Details about Sami Vähämaa

Access statistics for papers by Sami Vähämaa.

Last updated 2023-11-07. 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 View citations (4)
   See also Journal Article Cross-dynamics of volatility term structures implied by foreign exchange options, Journal of Economics and Business, Elsevier (2009) View citations (7) (2009)
2. What moves option-implied bond market expectations?
   Munich Reprints in Economics, University of Munich, Department of Economics View citations (12)
   See also Journal Article What moves option‐implied bond market expectations?, Journal of Futures Markets, John Wiley & Sons, Ltd. (2005) View citations (8) (2005)

2004

3. Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
   Working Paper Series, European Central Bank View citations (3)
   See also Journal Article Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB, Journal of Economics and Business, Elsevier (2005) View citations (8) (2005)

Journal Articles

2023

1. Facial attractiveness and CEO compensation: Evidence from the banking industry
   Journal of Economics and Business, 2023, 123, (C) View citations (6)

2022

2. Does lesbian and gay friendliness pay off? A new look at LGBT policies and firm performance
   Accounting and Finance, 2022, 62, (1), 213-242 View citations (6)

2021

3. Age, gender, and risk‐taking: Evidence from the S&P 1500 executives and market‐based measures of firm risk
   Journal of Business Finance & Accounting, 2021, 48, (9-10), 1988-2014 View citations (2)
4. Bank liquidity creation and systemic risk
   Journal of Banking & Finance, 2021, 123, (C) View citations (12)

2020

5. Another look at value and momentum: volatility spillovers
   Review of Quantitative Finance and Accounting, 2020, 55, (4), 1459-1479 View citations (4)
6. Female leadership and bank risk-taking: Evidence from the effects of real estate shocks on bank lending performance and default risk
   Journal of Business Research, 2020, 117, (C), 897-909 View citations (19)

2019

7. Managerial risk-taking incentives and the systemic risk of financial institutions
   Review of Quantitative Finance and Accounting, 2019, 53, (4), 1229-1258 View citations (8)

2018

8. Ethical Reputation of Financial Institutions: Do Board Characteristics Matter?
   Journal of Business Ethics, 2018, 148, (3), 489-510 View citations (20)
9. Evaluating publications across business disciplines: Inferring interdisciplinary “exchange rates” from intradisciplinary author rankings
   Journal of Business Research, 2018, 84, (C), 220-232 View citations (2)

2017

10. Measuring systemic risk: A comparison of alternative market-based approaches
    Finance Research Letters, 2017, 21, (C), 40-46 View citations (33)

2015

11. Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry During the Financial Crisis
    Journal of Business Ethics, 2015, 131, (3), 577-594 View citations (106)
12. Corporate governance and the systemic risk of financial institutions
    Journal of Economics and Business, 2015, 82, (C), 42-61 View citations (24)

2014

13. Does the decision to issue public debt affect firm valuation? Russian evidence
    Emerging Markets Review, 2014, 20, (C), 136-151 View citations (4)
14. Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations
    Journal of Futures Markets, 2014, 34, (4), 346-373 View citations (2)
15. Value versus growth in IPOs: New evidence from Finland
    Research in International Business and Finance, 2014, 31, (C), 17-31 View citations (4)

2013

16. Bank Corporate Governance and Real Estate Lending During the Financial Crisis
    Journal of Real Estate Research, 2013, 35, (3), 313-344 View citations (11)
17. Debt source choices and stock market performance of Russian firms during the financial crisis
    Emerging Markets Review, 2013, 15, (C), 148-159 View citations (7)
18. US presidential elections and implied volatility: The role of political uncertainty
    Journal of Banking & Finance, 2013, 37, (3), 1108-1117 View citations (103)

2012

19. Did Good Corporate Governance Improve Bank Performance during the Financial Crisis?
    Journal of Financial Services Research, 2012, 41, (1), 19-35 View citations (66)

2011

20. Cross‐dynamics of exchange rate expectations: a wavelet analysis
    International Journal of Finance & Economics, 2011, 16, (3), 205-217 View citations (30)
21. Profitability and diversification benefits of momentum strategies on commodity index futures
    International Journal of Accounting and Finance, 2011, 3, (1), 21-32 View citations (1)
22. The 'Dogs of the Dow' strategy revisited: Finnish evidence
    The European Journal of Finance, 2011, 17, (5-6), 451-469
23. The Fed's policy decisions and implied volatility
    Journal of Futures Markets, 2011, 31, (10), 995-1010 View citations (12)

2010

24. Terrorism and Stock Market Sentiment
    The Financial Review, 2010, 45, (2), 263-275 View citations (46)
25. 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 View citations (1)

2009

26. A note on the impact of scheduled macroeconomic news announcements on implied volatility
    Applied Economics Letters, 2009, 16, (18), 1783-1789 View citations (5)
27. Central bank interventions and implied exchange rate correlations
    Journal of Empirical Finance, 2009, 16, (5), 862-873 View citations (10)
28. Cross-dynamics of volatility term structures implied by foreign exchange options
    Journal of Economics and Business, 2009, 61, (5), 355-375 View citations (7)
    See also Working Paper Cross-dynamics of volatility term structures implied by foreign exchange options, Working Paper Series (2005) View citations (4) (2005)
29. 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 View citations (14)

2007

30. Why does the correlation between stock and bond returns vary over time?
    Applied Financial Economics, 2007, 18, (2), 139-151 View citations (20)

2006

31. Implied volatility linkages among major European currencies
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (2), 87-103 View citations (41)
32. The Free Cash Flow Anomaly Revisited: Finnish Evidence
    Journal of Business Finance & Accounting, 2006, 33, (7‐8), 961-978 View citations (2)

2005

33. Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
    Journal of Economics and Business, 2005, 57, (1), 23-38 View citations (8)
    See also Working Paper Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB, Working Paper Series (2004) View citations (3) (2004)
34. What moves option‐implied bond market expectations?
    Journal of Futures Markets, 2005, 25, (9), 817-843 View citations (8)
    See also Working Paper What moves option-implied bond market expectations?, Munich Reprints in Economics (2005) View citations (12) (2005)