Kalle Rinne

Luxembourg School of Finance

Post Doc

4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 5,806

SSRN RANKINGS

Top 5,806

in Total Papers Downloads

6,919

CITATIONS
Rank 15,732

SSRN RANKINGS

Top 15,732

in Total Papers Citations

22

Scholarly Papers (10)

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
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 3,992 (2,017)

Abstract:

Loading...

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

2.

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 768 (29,256)

Abstract:

Loading...

pair trading, short-term return reversals, liquidity provision

3.

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 709 (32,656)
Citation 5

Abstract:

Loading...

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

4.

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 625 (38,694)
Citation 7

Abstract:

Loading...

Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

5.

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 301 (93,997)
Citation 8

Abstract:

Loading...

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

6.

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 251 (113,969)
Citation 2

Abstract:

Loading...

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

7.

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 129 (207,215)

Abstract:

Loading...

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

8.

The Search for Yield: Implications to Alternative Investments

Journal of Empirical Finance, Vol. 44, 2017
Number of pages: 29 Posted: 09 Nov 2017 Last Revised: 23 Sep 2018
Roman Kräussl, Thorsten Lehnert and Kalle Rinne
Luxembourg School of Finance, University of Luxembourg and Luxembourg School of Finance
Downloads 77 (293,406)

Abstract:

Loading...

Alternative investments, hedge funds, commodities, the search for yield

9.

The Performance of Marketplace Lenders: Evidence from Lending Club Payment Data

Number of pages: 31 Posted: 12 Sep 2018
Luxembourg School of Finance, Luxembourg School of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Luxembourg School of Finance
Downloads 55 (349,952)

Abstract:

Loading...

marketplace lending, peer-to-peer, portfolio performance, financial innovation, finance and technology, household finance

10.

Do Open-Market Share Repurchases Supply or Demand Immediacy?

Number of pages: 42 Posted: 28 Sep 2018
Sanja Jankovic and Kalle Rinne
affiliation not provided to SSRN and Luxembourg School of Finance
Downloads 12 (535,851)

Abstract:

Loading...

Open-market repurchases, immediacy, short-term reversal, liquidity