PO Box 1210
FI-00101 Helsinki
Finland
Aalto University School of Business
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asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn-of-the-month effect
asset pricing, time series momentum, cross-asset predictability, international financial markets, market efficiency, slow-moving capital
Hedge funds, carry trades, currency speculation
institutional trading, liquidity, return predictability, size premium
Corporate Governance, Competition
pair trading, short-term return reversals, liquidity provision
Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility
Hedge funds, mispricing, stock market, market efficiency
carry trade, funding risk, currency crashes, exchange rates
Beta, CAPM, Comovement, Institutional investors
Short-term reversals, liquidity, transitory volatility, illiquidity premium, costs of immediacy
Equity Market, Bond Market, Time Series Momentum
Price impact, value uncertainty, equity issuing method, long-run returns
carry trade, funding risk, funding conditions, central banks
Equity returns, unemployment, unemployment growth, monetary policy, FED
asset pricing, limits of arbitrage, mutual funds, short-term reversals, turn of the month effect
mutual funds, liquidity, immediacy, fund flow, investment strategy
Hedge funds, mispricing, stock market, market efficiency, HML factor
industry equilibrium, outside financing, risk-taking behaviour, market integration
corporate governance, corporate finance, real sector
