Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets J Nikkinen, MM Omran, P Sahlström, J Äijö International Review of Financial Analysis 17 (1), 27-46, 2008 | 243 | 2008 |
Global stock market reactions to scheduled US macroeconomic news announcements J Nikkinen, M Omran, P Sahlström, J Äijö Global Finance Journal 17 (1), 92-104, 2006 | 214 | 2006 |
Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets N Dimic, J Kiviaho, V Piljak, J Äijö Research in International Business and Finance 36, 41-51, 2016 | 117 | 2016 |
The Fed's policy decisions and implied volatility S Vähämaa, J Äijö Journal of Futures Markets 31 (10), 995-1010, 2011 | 112 | 2011 |
Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices J Äijö Global Finance Journal 18 (3), 290-302, 2008 | 97 | 2008 |
Baltic stock markets and the financial crisis of 2008–2009 J Nikkinen, V Piljak, J Äijö Research in International Business and Finance 26 (3), 398-409, 2012 | 84 | 2012 |
Turn‐of‐the‐month and intramonth effects: Explanation from the important macroeconomic news announcements J Nikkinen, P Sahlström, J Äijö Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 75 | 2007 |
Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets J Kotkatvuori-Örnberg, J Nikkinen, J Äijö International Review of Financial Analysis 28, 70-78, 2013 | 74 | 2013 |
Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options J Äijö International Review of Financial Analysis 17 (2), 242-258, 2008 | 54 | 2008 |
Value versus growth in IPOs: New evidence from Finland T Hahl, S Vähämaa, J Äijö Research in International Business and Finance 31, 17-31, 2014 | 46 | 2014 |
What moves option‐implied bond market expectations? S Vähämaa, S Watzka, J Äijö Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 43 | 2005 |
Does the F-score improve the performance of different value investment strategies in Europe? J Tikkanen, J Äijö Journal of asset management 19 (7), 495-506, 2018 | 41 | 2018 |
Risk-managed industry momentum and momentum crashes K Grobys, J Ruotsalainen, J Äijö Quantitative Finance 18 (10), 1715-1733, 2018 | 41 | 2018 |
Investor sentiment, soccer games and stock returns N Dimic, M Neudl, V Orlov, J Äijö Research in International Business and Finance 43, 90-98, 2018 | 40 | 2018 |
Magic Formula vs. traditional value investment strategies in the finnish stock market D Davydov, J Tikkanen, J Äijö Association of Business Schools Finland, 2016 | 36 | 2016 |
Turn-of-the-month and intramonth anomalies and US macroeconomic news announcements on the thinly traded Finnish Stock Market J Nikkinen, P Sahlström, K Takko, J Äijö International Journal of Economics and Finance 1 (2), 3-11, 2009 | 25 | 2009 |
Frequency volatility connectedness across different industries in China J Jiang, V Piljak, AK Tiwari, J Äijö Finance research letters 37, 101376, 2020 | 16 | 2020 |
Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news? E Jalonen, S Vähämaa, J Äijö Research in international business and finance 24 (1), 75-81, 2010 | 16 | 2010 |
Is smart beta investing profitable? evidence from the Nordic stock market V Silvasti, K Grobys, J Äijö Applied economics 53 (16), 1826-1839, 2021 | 14 | 2021 |
Implied volatility term structure linkages between VDAX J Äijö VSMI and, 2008 | 13 | 2008 |