Research Methods in Finance

Mathematics of Financial Derivatives

Seminars in Finance

Seminars in Computational Finance

Quantitative Financial Economics

Financial Time Series Analysis

Curriculum Vitae

Quantitative Empirical Finance

Financial Econometrics

Högholm, K., J. Knif and S. Pynnönen, 2009, Common and local asymmetry and day-of-the-week effects among EU equity markets, Quantitative Finance, (Forthcoming)

Högholm, K., and J. Knif, 2009, The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland, Global Finance Journal, Vol. 20, Issue 1, 67-79.

Koutmos, G., J. Knif, and G. C. Philippatos, 2008, Modeling common volatility characteristics and dynamic risk premia in European equity markets, Quarterly Review of Economics and Finance, Vol. 48, 567-578.

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

Knif, J., and S. Pynnönen, 2007, Volatility driven changes in stock return correlation dynamics, Managerial Finance, vol. 33, no. 3, 220-235.

Knif, J., J. Kolari and S. Pynnönen 2003, Market conditions, inflation shocks and stock-market overreaction, included in Statistics, Econometrics and Society: Essays in honour of Leif Nordberg, pp 55-67, edited by Rune Höglund, Markus Jäntti and Gunnar Rosenqvist, Research Reports 238, Statistics Finland

Koutmos, G., and J. Knif, 2002, The Variation and Asymmetry in Systematic Risk: Evidence From the Finnish Stock Exchange, Journal of Multinational Financial Management, 12, 261-271

Koutmos G., and J. Knif, 2002, Estimating systematic risk using time-varying distributions, European Financial Management, vol (8:1), March 2002, 59-73

Knif, J., and S. Pynnönen, 2002, Common volatility components in international stock markets, included in the volume Financial Services in the Evolving Global Marketplace: 41-50, edited by Esmeralda O. Lyn and George J. Papaioannou. Merrill Lynch Center, Frank G. Zarb School of Business, Hoftra University

Knif, J., and S. Pynnönen, 2001, Local and global price memory of international stock markets, Chapter 11 in “International Securities”, Volume 2, Part II, “Interactions of Financial Markets and Price Dynamics” edited by G. Philippatos and G. Koutmos. This collection of articles is a part of the International Library of Critical Writings in Financial Economics series edited by Richard Roll and Published by Edgar Elger Publishing Inc