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The entire DSpace / Asiakasorganisaatiot / DHanken Digital Repository of Hanken School of Economics / Research Reports and Working Papers / Finance7 / 20238 / 20239 / 202310 / 202311 / 202312 / 20231 / 20242 / 20243 / 20244 / 20245 / 20246 / 2024Total
An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns0 3 1 1 1 3 3 2 4 5 5 2 30
An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions1 1 1 1 1 1 2 6 1 1 4 5 25
An Empirical Study of the Mixture of Time and Movements in Prices4 1 3 4 2 1 2 3 0 4 1 3 28
Analysts' Accuracy of Estimation and the Relative Trading Volume1 0 1 1 0 0 0 1 0 0 0 0 4
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 Contagion2 1 2 3 1 1 3 8 0 2 4 2 29
Corporate Governance Mechanisms and Firm Performance:Evidence from Finland3 2 5 0 3 0 0 3 5 4 1 4 30
Do Analysts Leak Information to Preferred Customers?0 7 1 1 2 3 1 2 2 0 2 6 27
Does Uncertainty Affect Investment and Labor Demand?1 1 2 4 3 3 2 0 0 3 3 4 26
Evaluating Option Pricing Models1 1 0 3 5 0 1 0 4 1 2 3 21
Evaluating the Predictability of the Volatility Smile Using Return Distributions0 2 2 2 2 3 0 1 0 0 2 0 14
Examining and Modeling the Dynamics of the Volatility Surface0 2 4 3 1 3 2 1 1 4 3 4 28
Executive Stock Options: Exercise Policy and Market Reaction2 2 1 1 1 1 0 0 0 0 2 1 11
Factors Driving Stock Option Grants - Empirical Evidence from Finland2 1 3 2 4 1 2 3 4 3 1 0 26
Hedging Options with Different Time Units in the Pricing Models0 1 2 0 3 1 0 3 6 1 5 3 25
How Do Different Types of Investors React to New Financial Statement Information?8 2 3 0 0 4 5 4 1 0 2 3 32
Hyvät pahat pörssiyhtiöt?5 5 7 4 7 2 3 4 6 5 5 2 55
International Portfolio Investments and The Informational Value of Trade0 1 4 18 25 2 1 1 0 2 2 3 59
Intraday and Weekend Volatility Patterns- Implications for Option Pricing3 9 25 16 16 15 16 15 27 26 33 26 227
Intraday Linkages across International Equity Markets2 2 3 4 2 4 0 2 1 3 1 0 24
Intraday Seasonalities and Macroeconomic News Announcements3 1 1 1 4 1 4 1 2 7 3 2 30
Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns0 1 1 3 1 2 1 1 2 2 6 3 23
Monetary Policy, Stock Price Misalignments and Macroeconomic Instability3 0 2 0 2 0 1 1 6 2 4 1 22
New Evidence on the Properties of the Financial Statement Information Pricing Process1 1 2 2 2 3 0 3 2 2 2 2 22
On the Importance of Mutual Fund Families in Emerging Markets1 4 1 2 2 1 0 1 2 1 0 3 18
Overconfidence and investor size5 3 0 2 2 1 1 1 3 2 1 2 23
Owners' Way or the Highway: Short-term Expectations and Owner Impatience0 0 0 0 2 1 2 1 2 2 2 1 13
Performance of Finnish Mutual Funds: A Decomposition Approach0 0 2 3 1 2 0 3 5 3 5 1 25
Performance Persistence of International Stock Funds1 0 2 2 2 3 1 3 3 3 1 2 23
Pricing Index Options with Stochastic Volatility0 1 1 2 1 4 1 1 9 4 0 1 25
Real Estate Investment and Uncertainty: Econometric Modelling using Finnish Data2 1 2 3 1 0 3 2 1 3 1 3 22
Share Repurchases, Dividends, and Executive Options1 2 2 4 1 2 2 3 5 2 5 46 75
Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets0 0 0 1 1 1 0 1 1 2 2 1 10
Stock Option Compensation in Finland: An Analysis of Economic Determinants, Contracting Frequency, and Design1 1 2 1 0 1 0 2 1 4 0 1 14
Swedish Premium Pension Funds: Attributes and Performance2 1 2 1 1 0 2 1 7 2 2 0 21
Technology-related peso problems in stock returns2 1 2 1 3 1 0 3 3 2 3 3 24
Test of the Clustering Hypothesis in the Helsinki Exchanges2 2 2 1 1 0 0 4 2 2 1 2 19
Tests for Abnormal Returns under Weak Cross Sectional Dependence7 5 2 3 7 5 6 2 7 5 3 2 54
The Day of the Week Effect and Option Pricing - A Study of the German Option Market0 3 1 1 3 1 1 2 4 1 4 2 23
The expiration day effect of indexoptions and index futures on the underlying shares3 0 0 3 1 1 3 6 5 4 3 2 31
The Impact of FDI on International Portfolio Investments1 3 1 2 2 1 3 0 2 7 4 1 27
The Impact of New Capital Requirements on the Portfolio Decisions of Finnish Pension Institutions0 1 2 1 0 1 1 0 0 0 0 1 7
The impact of stock option incentives on investment and firm value3 4 0 1 3 0 2 2 15 7 23 49 109
The Influence of World Factors on Finnish Stock Market Volatility0 0 1 2 3 1 3 0 0 1 2 1 14
The Negative News Threshold - an Explanation for Negative Skewness in Stock Returns2 5 1 1 0 1 0 4 0 0 4 2 20
The Pricing of American Put Options on Stock with Dividends1 4 5 9 6 1 5 3 6 5 5 2 52
Unrealized expectations of jumps in volatility: An explanation to the low and time-varying predictive power of implied volatility0 0 5 7 3 1 5 2 1 0 2 2 28
Volatility Smile Dynamics in Scenario Analysis0 1 3 2 2 1 3 1 1 2 2 1 19
What Determines Stock Option Contract Design?0 0 0 0 0 5 18 5 3 1 3 8 43
Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models5 3 5 4 4 2 4 2 1 4 4 6 44
With Good Reputation Size Does not Matter: Issue Frequency and the Determinants of Debt Maturity3 4 3 1 3 2 3 4 1 3 2 3 32