Selected publications

Research at Hanken
Recent publications of the Department of Finance and Economics, subject Finance
Paulo Fraga Martins Maio, Andre Silva 2020, 'Asset pricing implications of money: New evidence', Journal of Banking & Finance,
Anders Löflund, Magnus Blomkvist, Hitesh Vyas 2020, 'Credit ratings and firm life-cycle', Economics letters, no. 5, https://doi.org/10.1016/j.frl.2020.101598
Johan Knif, Dimitrios Koutmos, Gregory Koutmos 2020, 'Higher Co-Moment CAPM and Hedge Fund Returns', Atlantic Economic Journal, vol. 48, pp. 99-113. https://doi.org/10.1007/s11293-020-09659-1
Paulo Fraga Martins Maio, Hui Guo 2020, 'ICAPM and the Accruals Anomaly', Quarterly Journal of Finance,
Gonul Colak, S. Chahine, Iftekhar Hasan, M. Mazboudi 2020, 'Investor relations and IPO performance', Review of Accounting Studies, vol. 25, no. 2, pp. 474-512. https://doi.org/10.1007/s11142-019-09526-8
Paulo Fraga Martins Maio, Alexandros Kontonikas, Haifeng Guo 2020, 'Monetary policy and corporate bond returns', Review of Asset Pricing Studies, vol. 10, no. 3, pp. 441.
Kaj-Mikael Björk, Shaoping Xiao, Renjie Hu, Zhen Li, Siamak Attarian, Amaury Lendasse 2019, 'A machine-learning-enhanced hierarchical multiscale method for bridging from molecular dynamics to continua', Neural Computing and Applications, pp. 1-15. https://doi.org/10.1007/s00521-019-04480-7
Eva Liljeblom, Benjamin Maury, Alexander Hörhammer 2019, 'Complex state ownership, competition, and firm performance – Russian evidence', International Journal of Emerging Markets, https://doi.org/10.1108/IJOEM-08-2017-0287
Jesper Per Alexander Haga, Henrik Höglund, Dennis Sundvik 2019, 'Cost behavior around corporate tax rate cuts', Journal of International Accounting, Auditing and Taxation, vol. 34, no. March, pp. 1-11. https://doi.org/10.1016/j.intaccaudtax.2019.01.001
Paulo Fraga Martins Maio, Panayiotis Andreou, Anastasios Kagkadis, Dennis Philip 2019, 'Dispersion in Options Investors' Versus Analysts' Expectations: Predictive Inference for Stock Returns', Critical Finance Review,
Kaj-Mikael Björk, Renjie Hu, Karl Ratner, Edward Ratner, Yoan Miche, Amaury Lendasse 2019, 'ELM-SOM+', Neurocomputing, vol. 365, pp. 147-156. https://doi.org/10.1016/j.neucom.2019.06.093
Jan Antell, Mika Vaihekoski 2019, 'Expected and realized returns in conditional asset pricing models: A new testing approach', Journal of Empirical Finance, vol. 52, no. June, pp. 220-236. https://doi.org/10.1016/j.jempfin.2019.04.001
Timo Korkeamäki, Nader Virk, Haizhi Wang, Peng Wang 2019, 'Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market', International Review of Financial Analysis, vol. 64, no. July, pp. 190-203. https://doi.org/10.1016/j.irfa.2019.05.011
Jesper Per Alexander Haga, Fredrik Johannes Huhtamäki, Dennis Sundvik 2019, 'Long-Term Orientation and Earnings Management Strategies', Journal of International Accounting Research, vol. 18, no. 3, pp. 97-119. https://doi.org/10.2308/jiar-52501
Eva Liljeblom, Anders Löflund, Benjamin Maury, Alex Lundqvist 2019, 'M&As in Africa – effects of law and governance', International Journal of Emerging Markets, vol. 14, no. 5, pp. 873-898. https://doi.org/10.1108/IJOEM-05-2018-0223
Johan Knif, James Kolari, Gregory Koutmos, Seppo Pynnönen 2019, 'Measuring the relative return contribution of risk factors', Journal of Asset Management, vol. 20, pp. 263-272. https://doi.org/10.1057/s41260-019-00121-9
Agnieszka Jach, Karl Felixson 2019, 'Short-, Long- and Cross-Term Comovement of OMXH25 Stocks', Nordic Journal of Business, vol. 68, no. 3, pp. 23-39. ,