SoleCRIS / Expert - Äijö Janne Jaakko

Silvasti, Veikkopekka; Grobys, Klaus; Äijö, Janne. (2020). Is smart beta investing profitable? evidence from the Nordic stock market. 2021: 53, 1826-1839. [Tekijä]

Jiang, Junhua; Piljak, Vanja; Kumar, Aviral Tiwari; Äijö, Janne. (2019). Frequency volatility connectedness across different industries in China. Online 24 November 2019, 1-12. [Tekijä]

Dimic, Nebojsa; Orlov, Vitaly; Äijö, Janne. (2019). Bond-equity yield ratio investing in Emerging markets. 18, 52-79. [Tekijä]

Grobys, Klaus; Ruotsalainen, Joni; Äijö, Janne. (2018). Risk-managed industry momentum and momentum crashes. 18, 1715-1733. [Tekijä]

Jiang, Junhua; Äijö, Janne. (2018). Equity volatility connectedness across China’s real estate firms and financial institutions. 16, 215-231. [Tekijä]

Tikkanen, Jarno; Äijö, Janne. (2018). Does the F-score improve the performance of different value investment strategies in Europe?. 19, 495–506. [Päätekijä]

Peltomäki, Jarkko; Äijö, Janne. (2017). Where is the 'meat' in smart beta strategies?. 20, 24-32. [Päätekijä]

Dimic, Nebojsa; Neudl, Manfred; Orlov, Vitaly; Äijö, Janne. (2017). Investor sentiment, soccer games and stock returns. 2018: 43, 1-9. [Tekijä]

Davydov, Denis; Tikkanen, Jarno; Äijö, Janne. (2016). Magic formula vs. traditional value investment strategies in the Finnish stock market. Nordic Journal of Business. 65, 38-54. [Tekijä]

Dimic, Nebojsa; Kiviaho, Jarno; Piljak, Vanja; Äijö, Janne. (2016). Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. 36, 41-51. [Tekijä]

Orlov, Vitaly; Äijö, Janne. (2015). Benefits of wavelet-based carry trade diversification. Research in International Business and Finance. 34, 17-32. [Tekijä]

Hahl, T., Vähämaa, S., & Äijö, J. (2014). Value versus growth in IPOs: New evidence from Finland. Research in International Business and Finance. 31, 17-31. [Päätekijä]

Kaurijoki, M., Nikkinen, J., & Äijö, J. (2014). Return-implied volatility dynamics of high and low yielding currencies. Journal of Futures Markets. Online: 18 August 2014, 1-15. [Päätekijä]

Vitaly Orlov, Janne Äijö. (2014). On carry trade diversification. Conference presentation: Proceedings of the 8 th Portuguese Finance Network Conference. 1737-1763. [Tekijä]

Nebojsa Dimic, Jarno Kiviaho, Vanja Piljak, Janne Äijö. (2014). Impact of Financial Market Uncertainty and Macroeconomic Factors on Stock-Bond Correlation in Emerging Markets. Conference presentation: Proceedings of the Paris Financial Management Conference 2014. 1-29. [Tekijä]

Jarkko Peltomäki, Janne Äijö. (2014). Cross-sectional anomalies and volatility risk in different economic and market cycles. Online 23 December 2014. [Päätekijä]

Kotkatvuori-Örnberg, Juha; Nikkinen, Jussi; Äijö, Janne. (2013). Stock market correlations during the Financial Crisis of 2008-2009 : Evidence from 50 equity markets. International Review of Financial Analysis. 28, 70-78. [Tekijä]

Nikkinen Jussi, Orlov Vitaly ja Äijö Janne. (2013). On the carry trade diversification.. Conference presentation: Proceedings of the 21st Conference on the Theories and Practices of Securities and Financial Markets. ... [Tekijä]

Kotkatvuori-Örnberg, Juha; Nikkinen, Jussi; Äijö, Janne. (2012). Stock market correlations during the Financial Crisis of 2008-2009: Evidence from 50 equity markets. Conference presentation: Annual Global Finance Conference. -. [Tekijä]

Nikkinen, Jussi; Piljak, Vanja; Äijö, Janne. (2012). Baltic stock markets and the Financial Crisis of 2008-2009. Conference presentation: Proceedings of the 61st Midwest Finance Association Annual Meeting. -. [Tekijä]

Nikkinen, Jussi; Piljak, Vanja; Äijö, Janne. (2012). Baltic stock markets and the Financial Crisis of 2008-2009. Research in International Business and Finance. 26, 398-409. [Tekijä]

