EconPapers    
Economics at your fingertips  
 

Details about Mika Vaihekoski

Homepage:http://users.utu.fi/moovai/
Postal address:Turku School of Economics, Department of Accounting and Finance, 20014 University of Turku Finland
Workplace:Laskentatoimen ja rahoituksen laitos (Department of Accounting and Finance), Turun Kauppakorkeakoulu (Turku School of Economics), Turun Yliopisto (University of Turku), (more information at EDIRC)

Access statistics for papers by Mika Vaihekoski.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pva226


Jump to Journal Articles

Working Papers

2014

  1. Descriptive analysis of the Finnish stock market: Part II
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads

2011

  1. Descriptive analysis of Finnish equity, bond and money market returns
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads View citations (1)
  2. Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009
    Discussion Papers, Aboa Centre for Economics Downloads
    See also Journal Article Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) Downloads View citations (11) (2012)

2009

  1. A new value-weighted total return index for the Finnish stock market
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads View citations (1)
    See also Journal Article A new value-weighted total return index for the Finnish stock market, Research in International Business and Finance, Elsevier (2010) Downloads View citations (8) (2010)

2008

  1. Global and local sources of risk in Eastern European emerging stock markets
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads View citations (1)
    See also Journal Article Global and Local Sources of Risk in Eastern European Emerging Stock Markets, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2009) Downloads View citations (9) (2009)
  2. History of finance research and education in Finland: the first thirty years
    Bank of Finland Research Discussion Papers, Bank of Finland Downloads
    See also Journal Article History of financial research and education in Finland, The European Journal of Finance, Taylor & Francis Journals (2011) Downloads (2011)

2007

  1. Time-varying global and local sources of risk in Russian stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article Time-varying global and local sources of market and currency risks in Russian stock market, International Review of Economics & Finance, Elsevier (2010) Downloads View citations (13) (2010)

1998

  1. Short-term returns and the predictability of Finnish stock returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Short-term returns and the predictability of Finnish stock returns, Finnish Economic Papers, Finnish Economic Association (1998) Downloads View citations (2) (1998)

Journal Articles

2024

  1. Revisiting Stock Market Index for the Helsinki Stock Exchange 1912–1981
    JRFM, 2024, 17, (3), 1-14 Downloads

2023

  1. Countercyclical and time-varying reward to risk and the equity premium
    Research in International Business and Finance, 2023, 66, (C) Downloads

2022

  1. Helsinki Stock Exchange: trading and listed securities, 1912–1981
    Financial History Review, 2022, 29, (3), 326-341 Downloads

2019

  1. Expected and realized returns in conditional asset pricing models: A new testing approach
    Journal of Empirical Finance, 2019, 52, (C), 220-236 Downloads

2014

  1. Dividend policy in Nordic listed firms
    Global Finance Journal, 2014, 25, (2), 124-135 Downloads View citations (7)
  2. Equity premium in Finland and long-term performance of the Finnish equity and money markets
    Cliometrica, Journal of Historical Economics and Econometric History, 2014, 8, (2), 241-269 Downloads View citations (7)

2013

  1. Determinants of capital budgeting methods and hurdle rates in Nordic firms
    Accounting and Finance, 2013, 53, (1), 85-110 Downloads View citations (10)

2012

  1. Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (1), 120-136 Downloads View citations (11)
    See also Working Paper Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009, Discussion Papers (2011) Downloads (2011)
  2. Profitability of pairs trading strategy in an illiquid market with multiple share classes
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (5), 1188-1201 Downloads View citations (23)

2011

  1. History of financial research and education in Finland
    The European Journal of Finance, 2011, 17, (5-6), 339-354 Downloads
    See also Working Paper History of finance research and education in Finland: the first thirty years, Bank of Finland Research Discussion Papers (2008) Downloads (2008)

2010

  1. A new value-weighted total return index for the Finnish stock market
    Research in International Business and Finance, 2010, 24, (3), 267-283 Downloads View citations (8)
    See also Working Paper A new value-weighted total return index for the Finnish stock market, Bank of Finland Research Discussion Papers (2009) Downloads View citations (1) (2009)
  2. Time-varying global and local sources of market and currency risks in Russian stock market
    International Review of Economics & Finance, 2010, 19, (4), 686-697 Downloads View citations (13)
    See also Working Paper Time-varying global and local sources of risk in Russian stock market, MPRA Paper (2007) Downloads View citations (3) (2007)

2009

  1. Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions
    International Journal of Production Economics, 2009, 117, (2), 427-438 Downloads View citations (7)
  2. Global and Local Sources of Risk in Eastern European Emerging Stock Markets
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (1), 2-19 Downloads View citations (9)
    See also Working Paper Global and local sources of risk in Eastern European emerging stock markets, BOFIT Discussion Papers (2008) Downloads View citations (1) (2008)
  3. Pricing of liquidity risk: empirical evidence from Finland
    Applied Financial Economics, 2009, 19, (19), 1547-1557 Downloads View citations (7)

2008

  1. Corporate Real Estate Sale and Leaseback Effect: Empirical Evidence from Europe
    European Financial Management, 2008, 14, (4), 820-843 Downloads View citations (2)
  2. Pricing of global and local sources of risk in Russian stock market
    Emerging Markets Review, 2008, 9, (1), 40-56 Downloads View citations (24)

2007

  1. Global Market and Currency Risk in Finnish Stock Market
    Finnish Economic Papers, 2007, 20, (1), 72-88 Downloads View citations (3)
  2. International asset pricing models and currency risk: Evidence from Finland 1970-2004
    Journal of Banking & Finance, 2007, 31, (9), 2571-2590 Downloads View citations (19)

2002

  1. World capital markets and Finnish stock returns
    The European Journal of Finance, 2002, 8, (3), 322-343 Downloads View citations (8)

2001

  1. Sources of Capital Market Segmentation: Empirical Evidence from Finland
    The Financial Review, 2001, 36, (2), 139-59 View citations (2)

2000

  1. Unconditional international asset pricing models: empirical tests
    Finnish Economic Papers, 2000, 13, (2), 71-88 Downloads View citations (1)

1998

  1. Short-term returns and the predictability of Finnish stock returns
    Finnish Economic Papers, 1998, 11, (1), 19-36 Downloads View citations (2)
    See also Working Paper Short-term returns and the predictability of Finnish stock returns, MPRA Paper (1998) Downloads View citations (2) (1998)
 
Page updated 2024-06-14