Matti Suominen

Aalto University School of Business

Professor

PO Box 1210

FI-00101 Helsinki

Finland

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 2,377

in Total Papers Downloads

13,401

CITATIONS
Rank 8,384

SSRN RANKINGS

Top 8,384

in Total Papers Citations

54

Scholarly Papers (16)

1.

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

AFA 2016 San Francisco, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 75 Posted: 22 Nov 2014 Last Revised: 12 Oct 2017
Erkko Etula, Kalle Rinne, Matti Suominen and Lauri Vaittinen
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 3,849 (2,096)

Abstract:

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

2.

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 2,306 (5,098)
Citation 19

Abstract:

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Hedge funds, carry trades, currency speculation

3.

Slow Trading and Stock Return Predictability

AFA 2017 Chicago
Number of pages: 51 Posted: 10 Oct 2015 Last Revised: 23 Oct 2017
Allaudeen Hameed, Matthijs Lof and Matti Suominen
National University of Singapore (NUS) - Department of Finance, Aalto University and Aalto University School of Business
Downloads 1,319 (12,930)

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institutional trading, liquidity, return predictability, size premium

4.

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 908 (22,703)
Citation 10

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Corporate Governance, Competition

5.

Cross-Asset Signals and Time Series Momentum

Number of pages: 55 Posted: 31 Dec 2016 Last Revised: 29 Jul 2017
Aleksi Pitkäjärvi, Matti Suominen and Lauri Vaittinen
Aalto University School of Business, Aalto University School of Business and Independent
Downloads 854 (24,797)

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

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
Luxembourg School of Finance and Aalto University School of Business
Downloads 759 (29,235)

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pair trading, short-term return reversals, liquidity provision

7.

Short-Term Reversals, Returns to Liquidity Provision and the Costs of Immediacy

Number of pages: 69 Posted: 18 Jan 2010 Last Revised: 03 Feb 2016
Kalle Rinne and Matti Suominen
Luxembourg School of Finance and Aalto University School of Business
Downloads 698 (32,757)
Citation 5

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

8.

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, Luxembourg School of Finance and Aalto University School of Business
Downloads 621 (38,375)
Citation 7

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Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

9.

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 444 (58,873)
Citation 2

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Hedge funds, mispricing, stock market, market efficiency

10.

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 423 (62,459)

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carry trade, funding risk, currency crashes, exchange rates

11.

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 Columbia University - Columbia Business School
Downloads 393 (68,214)

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Beta, CAPM, Comovement, Institutional investors

12.

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 Luxembourg School of Finance
Downloads 296 (94,283)
Citation 8

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

13.

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
Luxembourg School of Finance and Aalto University School of Business
Downloads 250 (112,715)
Citation 2

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

14.

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
Luxembourg School of Finance and Aalto University School of Business
Downloads 127 (206,870)

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

15.

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 118 (218,681)
Citation 1

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

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 34 (427,662)

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

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: 17 Jun 2018
Matti Suominen
Aalto University School of Business
Downloads 2 (616,482)

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Other Papers (1)

Total Downloads: 44    Citations: 7
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 44
Citation 7

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corporate governance, corporate finance, real sector