Nikkinen, Jussi; Piljak, Vanja; Äijö, Janne. (2012). Baltic stock markets and the Financial Crisis of 2008-2009. Conference presentation: International Conference on Macroeconomic Analysis and International Finance. -. [Tekijä]

Hahl, Teemu; Vähämaa, Sami; Äijö, Janne. (2011). Value versus growth in IPOs: New evidence from Finland. Conference presentation: Proceedings of the 51th Annual Meeting of the Southern Finance Association. -. [Tekijä]

Vähämaa Sami; Äijö Janne. (2011). The Fed's policy decisions and implied volatility. Journal of Futures Markets. 31, 995-1010. [Tekijä]

Äijö, Janne. (2011). Option-implied stock market expectations across the week: New evidence from the FTSE-100 index options. International Review of Applied Financial Issues and Economics,. 3, 558-573. [Päätekijä]

Nikkinen, Jussi; Sahlström, Petri ; Äijö, Janne. (2011). Calendar anomalies; size and value effects. Conference presentation: The 18th Annual Global Finance Conference Bangkok, Thailand. -. [Tekijä]

Jalonen Einari, Vähämaa Sami, Äijö Janne. (2010). Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?. Research in International Business and Finance. 23, 75-81. [Tekijä]

Vähämaa Sami, Äijö Janne. (2010). Fed’s policy decisions and implied volatility. Conference presentation: Proceedings of the 50th Annual Meeting of the Southern Finance Association. [Tekijä]

Jalonen Einari;Vähämaa Sami;Äijö Janne. (2009). Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?. Conference presentation. [Tekijä]

Nikkinen, Jussi; Sahlström, Petri; Takko, Karri; Äijö, Janne. (2009). Turn-of-the-month and Intramonth Anomalies and U.S. Macroeconomic News Announcements on the Thinly Traded Finnish Stock Market. 1, 3-12. [Päätekijä]

Nikkinen, Jussi; Omran, Mohammed; Sahlström, Petri; Äijö, Janne. (2009). The Effects of U.S. Macroeconomic News Announcements on Emerging Stock Markets in the Asia-Pacific Region. 12. [Päätekijä]

Nikkinen Jussi;Omran Mohammed;Sahlström Petri;Äijö Janne. (2008). Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. International Review of Financial Analysis. 17, 27-46. [Päätekijä]

Äijö Janne. (2008). Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices. Global Finance Journal. 18, 290-302. [Päätekijä]

Äijö Janne. (2008). Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options. International Review of Financial Analysis. 17, 242-258. [Päätekijä]

Nikkinen Jussi;Sahlström Petri;Äijö Janne. (2007). Turn-of-the-month and intramonth effects: Explanation from the important macroeconomic news announcements. Journal of Futures Markets. [Päätekijä]

Kallunki Juha-Pekka;Sahlström Petri;Äijö Janne. (2007). Importance of the US macroeconomic news information on the Finnish stock market. Book: Contributions to Accounting and Finance - Essays in Honour of Professor Paavo Yli-Olli. cr_otsikkovakio_toim. [Päätekijä]

Äijö Janne. (2007). Essays on Macroeconomic News Announcements and Option-Implied Information. Doctoral dissertation (monograph). [Päätekijä]

Nikkinen Jussi;Sahlström Petri;Äijö Janne. (2007). Do the US macroeconomic news announcements explain turn-of-the-month and intramonth anomalies on European stock markets?. Journal of Applied Business & Economics. [Päätekijä]

Nikkinen;Jussi;Omran Mohammed;Sahlström Petri;Äijö Janne. (2006). Global stock market reactions to scheduled U.S. macroeconomic news announcements. Global Finance Journal. 17, 92-104. [Päätekijä]

Nikkinen Jussi;Omran Mohammed;Sahlström Petri;Äijö Janne. (2005). Worldwide stock market reactions to the scheduled US macroeconomic news announcements. Book. cr_otsikkovakio_toim. [Tekijä]

Vähämaa Sami;Watzka Sebastian;Äijö Janne. (2005). What moves option-implied bond market expectations?. Journal of Futures Markets. 25, 817-843. [Tekijä]

Vähämaa Sami;Watzka Sebastian;Äijö Janne. (2005). What moves bond market expectations?. Conference presentation. [Tekijä]

Nikkinen Jussi;Sahlström Petri;Äijö Janne. (2005). Turn-of-the-month and intramonth effects: Explanation from the important macroeconomic news announcements. Book. cr_otsikkovakio_toim. [Päätekijä]