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Details about Sami Vähämaa

E-mail:
Homepage:http://www.uwasa.fi/~sami
Workplace:Laskentatoimen ja Rahoituksen Laitos (Department of Accounting and Finance), Kauppatieteellinen tiedekunta (Faculty of Business Studies), Vaasan yliopisto (University of Vaasa), (more information at EDIRC)
Institut für Weltwirtschaft (IfW) (Kiel Institute for the World Economy), (more information at EDIRC)

Access statistics for papers by Sami Vähämaa.

Last updated 2021-01-19. Update your information in the RePEc Author Service.

Short-id: pvh1


Jump to Journal Articles

Working Papers

2005

  1. Cross-dynamics of volatility term structures implied by foreign exchange options
    Working Paper Series, European Central Bank Downloads View citations (4)
    See also Journal Article in Journal of Economics and Business (2009)
  2. What moves option-implied bond market expectations?
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (9)
    See also Journal Article in Journal of Futures Markets (2005)

2004

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

Journal Articles

2021

  1. Bank liquidity creation and systemic risk
    Journal of Banking & Finance, 2021, 123, (C) Downloads

2020

  1. Another look at value and momentum: volatility spillovers
    Review of Quantitative Finance and Accounting, 2020, 55, (4), 1459-1479 Downloads
  2. 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 Downloads View citations (1)

2019

  1. Managerial risk-taking incentives and the systemic risk of financial institutions
    Review of Quantitative Finance and Accounting, 2019, 53, (4), 1229-1258 Downloads View citations (2)

2018

  1. Ethical Reputation of Financial Institutions: Do Board Characteristics Matter?
    Journal of Business Ethics, 2018, 148, (3), 489-510 Downloads View citations (3)
  2. Evaluating publications across business disciplines: Inferring interdisciplinary “exchange rates” from intradisciplinary author rankings
    Journal of Business Research, 2018, 84, (C), 220-232 Downloads View citations (1)

2017

  1. Measuring systemic risk: A comparison of alternative market-based approaches
    Finance Research Letters, 2017, 21, (C), 40-46 Downloads View citations (14)

2015

  1. 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 Downloads View citations (29)
  2. Corporate governance and the systemic risk of financial institutions
    Journal of Economics and Business, 2015, 82, (C), 42-61 Downloads View citations (10)

2014

  1. Does the decision to issue public debt affect firm valuation? Russian evidence
    Emerging Markets Review, 2014, 20, (C), 136-151 Downloads View citations (3)
  2. Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations
    Journal of Futures Markets, 2014, 34, (4), 346-373 Downloads View citations (2)
  3. Value versus growth in IPOs: New evidence from Finland
    Research in International Business and Finance, 2014, 31, (C), 17-31 Downloads View citations (3)

2013

  1. Bank Corporate Governance and Real Estate Lending During the Financial Crisis
    Journal of Real Estate Research, 2013, 35, (3), 313-344 Downloads View citations (5)
  2. Debt source choices and stock market performance of Russian firms during the financial crisis
    Emerging Markets Review, 2013, 15, (C), 148-159 Downloads View citations (5)
  3. US presidential elections and implied volatility: The role of political uncertainty
    Journal of Banking & Finance, 2013, 37, (3), 1108-1117 Downloads View citations (52)

2012

  1. Did Good Corporate Governance Improve Bank Performance during the Financial Crisis?
    Journal of Financial Services Research, 2012, 41, (1), 19-35 Downloads View citations (37)

2011

  1. Cross‐dynamics of exchange rate expectations: a wavelet analysis
    International Journal of Finance & Economics, 2011, 16, (3), 205-217 View citations (25)
  2. Profitability and diversification benefits of momentum strategies on commodity index futures
    International Journal of Accounting and Finance, 2011, 3, (1), 21-32 Downloads
  3. The 'Dogs of the Dow' strategy revisited: Finnish evidence
    The European Journal of Finance, 2011, 17, (5-6), 451-469 Downloads
  4. The Fed's policy decisions and implied volatility
    Journal of Futures Markets, 2011, 31, (10), 995-1010 Downloads View citations (7)

2010

  1. Female executives and earnings management
    Managerial Finance, 2010, 36, (7), 629-645 Downloads View citations (29)
  2. Terrorism and Stock Market Sentiment
    The Financial Review, 2010, 45, (2), 263-275 Downloads View citations (26)
  3. 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 Downloads View citations (1)

2009

  1. A note on the impact of scheduled macroeconomic news announcements on implied volatility
    Applied Economics Letters, 2009, 16, (18), 1783-1789 Downloads View citations (1)
  2. Central bank interventions and implied exchange rate correlations
    Journal of Empirical Finance, 2009, 16, (5), 862-873 Downloads View citations (5)
  3. Cross-dynamics of volatility term structures implied by foreign exchange options
    Journal of Economics and Business, 2009, 61, (5), 355-375 Downloads View citations (3)
    See also Working Paper (2005)
  4. 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 Downloads View citations (9)

2007

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

2006

  1. Implied volatility linkages among major European currencies
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (2), 87-103 Downloads View citations (27)
  2. The Free Cash Flow Anomaly Revisited: Finnish Evidence
    Journal of Business Finance & Accounting, 2006, 33, (7‐8), 961-978 Downloads View citations (1)

2005

  1. Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
    Journal of Economics and Business, 2005, 57, (1), 23-38 Downloads View citations (5)
    See also Working Paper (2004)
  2. What moves option‐implied bond market expectations?
    Journal of Futures Markets, 2005, 25, (9), 817-843 Downloads View citations (6)
    See also Working Paper (2005)
 
Page updated 2021-02-27