Petri Jylha

Aalto University

P.O. Box 21220

Aalto, 00076

Finland

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 10,118

SSRN RANKINGS

Top 10,118

in Total Papers Downloads

5,998

SSRN CITATIONS
Rank 20,634

SSRN RANKINGS

Top 20,634

in Total Papers Citations

35

CROSSREF CITATIONS

15

Scholarly Papers (10)

1.

Speculative Capital and Currency Carry Trades

Number of pages: 51 Posted: 18 Apr 2008 Last Revised: 27 Mar 2011
Petri Jylha and Matti Suominen
Aalto University and Aalto University School of Business
Downloads 2,844 (5,552)
Citation 18

Abstract:

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Hedge funds, carry trades, currency speculation

2.

Margin Requirements and the Security Market Line

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 19 Nov 2013 Last Revised: 21 Jun 2017
Petri Jylha
Aalto University
Downloads 746 (42,641)
Citation 2

Abstract:

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Leverage constraints, security market line, margin regulation

3.

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, Universite du Luxembourg - Department of Finance and Aalto University School of Business
Downloads 682 (48,120)
Citation 11

Abstract:

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Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

4.

Hedge Fund Return Misreporting: Incentives and Effects

Number of pages: 28 Posted: 19 Aug 2010 Last Revised: 16 Mar 2012
Petri Jylha
Aalto University
Downloads 461 (78,765)
Citation 9

Abstract:

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Hedge Funds, Return Misreporting, Incentives, Performance measurement, Fund flows

5.

Beta Bubbles

Review of Asset Pricing Studies (Forthcoming)
Number of pages: 53 Posted: 25 Aug 2015 Last Revised: 26 Feb 2017
Petri Jylha, Matti Suominen and Tuomas Tomunen
Aalto University, Aalto University School of Business and Boston College - Department of Finance
Downloads 421 (87,700)

Abstract:

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Beta, CAPM, Comovement, Institutional investors

6.

Flows, Price Pressure, and Hedge Fund Returns

Number of pages: 45 Posted: 08 Jun 2011 Last Revised: 04 Sep 2012
Katja Ahoniemi and Petri Jylha
Imperial College Business School and Aalto University
Downloads 254 (151,794)
Citation 1

Abstract:

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Hedge Funds, Price Pressure, Smart Money, Momentum

7.

Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment

Number of pages: 38 Posted: 27 Aug 2015 Last Revised: 23 May 2018
Petri Jylha
Aalto University
Downloads 250 (154,305)
Citation 4

Abstract:

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Funding liquidity, market liquidity, portfolio margin

8.

Growth Expectations out of WACC

Number of pages: 86 Posted: 29 Jun 2020 Last Revised: 16 Apr 2021
Petri Jylha and Michael Ungeheuer
Aalto University and Aalto University
Downloads 206 (185,535)
Citation 1

Abstract:

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Analysts, Growth expectations, CAPM, Cost of Capital

9.

Mind the Basel Gap

Number of pages: 38 Posted: 10 Jan 2020 Last Revised: 12 Aug 2021
Petri Jylha and Matthijs Lof
Aalto University and Aalto University
Downloads 87 (359,006)

Abstract:

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Credit gap, One-sided Hodrick-Prescott filter, Systemic risk.

10.

Leverage Constraints Affect Portfolio Choice: Evidence from Closed-End Funds

Number of pages: 55 Posted: 12 Jan 2021 Last Revised: 23 Aug 2021
Petri Jylha and Paul Rintamäki
Aalto University and Aalto University - School of Business
Downloads 47 (491,230)

Abstract:

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leverage constraints, portfolio choice, closed-end funds