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On derivatives use by equity-specialized hedge funds

Peltomäki, Jarkko - In: Journal of derivatives & hedge funds 17 (2011) 1, pp. 42-62

Persistent link: https://www.econbiz.de/10009158036

Nonlinear exposures of fundamental index returns

Peltomäki, Jarkko - In: The journal of wealth management 13 (2010/11) 3, pp. 96-106

Persistent link: https://www.econbiz.de/10008747511

Beta as a determinant of investor activity in sector exchange-traded funds

Peltomäki, Jarkko - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 137-145

Persistent link: https://www.econbiz.de/10011792470

Cross-sectional anomalies and volatility risk in different economic and market cycles

Peltomäki, Jarkko; Äijö, Janne - In: Finance research letters 12 (2015), pp. 17-22

Persistent link: https://www.econbiz.de/10011551749

Investor attention and portfolio performance : what information does it pay to pay attention to?

Davydov, Denis; Khrashchevskyi, Ian; Peltomäki, Jarkko - In: The European journal of finance 27 (2021) 17, pp. 1740-1764

Persistent link: https://www.econbiz.de/10012872915

Investor Attention and Portfolio Performance : What Information Does It Pay to Pay Attention To?

Davydov, Denis; Khrashchevskyi, Ian; Peltomäki, Jarkko - 2021

We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate what individual characteristics affect investor attention and what type of information drives...

Persistent link: https://www.econbiz.de/10013247878

Profitability and diversification benefits of momentum strategies on commodity index futures

Aalto, Antti; Nikkinen, Jussi; Peltomäki, Jarkko; … - In: International journal of accounting and finance 3 (2011/12) 1, pp. 21-32

Persistent link: https://www.econbiz.de/10009316759

Hedge and safe haven investing with investment styles

Hou, Ai Jun; Khrashchevskyi, Ian; Peltomäki, Jarkko - In: The journal of asset management 20 (2019) 5, pp. 351-364

Persistent link: https://www.econbiz.de/10012117591

Investor attention and the use of leverage

Davydov, Denis; Peltomäki, Jarkko - In: The financial review : the official publication of the … 58 (2023) 2, pp. 287-313

Persistent link: https://www.econbiz.de/10014305796