Kenneth Högholm
Hanken School of Economics
Selected publications
Fund Performance Robustness, An Evaluation using European Large-Cap Equity Funds (with J. Knif and S. Pynnönen) Frontiers in Finance and Economics, Vol 8, No. 2, 2011, 1-26
Distributional Asymmetry of Loadings on Market Co-moments (with J. Knif, G. Koutmos and S. Pynnönen) Journal of International Financial Markets, Institutions & Money, Vol 21, No. 5, 2011, 851-866
Cross-distributional robustness of conditional weekday effects: Evidence from European equity-index returns (with J. Knif and S. Pynnönen) European Journal of Finance, Vol 17, No. 5, 2011, 377-390
Common and local asymmetry and day-of-the-week effects among EU equity markets (with J. Knif and S. Pynnönen). Quantitative Finance, Vol 11, No. 2, 2011, 219-227
The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland. (with J. Knif) Global Finance Journal, Vol 20, No. 1, 2009, 67-79
Theta neutral gamma hedging (with K. Sundkvist) in “Contributions to Accounting and Finance. Essays in Honour of Professor Paavo Yli-Olli”. Acta Wasaensia No. 173, 2007, 39-59
Dividend-Yield Based Trading Rules and Market Overreaction - The Scandinavian Evidence (with Larry J. Prather). International Journal of Finance Vol 17 No 5, 2005, 3538-3567
Editor of ”Attityder till risk- och strategikonsekvenser vid finansiering av små- och medelstora företag” (in Swedish) No. 6, 2005, Levon-institutet, Vasa
Finansieringssituationen bland små- och medelstora företag i Österbotten (with M. Kärr) in “Attityder till risk- och strategikonsekvenser vid finansiering av små- och medelstora företag”. Publications of Levon-institutet No. 6, 2005, 23-42
A Law and Finance Theory of Strategic Blocking and Preemptive Bidding in Takeovers (with Peter Högfeldt). Journal of Corporate Finance, Vol 6, No. 4, 2000, 403-425
Ranked Market Information as a Stock Return Indicator (with F. Gonzales and J. Knif). The Finnish Journal of Business Economic, No. 2, 2000, 233-244
Market Overreaction and Exploitable Trading Rules: Evidence from the Helsinki Stock Exchange with Larry J. Prather). Journal of Research in Finance, Vol 1, No. 1, 1998, 74-97
Dividend Policy, Corporate Financing, and Mergers and Acquisitions; A Survey (with E. Liljeblom) The Finnish Journal of Business Economics, Vol 64, No. 4, 1997, 419-453
Going Public in the 1980s -Evidence from Sweden (with K. Rydqvist). In “The decision to go public and the stock market as a source of capital” edited by Marco Pagano and Ailsa Röell. Tipare, Rome (1996), 193-227
Inter-Dependence and Predictability of Moments in a Time-Varying Return Distribution: Evidence from the Finnish Stock Market (with J. Knif). Journal of Multinational Financial Management Vol 6, No. 1, 1996, 71-87
Going Public in the 1980s -Evidence from Sweden (with K. Rydqvist). European Financial Management, Vol 1, No. 3, 1995, 287-315
Strategic Blocking, Arbitrageurs and the Division of Takeover Gains - Empirical Evidence from Sweden (with C Bergström and P Högfeldt). Journal of Multinational Financial Management, Vol. 3, No. 3, 1994, 217-249. Simultaneously published in “European Equity Markets and Corporate Financial Decisions” edited by John Doukas and Ike Mathur. International Business Press. New York (1994), 217-249
