Petri Jylhä
Associate Professor
Associate Professor
E707 Dept. Finance
My research interests include asset pricing, market imperfections, and investment funds. My work has been published in Journal of Finance, Journal of Financial Economics, Review of Finance, Review of Asset Pricing Studies, and Financial Analysts Journal. Before joining Aalto University in 2016, I was an assistant professor at Imperial College London.
Full researcher profile
https://research.aalto.fi/...
Sähköposti
[email protected]
Puhelinnumero
+358504661801
Palkinnot
Review of Asset Pricing Studies Best Paper Award
Award or honor granted for a specific work
Department of Finance
Jan 2019
Graham and Dodd Award of Excellence
Graham and Dodd Award of Excellence for "Flows, Price Pressure, and Hedge Fund Returns" published in Financial Analysts Journal
Award or honor granted for a specific work
Department of Finance
Jan 2015
Amundi Pioneer Distinguished Paper Prize
Amundi Pioneer Distiguished Paper Prize for "Margin Requirements and the Security Market Line" published in Journal of Finance
Award or honor granted for a specific work
Department of Finance
Jan 2019
Julkaisut
Nonstandard Errors
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neusüß, Michael Razen, Utz Weitzel, David Abad-Díaz, Menachem Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie T. Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James J. Angel, Jian Chen, Teodor Duevski, Petri Jylhä, Markku Kaustia, Yijie Li, Matthijs Lof, Kalle Rinne, Paul Rintamäki, Hai Tran, Wenjia Yu, Xiaoyu Zhang
2024
Journal of Finance
Mind the Basel gap
Petri Jylhä, Matthijs Lof
2022
Journal of International Financial Markets, Institutions and Money
Beta bubbles
Petri Jylhä, Matti Suominen, Tuomas Tomunen
2018
Review of Asset Pricing Studies
Margin Requirements and the Security Market Line
Petri Jylhä
2018
Journal of Finance
On the effects of margin requirements
Petri Jylhä
2015
Liquidity and market efficiency alive and well?
Flows, Price Pressure, and Hedge Fund Returns
Katja Ahoniemi, Petri Jylhä
2014
Financial Analysts Journal
Do hedge funds supply or demand liquidity?
Petri Jylhä, Kalle Rinne, Matti Suominen
2014
Review of Finance
Essays on the economics of hedge funds
Petri Jylhä
2012
Speculative capital and currency carry trades
Petri Jylhä, Matti Suominen
2011
Journal of Financial Economics