Monthly download statistics
The entire DSpace
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Asiakasorganisaatiot
/
DHanken Digital Repository of Hanken School of Economics
/
Research Reports and Working Papers
/ Finance
7 / 2023
8 / 2023
9 / 2023
10 / 2023
11 / 2023
12 / 2023
1 / 2024
2 / 2024
3 / 2024
4 / 2024
5 / 2024
6 / 2024
Total
An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns
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30
An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions
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25
An Empirical Study of the Mixture of Time and Movements in Prices
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1
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0
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28
Analysts' Accuracy of Estimation and the Relative Trading Volume
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0
1
1
0
0
0
1
0
0
0
0
4
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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8
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29
Corporate Governance Mechanisms and Firm Performance:Evidence from Finland
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1
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30
Do Analysts Leak Information to Preferred Customers?
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27
Does Uncertainty Affect Investment and Labor Demand?
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26
Evaluating Option Pricing Models
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21
Evaluating the Predictability of the Volatility Smile Using Return Distributions
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14
Examining and Modeling the Dynamics of the Volatility Surface
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28
Executive Stock Options: Exercise Policy and Market Reaction
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1
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1
11
Factors Driving Stock Option Grants - Empirical Evidence from Finland
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3
1
0
26
Hedging Options with Different Time Units in the Pricing Models
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1
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6
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25
How Do Different Types of Investors React to New Financial Statement Information?
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32
Hyvät pahat pörssiyhtiöt?
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55
International Portfolio Investments and The Informational Value of Trade
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25
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59
Intraday and Weekend Volatility Patterns- Implications for Option Pricing
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25
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27
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33
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227
Intraday Linkages across International Equity Markets
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24
Intraday Seasonalities and Macroeconomic News Announcements
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7
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30
Maximum Loss Calculation using Scenario Analysis, Heavy Tails and Implied Volatility Patterns
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23
Monetary Policy, Stock Price Misalignments and Macroeconomic Instability
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22
New Evidence on the Properties of the Financial Statement Information Pricing Process
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22
On the Importance of Mutual Fund Families in Emerging Markets
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18
Overconfidence and investor size
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23
Owners' Way or the Highway: Short-term Expectations and Owner Impatience
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13
Performance of Finnish Mutual Funds: A Decomposition Approach
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25
Performance Persistence of International Stock Funds
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23
Pricing Index Options with Stochastic Volatility
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9
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25
Real Estate Investment and Uncertainty: Econometric Modelling using Finnish Data
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Share Repurchases, Dividends, and Executive Options
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Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets
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10
Stock Option Compensation in Finland: An Analysis of Economic Determinants, Contracting Frequency, and Design
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14
Swedish Premium Pension Funds: Attributes and Performance
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Technology-related peso problems in stock returns
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24
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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54
The Day of the Week Effect and Option Pricing - A Study of the German Option Market
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23
The expiration day effect of indexoptions and index futures on the underlying shares
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The Impact of FDI on International Portfolio Investments
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27
The Impact of New Capital Requirements on the Portfolio Decisions of Finnish Pension Institutions
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The impact of stock option incentives on investment and firm value
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109
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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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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19
What Determines Stock Option Contract Design?
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43
Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models
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44
With Good Reputation Size Does not Matter: Issue Frequency and the Determinants of Debt Maturity
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