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Further evidence on long-run abnormal returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 421-439

Persistent link: https://www.econbiz.de/10012656438

Taloudellisten aikasarjojen yhteydessä havaituista ongelmista eräässä päätöksentekotilanteessa

Tuovila, Olavi A.; Pynnönen, Seppo - 1985

Persistent link: https://www.econbiz.de/10011833748

On long-run stock returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: Critical finance review 11 (2022) 1, pp. 117-167

Persistent link: https://www.econbiz.de/10013455601

Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5:...

Persistent link: https://www.econbiz.de/10014467008

Dynamic risk adjustment in long-run event study tests

Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764

Persistent link: https://www.econbiz.de/10014440123

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8:...

Persistent link: https://www.econbiz.de/10013504695

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

Common long-term and short-term price memory on two Scandinavian stock markets

Pynnönen, Seppo; Knif, Johan - 1996

Persistent link: https://www.econbiz.de/10000615641

Local and global price memory of international stock markets

Knif, Johan; Pynnönen, Seppo - 1997

Persistent link: https://www.econbiz.de/10000639898

STOCK MARKET REACTION TO GOOD AND BAD INFLATION NEWS

Knif, Johan; Kolari, James; Pynnönen, Seppo - In: Journal of Financial Research 31 (2008) 2, pp. 141-166

This article shows that differentiating between good and bad inflation news is important to understanding how inflation affects stock market returns. Summing positive and negative inflation shocks as in previous studies tends to wash out or mute the effects of inflation news on stock returns....

Persistent link: https://www.econbiz.de/10005261625