Selected publications

Finance

Ahlgren, N. & Antell, J. (2008): "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series." Computational Statistics & Data Analysis. Vol. 52, No. 10, pp. 4754-4767.

Antell, J. & Vaihekoski, M. (2007): "International Asset Pricing Models and Currency Risk: Evidence from Finland 1970-2004." Journal of Banking and Finance, Vol. 31, No. 9, pp. 2571-2590.

Ekholm, A. and D. Pasternack, 2008, "Overconfidence and investor size", European Financial Management, Volume 14 (1), pp 82-98.

Ekholm, A., 2006, "How Do Different Types of Investors React to New Earnings Information?", Journal of Business Finance& Accounting, Volume 33 (1& 2), pp 200-217.

Hussain, S. M., and K. Harju, 2010, "Intraday Seasonalities and Macroeconomic News Announcements", European Financial Management, forthcoming.

Hussain, S.M., 2010, "Simultaneous monetary policy announcements and International stock markets response: An intraday analysis", Journal of Banking and Finance, forthcoming.

Högholm, K., J. Knif and S. Pynnönen, 2010, "Common and local asymmetry and day-of-the-week effects among EU equity markets", Quantitative Finance, (forthcoming)

Högholm, K., and P. Högfeldt, 2000, "A Law and Finance Theory of Strategic Blocking and Preemptive Bidding in Takeovers", Journal of Corporate Finance, Vol. 6, Issue 4, 403-425.

Knif, J., J. Kolari and S. Pynnönen, 2008, "Stock market reaction to good and bad inflation news", Journal of Financial Research, Vol. XXXI, No. 2, 141-166.

Korkeamäki, T.P., Liljeblom, E., and Pasternack, D., 2010, "Tax Reform and Payout Policy: Do Shareholder Clienteles or Payout Policy Adjust?", Journal of Corporate Finance 16, 572-587.

Korkeamaki,T.P., 2005, "Effects of Law on Corporate Financing Practices - International Evidence from Convertible Bond Issues", Journal of Corporate Finance 11, 809-831.

Korkeamaki T.P., and W.T. Moore, 2004, "Convertible Bond Design and Capital Investment: The Role of Call Provisions", Journal of Finance 59, 391-405.

Liljeblom, E., A. Löflund and K. Hedvall, 2001, "Foreign and Domestic Investors and Tax Induced Ex-Dividend Day Trading", Journal of Banking & Finance 25, 1687-1716.

Liljeblom, E. and D. Pasternack, 2006, "Share Repurchases, Dividends, and Executive Options: the Effect of Dividend Protection", European Financial Management 12, 7-28.

Liljeblom, E., and M. Vaihekoski, 2009, "Corporate ownership and managerial short-termism: Results from a Finnish study of manager perceptions", International Journal of Production Economics 117, 427-43

Liljeblom, E., D. Pasternack and M. Rosenberg, 2011, "What determines stock option contract design?", Journal of Financial Economics 102, 293-316.

Maury, B. and E. Liljeblom (2009), "Oligarchs, political regime changes, and firm valuation", Economics of Transition 17, 411-438.

Maury, B. (2006), "Family ownership and firm performance: Empirical evidence from Western European corporations", Journal of Corporate Finance 12, 321-341.

Maury, B. and A. Pajuste (2005), "Multiple large shareholders and firm value", Journal of Banking and Finance, 29, 1813-1834.