Room: T305 (School of Business building, 3rd floor)
Office hours: By appointment
Tel: +358 50 466 1801
Email: [email protected]
Website: personal webpage
Research
Refereed publications
“Margin Requirements and the Security Market Line”, Journal of Finance 73, 1281-1321, 2018. Amundi Pioneer Prize, Distinguished Paper.
“Beta Bubbles”, Review of Asset Pricing Studies 8, 1-35, 2018 (with Matti Suominen and Tuomas Tomunen). Editor's Choice.
“Flows, Price Pressure, and Hedge Fund Returns” Financial Analysts Journal 70, 73-93, 2014 (with Katja Ahoniemi). Graham and Dodd Award of Excellence.
“Do Hedge Funds Supply or Demand Liquidity?” Review of Finance 18, 1259-1298, 2014 (with Kalle Rinne and Matti Suominen).
“Speculative capital and currency carry trades” Journal of Financial Economics 99, 60-75, 2011. with Matti Suominen).
Working papers
“Growth Expectations out of WACC” (with Michael Ungeheuer).
“Leverage Constraints Affect Portfolio Choice: Evidence from Closed-End Funds” (with Paul Rintamäki).
“Mind the Basel Gap” (with Matthijs Lof).
“Non-Standard Errors” (with Albert Menkveld and 341 others).
Teaching
Fundamentals of Investments
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