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The entire DSpace
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Asiakasorganisaatiot
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DHanken Digital Repository of Hanken School of Economics
/
Research Reports and Working Papers
/ Finance
1 / 2023
2 / 2023
3 / 2023
4 / 2023
5 / 2023
6 / 2023
7 / 2023
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9 / 2023
10 / 2023
11 / 2023
12 / 2023
Total
An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns
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36
An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions
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7
0
1
1
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36
An Empirical Study of the Mixture of Time and Movements in Prices
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2
1
55
Analysts' Accuracy of Estimation and the Relative Trading Volume
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7
1
0
1
1
0
0
28
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
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0
0
0
0
0
0
0
0
0
0
0
0
Cobreaking of Stock Prices and Contagion
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3
1
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32
Corporate Governance Mechanisms and Firm Performance:Evidence from Finland
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0
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0
70
Do Analysts Leak Information to Preferred Customers?
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0
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1
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52
Does Uncertainty Affect Investment and Labor Demand?
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56
Evaluating Option Pricing Models
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5
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1
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34
Evaluating the Predictability of the Volatility Smile Using Return Distributions
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0
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35
Examining and Modeling the Dynamics of the Volatility Surface
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43
Executive Stock Options: Exercise Policy and Market Reaction
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1
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1
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57
Factors Driving Stock Option Grants - Empirical Evidence from Finland
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9
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1
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4
1
64
Hedging Options with Different Time Units in the Pricing Models
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0
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1
0
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3
1
25
How Do Different Types of Investors React to New Financial Statement Information?
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62
Hyvät pahat pörssiyhtiöt?
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84
International Portfolio Investments and The Informational Value of Trade
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0
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25
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92
Intraday and Weekend Volatility Patterns- Implications for Option Pricing
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35
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57
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25
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15
334
Intraday Linkages across International Equity Markets
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38
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102
Intraday Seasonalities and Macroeconomic News Announcements
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86
Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns
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33
Monetary Policy, Stock Price Misalignments and Macroeconomic Instability
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35
New Evidence on the Properties of the Financial Statement Information Pricing Process
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41
On the Importance of Mutual Fund Families in Emerging Markets
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40
Overconfidence and investor size
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Owners' Way or the Highway: Short-term Expectations and Owner Impatience
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48
Performance of Finnish Mutual Funds: A Decomposition Approach
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35
Performance Persistence of International Stock Funds
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46
Pricing Index Options with Stochastic Volatility
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44
Real Estate Investment and Uncertainty: Econometric Modelling using Finnish Data
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Share Repurchases, Dividends, and Executive Options
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36
Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets
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26
Stock Option Compensation in Finland: An Analysis of Economic Determinants, Contracting Frequency, and Design
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34
Swedish Premium Pension Funds: Attributes and Performance
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Technology-related peso problems in stock returns
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34
Test of the Clustering Hypothesis in the Helsinki Exchanges
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Tests for Abnormal Returns under Weak Cross Sectional Dependence
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119
The Day of the Week Effect and Option Pricing - A Study of the German Option Market
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46
The expiration day effect of indexoptions and index futures on the underlying shares
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44
The Impact of FDI on International Portfolio Investments
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34
The Impact of New Capital Requirements on the Portfolio Decisions of Finnish Pension Institutions
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26
The impact of stock option incentives on investment and firm value
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37
The Influence of World Factors on Finnish Stock Market Volatility
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The Negative News Threshold - an Explanation for Negative Skewness in Stock Returns
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65
The Pricing of American Put Options on Stock with Dividends
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Unrealized expectations of jumps in volatility: An explanation to the low and time-varying predictive power of implied volatility
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Volatility Smile Dynamics in Scenario Analysis
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What Determines Stock Option Contract Design?
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Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models
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With Good Reputation Size Does not Matter: Issue Frequency and the Determinants of Debt Maturity
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