SoleCRIS / Asiantuntija - Pynnönen Seppo Juhani

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; Pynnönen, Seppo. (2021). Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns. 56, 179-198. [Päätekijä]

Dufitinema, Josephine; Pynnönen, Seppo; Sottinen, Tommi. (2020). Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. Online 30 May 2020, 1-24. [Tekijä]

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M.. (2020). Further evidence on long-run abnormal returns after corporate events. 2021: 81. [Päätekijä]

Knif, Johan; Kolari, James W.; Koutmos, Gregory; Pynnönen, S. (2019). Measuring the relative return contribution of risk factors. 20, 263-272. [Päätekijä]

Dufitinema, Josephine; Pynnönen, Seppo. (2019). Long-range dependence in the returns and volatility of the Finnish housing market. 2020:13, 1-26. [Tekijä]

Kolari, James W.; Pynnönen, Seppo; Tuncez, Ahmet M.. (2018). On Long-Run Stock Returns After Corporate Events. 7, 1-50. [Päätekijä]

Högholm, Kenneth; Knif, Johan; Koutmos, Gregory; Pynnönen, Seppo. (2018). Asymmetric Fund Performance Characteristics - A Comparison of European and US Large-Cap Funds. 21, 1-20. [Päätekijä]

Dutta, Anupam; Knif, Johan; Kolari, James W.; Pynnönen, Seppo. (2018). A robust and powerful test of abnormal stock returns in long-horizon event studies. 47, 1-24. [Tekijä]

Kolari, James; Liu, Wei; Pynnönen, Seppo. (2017). CAPM: A covariance adjustment approach for estimating market beta. SSRN. -, 1-47. [Päätekijä]

Liu, Wei; Kolari, James; Pynnönen, Seppo. (2016). The CAPM lives for expected returns. Mays Business School Research Paper No. 2826683. Available at SSRN. -, 1-26. [Päätekijä]

Kolari, James; Pynnönen, Seppo; Tuncez, Ahmet. (2015). On Long-Run Stock Returns after Corporate Events. Social Science Research Network. -, 1-57. [Päätekijä]

Hagnäs, Terhi and Seppo Pynnönen. (2014). Testing for Cumulative Abnormal Returns in Event Studies with the Rank Test. Social Science Research Network (SSRN). -, 1-30. [Päätekijä]

Johan Knif, James Kolari, and Seppo Pynnönen. (2014). Market conditions and time varying conditional correlations. Applied Finance Letters. 3, 22-27. [Päätekijä]

Luoma, Martti; Pynnönen, Seppo. (2013). Predicting Market Turning Points. Technical Analysis of Stocks & Commodities. 31, 3-7. [Tekijä]

Knif, Johan; James Kolari; Seppo Pynnönen. (2013). A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies. Social Science Research Network. -, 1-97. [Päätekijä]

Armstrong, Will; Kinf; Johan; Kolari, James; Pynnönen, Seppo. (2012). Exchange risk and universal returns: A test of international arbitrage pricing theory. Pacific-Basin Finance Journal. 20, 24-40. [Päätekijä]

Pynnönen, Seppo. (2012). Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors.. Journal of Multivariate Analysis. 107, 40-52. [Päätekijä]

Pynnönen, Seppo. (2012). Distribución de las transformaciones lineales de los residuos mínimos cuadrados studentizados internamente. / Distribtion of linear transformations of internally studentized least squares residuals.. Pecvnia Monográfico. -, 85-110. [Päätekijä]

Luoma Martti, Seppo Pynnönen. (2011). Voiko markkinoiden käännettä ennustaa?. Arvopaperi. elokuu, 40-41. [Tekijä]

Kolari, James and Seppo Pynnonen. (2011). Nonparametric Rank Tests for Event Studies. Journal of Empirical Finance. 18, 953-971. [Päätekijä]

Fraser, Donald R., James W. Kolari, Seppo Pynnonen, and T. Kyle Tippens. (2011). Market power, bank mergers, and welfare of bank borrowers. Journal of Financial Research. 34, 641-658. [Päätekijä]

Högholm, Kenneth, Johan Knif, Gregory Koutmos, and Seppo Pynnonen. (2011). Distributional asymmetry of loadings on market co-moments. Journal of International Financial Markets, Institutions & Money. 21, 867-873. [Päätekijä]

Nikkinen Jussi; Pynnönen Seppo; Ranta Mikko; Vähämaa Sami. (2011). Cross-dynamics of exchange rate expectations. International Journal of Finance & Economics. 16, 205-217. [Tekijä]

Högholm, Kenneth; Johan Knif; Seppo Pynnonen. (2011). Cross-distributional robustness of conditional weekday effects : Evidence from European equity-index returns. European Journal of Finance. 17, 377-390. [Päätekijä]

