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Dynamic risk adjustment in long-run event study tests

Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764

Persistent link: https://www.econbiz.de/10014440123

A robust and powerful test of abnormal stock returns in long-horizon event studies

Dutta, Anupam; Knif, Johan; Kolari, James W.; … - In: Journal of empirical finance 47 (2018), pp. 1-24

Persistent link: https://www.econbiz.de/10012103461

Further evidence on long-run abnormal returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 421-439

Persistent link: https://www.econbiz.de/10012656438

On long-run stock returns after corporate events

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M. - In: Critical finance review 11 (2022) 1, pp. 117-167

Persistent link: https://www.econbiz.de/10013455601

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8:...

Persistent link: https://www.econbiz.de/10013504695

Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5:...

Persistent link: https://www.econbiz.de/10014467008

Long-range dependence in the returns and volatility of the Finnish housing market

Dufitinema, Josephine; Pynnönen, Seppo - In: Journal of European Real Estate Research 13 (2019) 1, pp. 29-54

Purpose: The purpose of this paper is to examine the evidence of long-range dependence behaviour in both house price returns and volatility for fifteen main regions in Finland over the period of 1988:Q1 to 2018:Q4. These regions are divided geographically into 45 cities and sub-areas according...

Persistent link: https://www.econbiz.de/10012186568

Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Financial Review 56 (2019) 1, pp. 179-198

Persistent link: https://www.econbiz.de/10012191214

Current Topics in the Theory and Application of Latent Variable Models by Michael C. Edwards, Robert C. MacCallum (Editors)

Pynnönen, Seppo - In: International Statistical Review 82 (2014) 1, pp. 150-151

Persistent link: https://www.econbiz.de/10011085695

Latent Markov Models for Longitudinal Data by Francesco Bartolucci, Alessio Farcomeni, Fulvia Pennoni

Pynnönen, Seppo - In: International Statistical Review 82 (2014) 1, pp. 150-150

Persistent link: https://www.econbiz.de/10011085698