Kalle Rinne

Luxembourg School of Finance

Post Doc

4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

SCHOLARLY PAPERS

8

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6,142

CITATIONS
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Top 15,865

in Total Papers Citations

22

Scholarly Papers (8)

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 1,951 (2,197)

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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 629 (28,566)

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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 524 (32,427)
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 510 (37,932)
Citation 7

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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 (106,038)
Citation 2

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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: 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

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 (207,982)

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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, Forthcoming
Number of pages: 29 Posted: 09 Nov 2017
Luxembourg School of Finance, Luxembourg School of Finance and Luxembourg School of Finance
Downloads 0 (392,402)

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