Johan Knif

Hanken School of Economics

Professor Emeritus of Finance

P.O. Box 287

FIN-65101 Vasa

Finland

SCHOLARLY PAPERS

9

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2

CROSSREF CITATIONS

14

Scholarly Papers (9)

1.

Inflation News and the Stock Market: Macroefficiency or Overreaction

EFMA 2003 Helsinki Meetings
Number of pages: 48 Posted: 23 Jun 2003
Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 477 (61,359)

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2.

Exchange Rate Exposure: Evidence from Finnish Stock Returns

EFMA 2003 Helsinki Meetings
Number of pages: 14 Posted: 27 Jun 2003
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 468 (62,845)
Citation 1

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3.

A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies

Number of pages: 64 Posted: 11 Jul 2013 Last Revised: 05 Oct 2017
University of Vaasa - Department of Mathematics and Statistics, Hanken School of Economics, Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads 342 (91,250)
Citation 1

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Abnormal returns, Long-run event study, Standardized returns, IPOs, SEOs

4.

Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets

EFMA 2002 London Meetings
Number of pages: 19 Posted: 20 Jun 2002
Fairfield University - Charles F. Dolan School of Business, Hanken School of Economics and University of Tennessee, Knoxville - College of Business Administration
Downloads 269 (118,012)
Citation 1

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Factor-GARCH, European markets, dynamic risk premia, common volatility

Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland

Multinational Finance Journal, 2013, Vol. 17, No 1/2, pp. 1-47., AFFI/EUROFIDAI, Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 44 Posted: 09 Oct 2009 Last Revised: 28 Mar 2015
ABS Gulati, Johan Knif and James W. Kolari
Hanken School of Economics, Hanken School of Economics and Texas A&M University - Department of Finance
Downloads 160 (192,773)

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Exchange Rate Exposure, Stock Returns, Cross-Country Industry Competition, Market Integration, Pre- and Post-euro

Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland

Multinational Finance Journal, Vol. 17, No. 1/2, p. 1-47, 2013
Number of pages: 47 Posted: 18 Jun 2015
ABS Gulati, Johan Knif and James W. Kolari
Hanken School of Economics, Hanken School of Economics and Texas A&M University - Department of Finance
Downloads 41 (445,864)

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exchange rate exposure; stock returns; cross-country industry competition; market integration; pre- and post-euro

6.

Ownership Concentration, Client Importance, and Earnings Management: Evidence from Pakistani Business Groups

Number of pages: 36 Posted: 15 Oct 2016 Last Revised: 15 Nov 2016
Government College University, Faisalabad, Hanken School of Economics and G.C. University
Downloads 107 (262,940)
Citation 1

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Earnings Management, Ownership Concentration, Client Importance, Pakistani Business Groups

7.

Fund Performance Robustness: An Evaluation Using European Large-Cap Equity Funds

Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 1-26, 2011
Number of pages: 26 Posted: 29 Feb 2012
Hanken School of Economics - Department of Finance and Statistics, Hanken School of Economics and University of Vaasa, Department of Mathematics and Statistics
Downloads 74 (331,665)

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Fund Performance, Robustness, European Equity Funds

8.

Estimating Systematic Risk Using Time Varying Distributions

European Financial Management, Vol. 8, pp. 59-73, 2002
Number of pages: 15 Posted: 24 Apr 2002
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 14 (579,205)
Citation 1
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9.

Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time-Varying Risks

European Financial Management, Vol. 5, No. 1, March 1999
Posted: 22 Oct 1998
Tom Berglund and Johan Knif
Hanken School of Economics - Department of Economics and Hanken School of Economics

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