Details about Matti Keloharju

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Short-id: pke264

Working Papers

2019

1. Long-Term Discount Rates Do Not Vary Across Firms
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2014

2. Common Factors in Return Seasonalities
   NBER Working Papers, National Bureau of Economic Research, Inc

2006

3. Sensation Seeking, Overconfidence, and Trading Activity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Sensation Seeking, Overconfidence, and Trading Activity, Journal of Finance, American Finance Association (2009) View citations (255) (2009)

2004

4. A descriptive analysis of the Finnish treasury bond market 1991–1999
   Finance, University Library of Munich, Germany View citations (7)
5. Do Retail Incentives Work in Privatizations?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Do Retail Incentives Work in Privatizations?, The Review of Financial Studies, Society for Financial Studies (2008) View citations (12) (2008)
6. Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
   Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2003) View citations (1)
7. Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations (5)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (6)
   See also Journal Article Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions, Journal of Finance, American Finance Association (2005) View citations (67) (2005)

2003

8. Strategic Behavior and Underpricing in Uniform Price Auctions
   Working Papers, Fondazione Eni Enrico Mattei View citations (5)

2002

9. Tax-Loss Trading and Wash Sales
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2000) View citations (1)
   Yale School of Management Working Papers, Yale School of Management (2002)
   See also Journal Article Tax-loss trading and wash sales, Journal of Financial Economics, Elsevier (2004) View citations (31) (2004)

2001

10. Distance, Language, and Culture Bias: The Role of Investor Sophistication
    Yale School of Management Working Papers, Yale School of Management View citations (30)
11. What Makes Investors Trade?
    Yale School of Management Working Papers, Yale School of Management View citations (442)

Journal Articles

2012

1. Do Investors Buy What They Know? Product Market Choices and Investment Decisions
   The Review of Financial Studies, 2012, 25, (10), 2921-2958 View citations (38)
2. IQ, trading behavior, and performance
   Journal of Financial Economics, 2012, 104, (2), 339-362 View citations (140)

2011

3. IQ and Stock Market Participation
   Journal of Finance, 2011, 66, (6), 2121-2164 View citations (293)

2009

4. Sensation Seeking, Overconfidence, and Trading Activity
   Journal of Finance, 2009, 64, (2), 549-578 View citations (255)
   See also Working Paper Sensation Seeking, Overconfidence, and Trading Activity, NBER Working Papers (2006) View citations (7) (2006)

2008

5. Do Retail Incentives Work in Privatizations?
   The Review of Financial Studies, 2008, 21, (5), 2061-2095 View citations (12)
   See also Working Paper Do Retail Incentives Work in Privatizations?, CEPR Discussion Papers (2004) View citations (1) (2004)
6. Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors
   The Review of Economics and Statistics, 2008, 90, (4), 735-753 View citations (90)
7. What's New in Finance?
   European Financial Management, 2008, 14, (3), 564-608 View citations (9)

2005

8. Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
   Journal of Finance, 2005, 60, (4), 1865-1902 View citations (67)
   See also Working Paper Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions, University of California at Los Angeles, Anderson Graduate School of Management (2004) View citations (5) (2004)

2004

9. Tax-loss trading and wash sales
   Journal of Financial Economics, 2004, 71, (1), 51-76 View citations (31)
   See also Working Paper Tax-Loss Trading and Wash Sales, NBER Working Papers (2002) View citations (1) (2002)

2002

10. The Distribution of Information among Institutional and Retail Investors in IPOs
    European Financial Management, 2002, 8, (3), 357-372 View citations (8)

2001

11. Why Do Firms Raise Foreign Currency Denominated Debt? Evidence from Finland
    European Financial Management, 2001, 7, (4), 481-496 View citations (60)

2000

12. Earnings cosmetics in a tax-driven accounting environment: evidence from Finnish public firms
    European Accounting Review, 2000, 9, (3), 443-452 View citations (22)
13. Earnings management and expected dividend increases around seasoned share issues: evidence from Finland
    Scandinavian Journal of Management, 2000, 16, (2), 209-228 View citations (5)
14. The investment behavior and performance of various investor types: a study of Finland's unique data set
    Journal of Financial Economics, 2000, 55, (1), 43-67 View citations (661)

1996

15. Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings
    Journal of Banking & Finance, 1996, 20, (9), 1583-1599 View citations (16)

1995

16. The ex-dividend day behaviour of Finnish restricted and unrestricted shares
    Applied Economics Letters, 1995, 2, (12), 467-468 View citations (4)

1993

17. The winner's curse, legal liability, and the long-run price performance of initial public offerings in Finland
    Journal of Financial Economics, 1993, 34, (2), 251-277 View citations (87)