Eero Pätäri : Citation Profile


Are you Eero Pätäri?

Lappeenrannan Teknillinen Yliopisto

4

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0

i10 index

42

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 4
   Journals where Eero Pätäri has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 5 (10.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppt3
   Updated: 2022-05-21    RAS profile: 2020-01-23    
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Relations with other researchers


Works with:

Garanina, Tatiana (2)

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

Is cited by:

Zhou, Wei-Xing (2)

Vähämaa, Sami (2)

Gil-Alana, Luis (1)

Kutan, Ali (1)

Zaremba, Adam (1)

Kerstens, Kristiaan (1)

Brandouy, Olivier (1)

Caporale, Guglielmo Maria (1)

Andriosopoulos, Dimitris (1)

Cites to:

French, Kenneth (22)

Fama, Eugene (16)

Bird, Ron (15)

Ledoit, Olivier (10)

Wolf, Michael (10)

Casavecchia, Lorenzo (9)

Titman, Sheridan (8)

Billio, Monica (6)

Pérez de Gracia, Fernando (6)

Campbell, John (6)

Calès, Ludovic (6)

Main data


Where Eero Pätäri has published?


Journals with more than one article published# docs
European Journal of Operational Research2

Recent works citing Eero Pätäri (2021 and 2020)


YearTitle of citing document
2021Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012- 2017. (2021). Maza, Francisco Javier ; Luna, Jorge Armando ; Balseiro, Hctor Daro. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019653.

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2021Extending the Fama and French model with a long term memory factor. (2021). POUCHKAREV, I ; Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Lopez-Garcia, M N. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2022Investor attention, information acquisition, and value premium: A mispricing perspective. (2022). Oriani, Raffaele ; Ahmad, Fawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002921.

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2020Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

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2021Grouped data, investment committees & multicriteria portfolio selection. (2021). Hassapis, Christis ; Doukas, Haris ; Xidonas, Panos. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:205-222.

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2020Directional distance based diversification super-efficiency DEA models for mutual funds. (2020). Li, Zongxin ; Lin, Ruiyue. In: Omega. RePEc:eee:jomega:v:97:y:2020:i:c:s0305048319301379.

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2021False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827.

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2022Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits. (2022). Paul, Justin ; Yadav, Surendra Singh ; Kashiramka, Smita ; Thomas, Nisha Mary. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:95-121.

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2021Methodology for Building Traders Investment Strategy Based on Assessment of the Market Value of the Company. (2021). Zemlianska, Nataliia ; Wielki, Janusz ; Sytnik, Inessa ; Stopochkin, Artem. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:913-935.

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2021AHP–TOPSIS Methodology for Stock Portfolio Investments. (2021). Manotas, Diego Fernando ; Escobar, John Willmer ; Vasquez, Jaime Alberto. In: Risks. RePEc:gam:jrisks:v:10:y:2021:i:1:p:4-:d:711692.

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2022A New Strategy for Short-Term Stock Investment Using Bayesian Approach. (2022). Nguyen-Trang, Thao ; Le-Dai, Nghiep ; Che-Ngoc, HA ; Vo-Van, Tai . In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10115-8.

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2020Another look at value and momentum: volatility spillovers. (2020). Vähämaa, Sami ; Grobys, Klaus. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00880-2.

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2021Are stock prices driven by expected growth rather than discount rates? Evidence based on the COVID-19 crisis. (2021). Zimmermann, Heinz ; Boni, Pascal. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00070-x.

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2022Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia. (2022). Shaharuddin, Shahrin Saaid ; Abd, Mohd Edil ; Munir, Ali Fayyaz. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068490.

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2020Training trees on tails with applications to portfolio choice. (2020). Coqueret, Guillaume ; Guida, Tony. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03539-2.

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2021Fuzzy Analytic Hierarchy Process in a Graphical Approach. (2021). Kiersztyn, Adam ; Pedrycz, Witold ; Karczmarek, Pawe. In: Group Decision and Negotiation. RePEc:spr:grdene:v:30:y:2021:i:2:d:10.1007_s10726-020-09719-6.

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2020Efficient market hypothesis: a ruinous implication for Portugese stock market. (2020). Hajilee, Massomeh ; Metghalchi, Massoud ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09514-8.

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2020Trend following with momentum versus moving averages: a tale of differences. (2020). Giner, Javier ; Zakamulin, Valeriy. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:6:p:985-1007.

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Works by Eero Pätäri:


YearTitleTypeCited
2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS In: Journal of Economic Surveys.
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article9
2012Enhancement of equity portfolio performance using data envelopment analysis In: European Journal of Operational Research.
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article8
2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence In: European Journal of Operational Research.
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article8
2010Enhancement of value portfolio performance using data envelopment analysis In: Studies in Economics and Finance.
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article2
2018Enhancement of value investing strategies based on financial statement variables: the German evidence In: Review of Quantitative Finance and Accounting.
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article2
2016Performance of Moving Average Trading Rules in a Volatile Stock Market: The Russian Evidence In: Emerging Markets Finance and Trade.
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article2
2017The anatomy of returns from moving average trading rules in the Russian stock market In: Applied Economics Letters.
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article0
2014Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence In: Applied Economics.
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article9
2019The changing role of emerging and frontier markets in global portfolio diversification In: Cogent Economics & Finance.
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article2

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