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Ehsani, Sina; Linnainmaa, Juhani - In: The journal of finance : the journal of the American … 77 (2022) 3, pp. 1877-1919

Persistent link: https://www.econbiz.de/10013279780

Time-series efficient factors

Ehsani, Sina; Linnainmaa, Juhani - 2020

Factors in prominent asset pricing models are positively autocorrelated. We derive a transformation that turns an autocorrelated factor to a ``time-series efficient'' factor. Time-series efficient factors earn significantly higher Sharpe ratios than the original factors and contain all the...

Persistent link: https://www.econbiz.de/10012244867

[Rezension von: Lo, Andrew Wen-Chuan, The heretics of finance, conversations with leading practitioners of technical analysis]

Linnainmaa, Juhani - In: Journal of economic literature 47 (2009) 4, pp. 1141-1144

Persistent link: https://www.econbiz.de/10008796853

Essays on the interface of market microstructure and behavioral finance

Linnainmaa, Juhani - 2003

Persistent link: https://www.econbiz.de/10001777639

The anatomy of day traders

Linnainmaa, Juhani - In: Essays on the interface of market microstructure and …, (pp. 20-51). 2003

Persistent link: https://www.econbiz.de/10001802746

Who makes the limit order book? : Implications for contrarian strategies and the disposition effect

Linnainmaa, Juhani - In: Essays on the interface of market microstructure and …, (pp. 52-85). 2003

Persistent link: https://www.econbiz.de/10001802791

Does it matter who trades? : Investor sophistication, broker identity, and permanent price impacts

Linnainmaa, Juhani - In: Essays on the interface of market microstructure and …, (pp. 86-112). 2003

Persistent link: https://www.econbiz.de/10001802793

Do limit orders alter inferences about investor performance and behavior?

Linnainmaa, Juhani - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1473-1506

Persistent link: https://www.econbiz.de/10009011024

Why do (some) households trade so much?

Linnainmaa, Juhani - In: The review of financial studies 24 (2011) 5, pp. 1630-1666

Persistent link: https://www.econbiz.de/10009011371

Reverse survivorship bias

Linnainmaa, Juhani - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 789-813

Persistent link: https://www.econbiz.de/10009754809

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