Janne Jaakko Äijö

University of Vaasa, Department of Accounting and Finance

Professor of Accounting and FInance

P.O. Box 700

FIN-65101 Vaasa

Finland

http://www.uwasa.fi/~jja

SCHOLARLY PAPERS

7

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Scholarly Papers (7)

1.

Risk-Managed Industry Momentum and Momentum Crashes

Number of pages: 46 Posted: 28 Sep 2016 Last Revised: 01 Jul 2017
Klaus Grobys, Joni Ruotsalainen and Janne Jaakko Äijö
University of Vaasa, Inderes Oy and University of Vaasa, Department of Accounting and Finance
Downloads 296 (102,388)
Citation 3

Abstract:

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asset pricing, momentum crash, industry momentum, optionality effect

2.

The Fed’s Policy Decisions and Implied Volatility

Journal of Futures Markets, Vol. 31, No. 10, pp. 995-1010, 2011
Number of pages: 21 Posted: 25 Mar 2010 Last Revised: 29 Nov 2011
Sami Vähämaa and Janne Jaakko Äijö
University of Vaasa and University of Vaasa, Department of Accounting and Finance
Downloads 275 (110,772)
Citation 6

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monetary policy decisions, implied volatility, stock market uncertainty

3.

Investor Sentiment, Soccer Games and Stock Returns

Number of pages: 26 Posted: 29 Jun 2015
Nebojsa Dimic, Manfred Neudl, Vitaly Orlov and Janne Jaakko Äijö
University of Vaasa, Department of Accounting and Finance, University of Vaasa - Department of Accounting and Finance, University of St. Gallen - School of Finance and University of Vaasa, Department of Accounting and Finance
Downloads 155 (190,306)

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Investor sentiment, Soccer, Sports betting, Market efficiency

4.

Value versus Growth in IPOs: New Evidence from Finland

Research in International Business and Finance, Vol. 31, No. 1, pp. 17-31.
Number of pages: 37 Posted: 06 May 2013 Last Revised: 27 Mar 2014
Teemu Hahl, Sami Vähämaa and Janne Jaakko Äijö
SEB Group, University of Vaasa and University of Vaasa, Department of Accounting and Finance
Downloads 118 (236,147)

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initial public offerings, underpricing, long-run performance, value, growth

5.

Volatility-Managing International Equity Risk Factors

Number of pages: 16 Posted: 08 Mar 2018
Klaus Grobys and Janne Jaakko Äijö
University of Vaasa and University of Vaasa, Department of Accounting and Finance
Downloads 45 (405,967)

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asset pricing, risk factors, volatility-managing, risk-managing, global equity markets

6.

Bond–Equity Yield Ratio Market Timing in Emerging Markets

29th Australasian Finance and Banking Conference 2016
Posted: 20 Aug 2016
Nebojsa Dimic, Vitaly Orlov and Janne Jaakko Äijö
University of Vaasa, Department of Accounting and Finance, University of St. Gallen - School of Finance and University of Vaasa, Department of Accounting and Finance

Abstract:

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BEYR, emerging markets, market timing

7.

Benefits of Wavelet-Based Carry Trade Diversification

Research in International Business and Finance, 34, 17-32
Posted: 07 Mar 2014 Last Revised: 04 May 2015
Vitaly Orlov and Janne Jaakko Äijö
University of St. Gallen - School of Finance and University of Vaasa, Department of Accounting and Finance

Abstract:

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carry trade; wavelet analysis; carry trade diversification; financial crisis