P.O. Box 700
Wolffintie 34
FIN-65101 Vaasa
Finland
University of Vaasa
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Return dispersion, Momentum, Currency markets, Global economic risk
asset pricing, momentum crash, industry momentum, optionality effect
Asset pricing, value effect, momentum effect, volatility spillovers, volatility spillover index
Return dispersion, anomalies, asset pricing
asset pricing, momentum crash, industry momentum, optionality effect, 52-week high momentum
Credit risk, FX markets, currency markets, carry trade, anomaly
Industry momentum, Industry affiliation, Industry momentum factor, Asset growth, Credit rating, Cross section of expected returns
asset pricing, international financial markets, momentum crash, foreign exchange markets, currency markets.
Credit risk, Optionality, Momentum, Bear market states, Financial crisis, trading strategy
Return dispersion, currency markets, G10 currencies, implied cross-sectional return dispersion
Volatility spillovers, currency markets, G10 currencies, option-implied volatility, risk factors, expected volatility, expected portfolio volatility
Corruption, corruption perceptions, corruption risk, FX markets, currency markets
Cryptocurrency, Bitcoin, Bankruptcy, Default, Credit Risk, Linear Discriminant Analysis
nordic stock markets, value, momentum, average ranking method, negative correlation
asset pricing, risk factors, volatility-managing, risk-managing, global equity markets
Asset Pricing, Carry Risk Factor, Currency Momentum, Foreign Exchange Market
Asset pricing, US federal budget deficit, Equity returns, Macroeconomic risk
Cryptocurrency, Bitcoin, Blockchain, Consensus protocol, Energy efficiency, Momentum
GRS test, Wald test, dynamic correlation, conditional heteroskedasticity
Cryptocurrency, Bitcoin, Market Equilibrium, Cointegration
GRS Test, Wald Test, Dynamic Correlation, Conditional Heteroskedasticity
Cryptocurrency, Bitcoin, Privacy Coins, Non-Privacy Coins, Market Equilibria
Cryptocurrency, Bitcoin, Volatility Spillover, Foreign Exchange, G10 Currency
asset pricing, industry portfolios, growth in average firm size, risk factor
Return dispersion, stock price dispersion, macroeconomic conditions, asset growth anomaly, asset growth effect
asset pricing model, betting-against-beta factor, quality factor, investment factor, profitability factor
Asset pricing, Credit rating, Credit risk, Economic states, Business cycle, Market price of credit risk
European Monetary Union, Market integration, Momentum crash, European stocks, Sovereign European Debt Crisis, Financial Crisis
Volatility spillover index, Currency markets, Equity markets, Economic states, Economic turbulence
asset pricing, global equity markets, international stock indices, credit rating, momentum
Asymmetric heteroskedasticity, Serial correlation, Wild bootstrap, HCCME-based LM test, Simulation
Idiosyncratic Volatility, global equity markets, international stock indices, business cycle
federal budget deficits, stock markets, Granger Causality, impulse response
Momentum, Global equity markets, International stock indices, Business cycle
