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Distributional asymmetry of loadings on market co-moments

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Journal of international financial markets, … 21 (2011) 5, pp. 851-866

Persistent link: https://www.econbiz.de/10009504829

Cross-distributional robustness of conditional weekday effects : evidence from European equity-index returns

Högholm, Kenneth; Knif, Johan; Pynnönen, Seppo - In: The European journal of finance 17 (2011) 5/6, pp. 377-390

Persistent link: https://www.econbiz.de/10009155391

Asymmetric fund performance characteristics a comparison of European and US large-cap funds

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Multinational finance journal 21 (2017) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012547431

A new look at stock return indicators and their impact under different market conditions

Knif, Johan - 1995

Persistent link: https://www.econbiz.de/10000572826

Ranked market information as a stock return indicator

Knif, Johan; Högholm, Kenneth; González Miranda, Fernando - In: Liiketaloudellinen aikakauskirja 49 (2000) 2, pp. 233-244

Persistent link: https://www.econbiz.de/10001498514

The impact of volatility development on the pricing of equity : an empirical study covering a period of market deregulations in Finland

Högholm, Kenneth; Knif, Johan; Rönnholm, Tina - 1999

Persistent link: https://www.econbiz.de/10001543683

The impact of portfolio aggregation on day-of-the-week effect: evidence from Finland

Högholm, Kenneth; Knif, Johan - In: Global finance journal 20 (2009) 1, pp. 67-79

Persistent link: https://www.econbiz.de/10003878346

Predictability of conditional moments of a time-varying distribution of expected returns on a small stock market

Knif, Johan - 1993

Persistent link: https://www.econbiz.de/10013400688

Distributional asymmetry of loadings on market co-moments

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Journal of International Financial Markets, … 21 (2011) 5, pp. 851-866

The market coskewness puzzle has occupied the empirical asset pricing research since the third-moment asset pricing model was introduced by Kraus and Litzenberger (1976) and Friend and Westerfield (1980). Using the Fama-French 49 US industry portfolios this paper empirically shows that the...

Persistent link: https://www.econbiz.de/10011041486

Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Financial Review 56 (2019) 1, pp. 179-198

Persistent link: https://www.econbiz.de/10012191214