Details about Sami Vähämaa

Access statistics for papers by Sami Vähämaa.

Last updated 2012-04-27. Update your information in the RePEc Author Service.

Short-id: pvh1

Working Papers

2005

1. Cross-dynamics of volatility term structures implied by foreign exchange options
   Working Paper Series, European Central Bank
   See also Journal Article in Journal of Economics and Business (2009)

2004

2. Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article in Journal of Economics and Business (2005)

Journal Articles

2012

1. Did Good Corporate Governance Improve Bank Performance during the Financial Crisis?
   Journal of Financial Services Research, 2012, 41, (1), 19-35

2011

2. Cross‐dynamics of exchange rate expectations: a wavelet analysis
   International Journal of Finance & Economics, 2011, 16, (3), 205-217
3. Profitability and diversification benefits of momentum strategies on commodity index futures
   International Journal of Accounting and Finance, 2011, 3, (1), 21-32
4. The 'Dogs of the Dow' strategy revisited: Finnish evidence
   European Journal of Finance, 2011, 17, (5-6), 451-469

2010

5. Female executives and earnings management
   Managerial Finance, 2010, 36, (7), 629-645
6. Terrorism and Stock Market Sentiment
   The Financial Review, 2010, 45, (2), 263-275
7. Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?
   Research in International Business and Finance, 2010, 24, (1), 75-81

2009

8. A note on the impact of scheduled macroeconomic news announcements on implied volatility
   Applied Economics Letters, 2009, 16, (18), 1783-1789
9. Central bank interventions and implied exchange rate correlations
   Journal of Empirical Finance, 2009, 16, (5), 862-873
10. Cross-dynamics of volatility term structures implied by foreign exchange options
    Journal of Economics and Business, 2009, 61, (5), 355-375
    See also Working Paper (2005)
11. Production functions and productivity of family firms: Evidence from the S&P 500
    The Quarterly Review of Economics and Finance, 2009, 49, (2), 295-307

2007

12. Why does the correlation between stock and bond returns vary over time?
    Applied Financial Economics, 2007, 18, (2), 139-151

2006

13. Implied volatility linkages among major European currencies
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (2), 87-103 View citations (3)
14. The Free Cash Flow Anomaly Revisited: Finnish Evidence
    Journal of Business Finance & Accounting, 2006, 33, (7-8), 961-978

2005

15. Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
    Journal of Economics and Business, 2005, 57, (1), 23-38
    See also Working Paper (2004)