Details about Jyri Kinnunen

Access statistics for papers by Jyri Kinnunen.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pki416

Working Papers

2015

1. Expected returns and idiosyncratic risk: Industry-level evidence from Russia
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
   See also Journal Article Expected Returns and Idiosyncratic Risk: Industry-Level Evidence from Russia, Emerging Markets Finance and Trade, Taylor & Francis Journals (2017) View citations (4) (2017)

Journal Articles

2020

1. A Reply to the Discussion of “What Turns the Taxman On? Tax Aggressiveness, Financial Statement Audits, and Tax Return Adjustments in Small Private Companies”
   The International Journal of Accounting (TIJA), 2020, 55, (03), 1-4 View citations (1)

2017

2. Dynamic Autocorrelation and International Portfolio Allocation
   Multinational Finance Journal, 2017, 21, (1), 21-48
3. Dynamic cross-autocorrelation in stock returns
   Journal of Empirical Finance, 2017, 40, (C), 162-173
4. Expected Returns and Idiosyncratic Risk: Industry-Level Evidence from Russia
   Emerging Markets Finance and Trade, 2017, 53, (11), 2528-2544 View citations (4)
   See also Working Paper Expected returns and idiosyncratic risk: Industry-level evidence from Russia, BOFIT Discussion Papers (2015) (2015)

2014

5. Risk-return trade-off and serial correlation: Do volume and volatility matter?
   Journal of Financial Markets, 2014, 20, (C), 1-19 View citations (20)

2013

6. Dynamic return predictability in the Russian stock market
   Emerging Markets Review, 2013, 15, (C), 107-121 View citations (14)