Citation profile for Jyri Kinnunen

Jyri Kinnunen : Citation Profile

Hanken Svenska Handelshögskolan

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 4
   Journals where Jyri Kinnunen has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 4 (12.5 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki416
   Updated: 2023-05-27    RAS profile: 2023-03-16
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jyri Kinnunen.

Is cited by:

JAWADI, Fredj (2)

Kutan, Ali (2)

Zhou, Wei-Xing (2)

Sohag, Kazi (2)

Shanaev, Savva (1)

Payne, James (1)

Berezinets, Irina (1)

Narayan, Paresh (1)

Liu, Xiaochun (1)

Narayan, Seema (1)

Liu, Xiaochun (1)

Cites to:

merton, robert (11)

Engle, Robert (8)

Campbell, John (8)

Grossman, Sanford (7)

Lim, Kian-Ping (7)

Harvey, Campbell (7)

Bekaert, Geert (6)

Shiller, Robert (6)

Lo, Andrew (6)

Nyberg, Henri (5)

Ang, Andrew (5)

Main data

Where Jyri Kinnunen has published?

Recent works citing Jyri Kinnunen (2022 and 2021)

Year	Title of citing document
2021	Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115. Full description at Econpapers \|\| Download paper
2021	Intertemporal asset pricing with bitcoin. (2021). Payne, James ; Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00904-x. Full description at Econpapers \|\| Download paper

Works by Jyri Kinnunen:

Year	Title	Type	Cited
2015	Expected returns and idiosyncratic risk: Industry-level evidence from Russia In: BOFIT Discussion Papers. [Full Text][Citation analysis]	paper	1
2013	Dynamic return predictability in the Russian stock market In: Emerging Markets Review. [Full Text][Citation analysis]	article	11
2017	Dynamic cross-autocorrelation in stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	0
2014	Risk-return trade-off and serial correlation: Do volume and volatility matter? In: Journal of Financial Markets. [Full Text][Citation analysis]	article	14
2017	Expected Returns and Idiosyncratic Risk: Industry-Level Evidence from Russia In: Emerging Markets Finance and Trade. [Full Text][Citation analysis]	article	2
	.() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	paper
2017	Dynamic Autocorrelation and International Portfolio Allocation In: Multinational Finance Journal. [Full Text][Citation analysis]	article	0
2020	A Reply to the Discussion of “What Turns the Taxman On? Tax Aggressiveness, Financial Statement Audits, and Tax Return Adjustments in Small Private Companies” In: The International Journal of Accounting (TIJA). [Full Text][Citation analysis]	article	0