Petri Jylha

Aalto University

P.O. Box 21220

Aalto, 00076

Finland

SCHOLARLY PAPERS

8

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Top 9,025

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5,458

SSRN CITATIONS
Rank 17,846

SSRN RANKINGS

Top 17,846

in Total Papers Citations

35

CROSSREF CITATIONS

16

Scholarly Papers (8)

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 2,798 (4,531)
Citation 15

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 669 (41,032)
Citation 8

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, Luxembourg School of Finance and Aalto University School of Business
Downloads 658 (41,964)
Citation 9

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 452 (67,661)
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 Columbia University - Columbia Business School
Downloads 408 (76,556)

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 245 (133,939)

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 204 (159,680)
Citation 5

Abstract:

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Funding liquidity, market liquidity, portfolio margin

8.

Mind the Basel Gap

Number of pages: 34 Posted: 10 Jan 2020 Last Revised: 26 Jan 2020
Petri Jylha and Matthijs Lof
Aalto University and Aalto University
Downloads 24 (531,539)

Abstract:

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One-sided Hodrick-Prescott filter, Basel gap, Credit, Banking crises