds10 6 1 7 5 7 1 0 2 2 2 3 46
Pricing Index Options with Stochastic Volatility2 3 2 11 11 6 0 1 1 2 1 4 44
Real Estate Investment and Uncertainty: Econometric Modelling using Finnish Data10 6 2 3 10 3 2 1 2 3 1 0 43
Share Repurchases, Dividends, and Executive Options5 2 1 0 12 4 1 2 2 4 1 2 36
Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets6 2 2 6 6 1 0 0 0 1 1 1 26
Stock Option Compensation in Finland: An Analysis of Economic Determinants, Contracting Frequency, and Design6 4 0 6 10 2 1 1 2 1 0 1 34
Swedish Premium Pension Funds: Attributes and Performance2 6 4 2 9 3 2 1 2 1 1 0 33
Technology-related peso problems in stock returns3 8 1 0 8 4 2 1 2 1 3 1 34
Test of the Clustering Hypothesis in the Helsinki Exchanges14 11 4 2 8 3 2 2 2 1 1 0 50
Tests for Abnormal Returns under Weak Cross Sectional Dependence17 6 12 13 28 14 7 5 2 3 7 5 119
The Day of the Week Effect and Option Pricing - A Study of the German Option Market12 2 2 6 7 8 0 3 1 1 3 1 46
The expiration day effect of indexoptions and index futures on the underlying shares6 5 3 1 17 4 3 0 0 3 1 1 44
The Impact of FDI on International Portfolio Investments1 4 2 1 11 5 1 3 1 2 2 1 34
The Impact of New Capital Requirements on the Portfolio Decisions of Finnish Pension Institutions3 3 0 3 7 5 0 1 2 1 0 1 26
The impact of stock option incentives on investment and firm value3 2 5 2 12 2 3 4 0 1 3 0 37
The Influence of World Factors on Finnish Stock Market Volatility1 0 5 4 7 3 0 0 1 2 3 1 27
The Negative News Threshold - an Explanation for Negative Skewness in Stock Returns13 6 5 11 11 9 2 5 1 1 0 1 65
The Pricing of American Put Options on Stock with Dividends2 7 4 3 2 6 1 4 5 9 6 1 50
Unrealized expectations of jumps in volatility: An explanation to the low and time-varying predictive power of implied volatility3 3 5 3 9 5 0 0 5 7 3 1 44
Volatility Smile Dynamics in Scenario Analysis8 8 3 5 12 7 0 1 3 2 2 1 52
What Determines Stock Option Contract Design?12 4 10 13 12 9 0 0 0 0 0 5 65
Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models10 5 6 5 13 14 5 3 5 4 4 2 76
With Good Reputation Size Does not Matter: Issue Frequency and the Determinants of Debt Maturity7 4 0 9 10 6 3 4 3 1 3 2 52