Follow
Janne Äijö
Title
Cited by
Cited by
Year
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
2432008
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
2142006
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
1172016
The Fed's policy decisions and implied volatility
S Vähämaa, J Äijö
Journal of Futures Markets 31 (10), 995-1010, 2011
1122011
Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
J Äijö
Global Finance Journal 18 (3), 290-302, 2008
972008
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
842012
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
752007
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
742013
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
542008
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
462014
What moves option‐implied bond market expectations?
S Vähämaa, S Watzka, J Äijö
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005
432005
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
412018
Risk-managed industry momentum and momentum crashes
K Grobys, J Ruotsalainen, J Äijö
Quantitative Finance 18 (10), 1715-1733, 2018
412018
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
402018
Magic Formula vs. traditional value investment strategies in the finnish stock market
D Davydov, J Tikkanen, J Äijö
Association of Business Schools Finland, 2016
362016
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
252009
Frequency volatility connectedness across different industries in China
J Jiang, V Piljak, AK Tiwari, J Äijö
Finance research letters 37, 101376, 2020
162020
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
162010
Is smart beta investing profitable? evidence from the Nordic stock market
V Silvasti, K Grobys, J Äijö
Applied economics 53 (16), 1826-1839, 2021
142021
Implied volatility term structure linkages between VDAX
J Äijö
VSMI and, 2008
132008
The system can't perform the operation now. Try again later.
Articles 1–20