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Foreign exchange risk and the cross-section of stock returns

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Stock market reaction to good and bad inflation news

Knif, Johan; Kolari, James W.; Pynnönen, Seppo - In: The journal of financial research 31 (2008) 2, pp. 141-166

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Bidder returns in bancassurance mergers : is there evidence of synergy?

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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:...

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Nonparametric rank tests for event studies

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Exchange risk and universal returns : a test of international arbitrage pricing theory

Armstrong, Will J.; Knif, Johan; Kolari, James W.; … - In: Pacific-Basin finance journal 20 (2012) 1, pp. 24-40

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Event study testing with cross-sectional correlation of abnormal returns

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Return dispersion risk in FX and global equity markets : does it explain currency momentum?

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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

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