Kalle Rinne

Luxembourg School of Finance

Post Doc

4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

SCHOLARLY PAPERS

7

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CITATIONS
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Top 15,810

in Total Papers Citations

22

Scholarly Papers (7)

1.

Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns

AFA 2016 San Francisco, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 62 Posted: 22 Nov 2014 Last Revised: 16 Dec 2016
Independent, Luxembourg School of Finance, Aalto University School of Business and Independent
Downloads 1,951 (2,536)

Abstract:

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 629 (27,689)

Abstract:

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 524 (32,280)
Citation 5

Abstract:

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 510 (36,468)
Citation 7

Abstract:

Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

5.

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 (101,871)
Citation 2

Abstract:

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

6.

A Structural Model of Short-Term Reversals

AFA 2012 Chicago Meetings Paper
Number of pages: 67 Posted: 17 Mar 2011 Last Revised: 18 Dec 2011
Matti Suominen and Kalle Rinne
Aalto University School of Business and Luxembourg School of Finance
Downloads 196 (96,782)
Citation 8

Abstract:

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

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 85 (199,326)

Abstract:

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