Mika Vaihekoski : Citation Profile


Are you Mika Vaihekoski?

Turun Yliopisto

7

H index

4

i10 index

103

Citations

RESEARCH PRODUCTION:

18

Articles

8

Papers

RESEARCH ACTIVITY:

   16 years (1998 - 2014). See details.
   Cites by year: 6
   Journals where Mika Vaihekoski has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 14 (11.97 %)

EXPERT IN:

   General Financial Markets
   Portfolio Choice; Investment Decisions
   Asset Pricing; Trading Volume; Bond Interest Rates
   Financial Forecasting and Simulation
   Corporate Finance and Governance

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva226
   Updated: 2018-12-08    RAS profile: 2018-11-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Liljeblom, Eva (2)

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

Is cited by:

Al-Shboul, Mohammad (8)

Liu, Xiaochun (6)

Jorda, Oscar (5)

John (Fedorova), Elena (5)

Anwar, Sajid (4)

Wong, Yuen Meng (2)

Chiang, Thomas (2)

Puch, Luis (2)

Waldenström, Daniel (2)

Ojah, Kalu (2)

Kinnunen, Jyri (2)

Cites to:

Harvey, Campbell (38)

Bekaert, Geert (12)

Ferson, Wayne (11)

Engle, Robert (7)

merton, robert (6)

Shleifer, Andrei (5)

La Porta, Rafael (5)

Fama, Eugene (5)

Lopez-de-Silanes, Florencio (5)

Jagannathan, Ravi (5)

Jorion, Philippe (5)

Main data


Where Mika Vaihekoski has published?


Journals with more than one article published# docs
Finnish Economic Papers3
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mika Vaihekoski (2018 and 2017)


YearTitle of citing document
2018The Rate of Return on Everything, 1870-2015. (2018). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6899.

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2017The Rate of Return on Everything, 1870-2015. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina ; Jordi, Iscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12509.

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2017Adjusting Consumption Based Capital Asset Pricing Model within the Framework of an Open Economy: The Case of Iran. (2017). Bahrami, Jaber ; Rasekhi, Saeed ; Roshan, Reza ; Pahlavani, Mosayeb . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-41.

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2018High-frequency Pairs Trading on a Small Stock Exchange. (2018). Mikkelsen, Andreas ; Kjarland, Frode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-11.

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2017Relative reliability and the recognisable firm: Calculating goodwill impairment value. (2017). Huikku, Jari ; Silvola, Hanna ; Mouritsen, Jan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:56:y:2017:i:c:p:68-83.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2017Dividend policy: A selective review of results from around the world. (2017). Booth, Laurence ; Zhou, Jun . In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:1-15.

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2017Comovements of Stock Markets between Turkey and Global Countries. (2017). Chiang, Thomas ; Bayraktar, Sema . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:250-275.

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2017Searching for Inefficiencies in Exchange Rate Dynamics. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:3:d:10.1007_s10614-016-9567-2.

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2017A good pair: alternative pairs-trading strategies. (2017). Smith, Richard ; Xu, Xun. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0280-x.

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2017The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine. (2017). Neuenkirch, Matthias ; Hoffmann, Manuel . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0321-3.

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2017The Rate of Return on Everything, 1870–2015. (2017). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina. In: NBER Working Papers. RePEc:nbr:nberwo:24112.

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2017Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (2017). John (Fedorova), Elena ; Wallenius, Laura ; Collan, Mikael ; Ahmed, Sheraz . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2017:y:2017:i:1:id:594:p:55-71.

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2018Interrelationship between DAX Index and Four Largest Eastern European Stock Markets. (2018). Ivkov, Dejan ; Milenkovi, Ivan ; Njegi, Jovan. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:88-103.

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2018Pairs trading: the case of Norwegian seafood companies. (2018). Mikkelsen, Andreas. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:303-318.

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Works by Mika Vaihekoski:


YearTitleTypeCited
2014Equity premium in Finland and long-term performance of the Finnish equity and money markets In: Cliometrica, Journal of Historical Economics and Econometric History.
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article3
2013Determinants of capital budgeting methods and hurdle rates in Nordic firms In: Accounting and Finance.
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article2
2008Corporate Real Estate Sale and Leaseback Effect: Empirical Evidence from Europe In: European Financial Management.
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article2
2001Sources of Capital Market Segmentation: Empirical Evidence from Finland In: The Financial Review.
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article2
2008Global and local sources of risk in Eastern European emerging stock markets In: BOFIT Discussion Papers.
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paper9
2009Global and Local Sources of Risk in Eastern European Emerging Stock Markets.(2009) In: Czech Journal of Economics and Finance (Finance a uver).
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This paper has another version. Agregated cites: 9
article
2008History of finance research and education in Finland : the first thirty years In: Research Discussion Papers.
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paper1
2009A new value-weighted total return index for the Finnish stock market In: Research Discussion Papers.
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paper3
2010A new value-weighted total return index for the Finnish stock market.(2010) In: Research in International Business and Finance.
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This paper has another version. Agregated cites: 3
article
2011Descriptive analysis of Finnish equity, bond and money market returns In: Research Discussion Papers.
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paper7
2014Descriptive analysis of the Finnish stock market : Part II In: Research Discussion Papers.
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paper1
2008Pricing of global and local sources of risk in Russian stock market In: Emerging Markets Review.
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article15
2014Dividend policy in Nordic listed firms In: Global Finance Journal.
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article2
2012Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 In: Journal of International Financial Markets, Institutions and Money.
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article7
2011Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2012Profitability of pairs trading strategy in an illiquid market with multiple share classes In: Journal of International Financial Markets, Institutions and Money.
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article15
2007International asset pricing models and currency risk: Evidence from Finland 1970-2004 In: Journal of Banking & Finance.
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article10
2009Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions In: International Journal of Production Economics.
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article3
2010Time-varying global and local sources of market and currency risks in Russian stock market In: International Review of Economics & Finance.
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article10
2007Time-varying global and local sources of risk in Russian stock market.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1998Short-term returns and the predictability of Finnish stock returns In: Finnish Economic Papers.
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article0
1998Short-term returns and the predictability of Finnish stock returns.(1998) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2000Unconditional international asset pricing models: empirical tests In: Finnish Economic Papers.
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article0
2007Global Market and Currency Risk in Finnish Stock Market In: Finnish Economic Papers.
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article2
2009Pricing of liquidity risk: empirical evidence from Finland In: Applied Financial Economics.
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article5
2002World capital markets and Finnish stock returns In: The European Journal of Finance.
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article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team