Aku Penttinen

Affiliation not provided to SSRN
SCHOLARLY PAPERS

3

DOWNLOADS

789

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

The Sensitivity of Implied Volatility to Expectations of Jumps in Volatility: An Explanation to the Illusory Bias in Implied Volatility as a Forecast

EFMA 2001 Lugano Meetings
Number of pages: 59 Posted: 21 Mar 2001
Aku Penttinen
affiliation not provided to SSRN
Downloads 506 (54,518)
Citation 7

Abstract:

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Forecasting; Peso problem; Volatility

2.

Expectations of Infrequently Occurring Jumps in Returns: The Reclined 7-Curve Shape of Cumulative Abnormal Returns

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 36 Posted: 16 Mar 2002
Aku Penttinen
affiliation not provided to SSRN
Downloads 153 (192,276)

Abstract:

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Expected return, event study, peso problem, realized return, takeover

3.

Technology-Risk-Related Peso Problems in Stock Returns

WP EFMA Athens 2000
Number of pages: 30 Posted: 29 Jul 2000
Aku Penttinen
affiliation not provided to SSRN
Downloads 130 (219,264)

Abstract:

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Asset pricing, peso problem, skewness, technology risk