Matti Suominen

Aalto University School of Business

Professor

PO Box 1210

FI-00101 Helsinki

Finland

SCHOLARLY PAPERS

16

DOWNLOADS
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SSRN RANKINGS

Top 2,390

in Total Papers Downloads

12,366

CITATIONS
Rank 8,437

SSRN RANKINGS

Top 8,437

in Total Papers Citations

54

Scholarly Papers (16)

1.

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 2,265 (4,712)
Citation 19

Abstract:

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Hedge funds, carry trades, currency speculation

2.

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 1,951 (2,197)

Abstract:

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

3.

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 859 (20,828)
Citation 10

Abstract:

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Corporate Governance, Competition

4.

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 629 (28,566)

Abstract:

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pair trading, short-term return reversals, liquidity provision

5.

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 524 (32,427)
Citation 5

Abstract:

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

6.

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 510 (37,932)
Citation 7

Abstract:

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Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

7.

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 293 (63,011)

Abstract:

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carry trade, funding risk, currency crashes, exchange rates

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 257 (57,972)
Citation 2

Abstract:

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Hedge funds, mispricing, stock market, market efficiency

9.

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 222 (106,038)
Citation 2

Abstract:

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

10.

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 196 (94,729)
Citation 8

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

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 102 (70,474)

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Beta, CAPM, Comovement, Institutional investors

12.

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 100 (210,677)
Citation 1

Abstract:

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

13.

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 85 (207,982)

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

14.

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 31 (396,333)

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

15.

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 0 (30,268)

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

16.

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 0 (16,131)

Abstract:

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institutional trading, liquidity, return predictability, size premium

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 36
Citation 7

Abstract:

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corporate governance, corporate finance, real sector