Mika Vaihekoski : Citation Profile


Are you Mika Vaihekoski?

Turun Yliopisto

7

H index

5

i10 index

134

Citations

RESEARCH PRODUCTION:

21

Articles

8

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 5
   Journals where Mika Vaihekoski has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 15 (10.07 %)

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: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

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)

John (Fedorova), Elena (6)

Liu, Xiaochun (6)

Liu, Xiaochun (6)

Liu, Xiaochun (6)

Anwar, Sajid (4)

Jorda, Oscar (3)

Taylor, Alan (3)

Kinnunen, Jyri (3)

Schularick, Moritz (3)

Ojah, Kalu (3)

Cites to:

Harvey, Campbell (38)

Bekaert, Geert (13)

Ferson, Wayne (11)

Dumas, Bernard (8)

Engle, Robert (7)

Goriaev, Alexei (6)

merton, robert (6)

La Porta, Rafael (5)

Lopez-de-Silanes, Florencio (5)

French, Kenneth (5)

Campbell, John (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
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
Bank of Finland Research Discussion Papers / Bank of Finland4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Mika Vaihekoski (2022 and 2021)


YearTitle of citing document
2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:488-500.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:11:y:2021:i:6:p:488-500:id:2101.

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2023The effect of systems of management controls on honesty in managerial reporting. (2023). Krishnan, Ranjani ; Gallani, Susanna ; Deore, Aishwarrya. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:105:y:2023:i:c:s036136822200068x.

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2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

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2022Understanding the pricing of currency risk in global equity markets. (2022). Wu, Ying ; Karolyi, Andrew G. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000505.

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2022The effects of layoffs and plant closings on manufacturers’ market value. (2022). Favreau, Charles ; Atkins, Ryan . In: International Journal of Production Economics. RePEc:eee:proeco:v:245:y:2022:i:c:s0925527321003686.

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2023A pairs trading strategy based on mixed copulas. (2023). Caldeira, Joo F ; Ziegelmann, Flavio A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:16-34.

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2022Techno-economic assessment of CO2 capture possibilities for oil shale power plants. (2022). Sander, Priit ; Hazak, Aaro ; Neshumayev, Dmitri ; Saia, Artjom ; Konist, Alar ; Jarvik, Oliver. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:169:y:2022:i:c:s136403212200819x.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2022Five decades of research on capital budgeting – A systematic review and future research agenda. (2022). Abedin, Mohammad Zoynul ; Colombage, Sisira ; Kumar, Satish ; Sureka, Riya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002300.

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2022Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method. (2022). Muteba, John Weirstrass ; Mudiangombe, Benjamin Mudiangombe. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:3:p:72-:d:894924.

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2023Different Market Segmentations of Dividend Policies: A Dynamic Panel Data Analysis. (2023). Shafai, Nor Anis. In: GATR Journals. RePEc:gtr:gatrjs:afr222.

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2022Structural Equation Modelling Approach to Evaluating Capital Budgeting Factors in Oman . (2022). Aro-Gordon, Stephen. In: GATR Journals. RePEc:gtr:gatrjs:jfbr203.

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2022Variation de risque mondial, local et de change sur les marches boursiers. (2022). Ellouz, Siwar ; Sebai, Lamia. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:2:n:388.

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2021Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market. (2021). Aggarwal, Navdeep. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09317-1.

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2022Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy. (2022). Yang, Xiao Guang ; Du, Helen S ; Zhang, Shu. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10169-8.

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2023What restricts SMEs from adopting sophisticated capital budgeting practices?. (2023). Theodoraki, Christina ; Mukherjee, Deepraj ; Kumar, Satish ; Sureka, Riya. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:1:d:10.1007_s11187-022-00648-z.

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2021Profitability and Leverage as Determinants of Dividend Policy: Evidence of Turkish Financial Firms. (2021). Abdullah, Hariem. In: MPRA Paper. RePEc:pra:mprapa:112134.

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2021Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment. (2021). Ferraro, Giovanna ; Pierini, Andrea ; Naccarato, Alessia. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03225-y.

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2022.

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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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article5
2013Determinants of capital budgeting methods and hurdle rates in Nordic firms In: Accounting and Finance.
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article7
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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article1
2022Helsinki Stock Exchange: trading and listed securities, 1912–1981 In: Financial History Review.
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article0
2008Pricing of global and local sources of risk in Russian stock market In: Emerging Markets Review.
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article22
2019Expected and realized returns in conditional asset pricing models: A new testing approach In: Journal of Empirical Finance.
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article0
2014Dividend policy in Nordic listed firms In: Global Finance Journal.
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article6
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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article11
2011Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009.(2011) In: Discussion Papers.
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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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article22
2007International asset pricing models and currency risk: Evidence from Finland 1970-2004 In: Journal of Banking & Finance.
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article13
2009Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions In: International Journal of Production Economics.
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article5
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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article15
2007Time-varying global and local sources of risk in Russian stock market.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 15
paper
2010A new value-weighted total return index for the Finnish stock market In: Research in International Business and Finance.
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article4
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2009Global and Local Sources of Risk in Eastern European Emerging Stock Markets In: Czech Journal of Economics and Finance (Finance a uver).
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article8
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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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article7
2011History of financial research and education in Finland In: The European Journal of Finance.
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article0
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2002World capital markets and Finnish stock returns In: The European Journal of Finance.
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article4
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team