Kalle Rinne

Luxembourg School of Finance

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4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

SCHOLARLY PAPERS

11

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CITATIONS
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22

Scholarly Papers (11)

1.

Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

FORTHCOMING IN THE REVIEW OF FINANCIAL STUDIES
Number of pages: 88 Posted: 22 Nov 2014 Last Revised: 22 Feb 2019
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 4,127 (2,024)

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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 781 (29,989)

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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 726 (33,142)
Citation 5

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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 643 (38,982)
Citation 7

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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 310 (95,097)
Citation 8

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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 255 (117,010)
Citation 2

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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 131 (213,270)

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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 91 (275,760)

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

9.

(Presentation Slides) Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs

Number of pages: 43 Posted: 31 Mar 2019
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 28 (466,465)

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

10.

Do Open-Market Share Repurchases Supply or Demand Immediacy?

Number of pages: 42 Posted: 28 Sep 2018
Sanja Jankovic and Kalle Rinne
University of Luxembourg and Luxembourg School of Finance
Downloads 25 (482,079)

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

11.

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

Number of pages: 36 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 122

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Marketplace lending, household finance, financial intermediation, financial innovation, finance and technology