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Bidder's gain in public M&A transactions : does size matter?

Högholm, Kenneth - In: International journal of economics and finance 8 (2016) 5, pp. 1-12

Persistent link: https://www.econbiz.de/10011487238

Open market repurchase programs : evidence from Finland

Högholm, Kenneth; Högholm, Victor - In: International journal of economics and finance 9 (2017) 12, pp. 13-23

Persistent link: https://www.econbiz.de/10011782610

The impact of illiquidity risk for the Nordic markets

Anwar, Butt Hilal; Högholm, Kenneth - In: Spanish journal of finance & accounting : the official … 49 (2020) 1, pp. 28-47

Persistent link: https://www.econbiz.de/10012176492

Reversal returns and expected returns from liquidity provision : evidence from emerging markets

Butt, Hilal Anwar; Högholm, Kenneth; Sadaqat, Mohsin - In: Journal of multinational financial management 59 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012794676

Peer firms' reporting frequency and stock price synchronicity : European evidence

Haga, Jesper; Högholm, Kenneth; Sundvik, Dennis - In: Journal of international accounting auditing & taxation 49 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013535858

Asymmetries of the intraday return-volatility relation

Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192

Persistent link: https://www.econbiz.de/10011624483

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

Higher co-moment CAPM and hedge fund returns

Knif, Johan; Koutmos, Dimitrios; Koutmos, Gregory - In: Atlantic economic journal : AEJ 48 (2020) 1, pp. 99-113

Persistent link: https://www.econbiz.de/10012222460

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

Distributional asymmetry of loadings on market co-moments

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; … - In: Journal of International Financial Markets, … 21 (2011) 5, pp. 851-866

The market coskewness puzzle has occupied the empirical asset pricing research since the third-moment asset pricing model was introduced by Kraus and Litzenberger (1976) and Friend and Westerfield (1980). Using the Fama-French 49 US industry portfolios this paper empirically shows that the...

Persistent link: https://www.econbiz.de/10011041486