Lauri Vaittinen

Independent

SCHOLARLY PAPERS

3

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Top 29,809

in Total Papers Citations

33

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

FORTHCOMING IN THE REVIEW OF FINANCIAL STUDIES
Number of pages: 88 Posted: 22 Nov 2014 Last Revised: 22 Feb 2019
Erkko Etula, Kalle Rinne, Matti Suominen and Lauri Vaittinen
Independent, Universite du Luxembourg - Department of Finance, Aalto University School of Business and Independent
Downloads 5,212 (2,956)
Citation 9

Abstract:

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asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn-of-the-month effect

2.

Cross-Asset Signals and Time Series Momentum

Number of pages: 81 Posted: 31 Dec 2016 Last Revised: 23 Feb 2019
Aleksi Pitkäjärvi, Matti Suominen and Lauri Vaittinen
Vrije Universiteit Amsterdam, Aalto University School of Business and Independent
Downloads 3,545 (5,706)
Citation 3

Abstract:

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asset pricing, time series momentum, cross-asset predictability, international financial markets, market efficiency, slow-moving capital

3.

(Presentation Slides) Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

Number of pages: 43 Posted: 31 Mar 2019
Erkko Etula, Kalle Rinne, Matti Suominen and Lauri Vaittinen
Independent, Universite du Luxembourg - Department of Finance, Aalto University School of Business and Independent
Downloads 171 (299,199)
Citation 1

Abstract:

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asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn of the month effect