Matti Suominen

Aalto University School of Business

Professor

PO Box 1210

FI-00101 Helsinki

Finland

SCHOLARLY PAPERS

19

DOWNLOADS
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SSRN RANKINGS

Top 3,539

in Total Papers Downloads

21,295

TOTAL CITATIONS
Rank 12,506

SSRN RANKINGS

Top 12,506

in Total Papers Citations

85

Scholarly Papers (19)

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 5,565 (3,279)
Citation 9

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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 4,097 (5,515)
Citation 3

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

3.

Speculative Capital and Currency Carry Trades

Number of pages: 51 Posted: 18 Apr 2008 Last Revised: 27 Mar 2011
Petri Jylha and Matti Suominen
Aalto University and Aalto University School of Business
Downloads 3,091 (8,719)
Citation 18

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Hedge funds, carry trades, currency speculation

4.

Slow Trading and Stock Return Predictability

AFA 2017 Chicago
Number of pages: 62 Posted: 10 Oct 2015 Last Revised: 28 Oct 2022
Allaudeen Hameed, Matthijs Lof and Matti Suominen
National University of Singapore (NUS) - Department of Finance, Aalto University and Aalto University School of Business
Downloads 1,696 (22,570)

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institutional trading, liquidity, return predictability, size premium

5.

Does Bad Corporate Governance Lead to Too Little Competition? Corporate Governance, Capital Structure, and Industry Concentration

ECGI - Working Paper No. 74/2005, EFA 2005 Moscow Meetings Paper
Number of pages: 34 Posted: 18 Jul 2005
Paolo Fulghieri and Matti Suominen
University of North Carolina Kenan-Flagler Business School and Aalto University School of Business
Downloads 1,012 (48,226)
Citation 7

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Corporate Governance, Competition

6.

How Some Bankers Made a Million by Trading Just Two Securities?

Number of pages: 31 Posted: 27 Mar 2011 Last Revised: 19 Dec 2016
Kalle Rinne and Matti Suominen
Universite du Luxembourg - Department of Finance and Aalto University School of Business
Downloads 973 (50,944)

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pair trading, short-term return reversals, liquidity provision

7.

Do Hedge Funds Supply or Demand Liquidity?

Review of Finance, Forthcoming
Number of pages: 59 Posted: 24 Jun 2010 Last Revised: 26 Jun 2013
Petri Jylha, Kalle Rinne and Matti Suominen
Aalto University, Universite du Luxembourg - Department of Finance and Aalto University School of Business
Downloads 790 (67,692)
Citation 11

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Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

8.

Hedge Funds and Stock Market Efficiency

Forthcoming in Management Science
Number of pages: 25 Posted: 21 Aug 2012 Last Revised: 12 Oct 2017
Joni Kokkonen and Matti Suominen
Catolica-Lisbon School of Business and Economics and Aalto University School of Business
Downloads 613 (93,916)
Citation 24

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Hedge funds, mispricing, stock market, market efficiency

9.

Currency Carry Trades and Funding Risk

EFA 2013 Cambridge Meetings, AFA 2014 Philadelphia Meetings
Number of pages: 58 Posted: 28 Oct 2012 Last Revised: 13 Jun 2014
Sara Ferreira Filipe and Matti Suominen
Luxembourg School of Finance and Aalto University School of Business
Downloads 551 (107,406)
Citation 2

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carry trade, funding risk, currency crashes, exchange rates

10.

Beta Bubbles

Review of Asset Pricing Studies (Forthcoming)
Number of pages: 53 Posted: 25 Aug 2015 Last Revised: 26 Feb 2017
Petri Jylha, Matti Suominen and Tuomas Tomunen
Aalto University, Aalto University School of Business and Boston College - Carroll School of Management
Downloads 481 (126,881)

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Beta, CAPM, Comovement, Institutional investors

11.

A Structural Model of Short-Term Reversals

AFA 2012 Chicago Meetings Paper
Number of pages: 67 Posted: 17 Mar 2011 Last Revised: 27 Sep 2017
Matti Suominen and Kalle Rinne
Aalto University School of Business and Universite du Luxembourg - Department of Finance
Downloads 467 (131,401)
Citation 5

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Short-term reversals, liquidity, transitory volatility, illiquidity premium, costs of immediacy

12.

Boundaries of Time Series Momentum - Equity Returns Over the Business Cycle

Number of pages: 35 Posted: 23 Feb 2021 Last Revised: 21 Sep 2021
Matti Suominen
Aalto University School of Business
Downloads 374 (169,750)

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Equity Market, Bond Market, Time Series Momentum

13.

Currency Carry Trades and Global Funding Risk

Number of pages: 62 Posted: 02 Mar 2021
Juuso Nissinen, Matti Suominen and Sara Ferreira Filipe
Aalto University - Department of Finance, Aalto University School of Business and Luxembourg School of Finance
Downloads 345 (185,547)

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carry trade, funding risk, funding conditions, central banks

14.

Value Uncertainty, Price Impact and the Choice of the Equity Issuing Method

Number of pages: 45 Posted: 03 Mar 2008 Last Revised: 13 Feb 2009
Kalle Rinne and Matti Suominen
Universite du Luxembourg - Department of Finance and Aalto University School of Business
Downloads 329 (195,234)
Citation 4

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Price impact, value uncertainty, equity issuing method, long-run returns

15.

Equity Returns, Unemployment, and Monetary Policy

Number of pages: 32 Posted: 23 Nov 2020 Last Revised: 09 Dec 2020
Yijie Li and Matti Suominen
S&P Global Ratings and Aalto University School of Business
Downloads 283 (229,194)

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Equity returns, unemployment, unemployment growth, monetary policy, FED

16.

(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 197 (326,577)
Citation 1

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

17.

Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy

Number of pages: 59 Posted: 03 Oct 2012 Last Revised: 03 Feb 2014
Kalle Rinne and Matti Suominen
Universite du Luxembourg - Department of Finance and Aalto University School of Business
Downloads 193 (332,880)

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mutual funds, liquidity, immediacy, fund flow, investment strategy

18.

Hedge Funds, Misvaluation, and The HML Factor Returns

Number of pages: 40 Posted: 02 Dec 2010 Last Revised: 21 Oct 2011
Joni Kokkonen and Matti Suominen
Catolica-Lisbon School of Business and Economics and Aalto University School of Business
Downloads 174 (365,524)
Citation 1

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Hedge funds, mispricing, stock market, market efficiency, HML factor

19.

Industry Equilibrium With Outside Financing and Moral Hazard: Effects of Market Integration

Bank of Finland Research Discussion Paper No. 23/1999
Number of pages: 18 Posted: 14 Oct 2007
Matti Suominen
Aalto University School of Business
Downloads 64 (734,895)

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industry equilibrium, outside financing, risk-taking behaviour, market integration

Other Papers (1)

Total Downloads: 78
1.

Corporate Governance, Finance, and the Real Sector

Number of pages: 54 Posted: 15 Mar 2006 Last Revised: 27 Mar 2011
Paolo Fulghieri and Matti Suominen
University of North Carolina Kenan-Flagler Business School and Aalto University School of Business
Downloads 78

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corporate governance, corporate finance, real sector