Högholm, Kenneth, Johan Knif, and Seppo Pynnonen. (2011). Common and local asymmetry and day-of-the-week effects among EU-equity markets. Quantitative Finance. 11, 219-227. [Päätekijä]

Fraser, Donald F., Kolari, James W., Seppo Pynnonen, and T. Kyle Tippens. (2010). Market Power, Bank Megamergers, And the Welfare of Bank Borrowers. Social Science Research Network (SSRN). [Päätekijä]

Kolari James; Pynnönen Seppo. (2010). Event study testing with cross-sectional correlation of abnormal returns. Review of Financial Studies. 23, 3996--4025. [Päätekijä]

Pynnonen, Seppo. (2010). Distribution of Linear Transformations of Internally Studentized Least Squared Residuals. Social Science Research Network (SSRN). [Päätekijä]

Nikkinen Jussi;Pynnönen Seppo;Ranta Mikko;Vähämaa Sami. (2009). Linkages in exchange rate expectations: A wavelet cross-correlation analysis. Konferenssijulkaisussa. [Tekijä]

Knif;Johan;James Kolari;and Seppo Pynnonen. (2009). Asset pricing with exchange and inflation risks.. [Päätekijä]

Larimo Jorma;Pynnönen Seppo. (2008). Value Creation in FDIs: Empirical Evidence from Foreign Acquisitions by Finnish Firms. Kirjassa: Perspectives on Internationalization and International Management. Toim.Larimo Jorma (Ed.). 317-339. [Tekijä]

Larimo Jorma;Pynnönen Seppo. (2008). Value creation in FDIs: Empirical evidence from foreign acquisitions by Finnish firms. Kirjassa: 34th EIBA Annual Conference Tallinn, Estonia, December 11-13, 2008. Toim.. [Tekijä]

Knif Johan;James Kolari;Pynnonen Seppo. (2008). Stock market reaction to good and bad inflation news.. Journal of Financial Research. 31, 141-166. [Päätekijä]

Kolari;James and Seppo Pynnonen. (2008). Generalized rank test for testing cumulative abnormal returns in event studies.. Konferenssijulkaisussa. [Päätekijä]

Nikkinen Jussi;Pynnönen Seppo;Ranta Mikko;Vähämaa Sami. (2008). Cross-dynamics of exchange rate expectations: A wavelet analysis. Kirjassa. Toim.. [Tekijä]

Johan Knif and Seppo Pynnonen. (2007). Volatility driven changes in stock return correlation dynamics. Managerial Finance. 33, 220--235. [Päätekijä]

Nikkinen Jussi;Pynnönen Seppo. (2007). The weekend effect on implied volatility in option valuation. Konferenssijulkaisussa: Contributions to Accounting and Finance - Essays in Honour of Professor Paavo Yli-Olli. [Tekijä]

Nikkinen Jussi;Pynnönen Seppo;Ranta Mikko;Vähämaa Sami. (2007). Cross-dynamics of exchange rate expectations: A wavelet analysis. Kirjassa. Toim.. [Tekijä]

Kovero Outi;Pynnönen Seppo;Kuurila-Svahn Kaija;Kaitila Ilkka;and Waltimo-Sirén Janna. (2006). Skull base abnormalities in osteogenesis imperfecta: a chephalometric evaluation of 54 patients and 108 control volunteers. J Neurosurg. 105, 361-370. [Päätekijä]

Pynnonen;Seppo. (2006). Modelling credit spreads on yen Eurobonds within an equilibrium correction framework.. Journal of Applied Financial Economics. 16, 583-606. [Päätekijä]

Pynnonen;Seppo;Warren P. Hogan;and Jonathen A. Batten. (2006). Dynamic equilibrium correction modelling of yen Eurobond credit spreads, 171--186. [Päätekijä]

Pynnonen;Seppo. (2006). Conditional contemporaneous correlation among European emerging markets, 325--352. [Päätekijä]

Knif;Johan;James Kolari;and Seppo Pynnönen. (2005). What drives correlation between stock market returns? International Evidence.. Kirjassa. Toim.. 1-42. [Päätekijä]

Pynnonen;Seppo. (2005). On regression based event study. Kirjassa: Contributions to Accounting, Finance, and Management Science. Essays in Honor of Professor Timo Salmi. Toim.Laitinen;Erkki;K. and Teija Laitinen (eds.). 327-354. [Päätekijä]

Kolari James;Pynnönen Seppo. (2005). Event-study methodology: Correction for cross-sectional correlation in standardized abnormal return tests.. Kirjassa. Toim.. 1-30. [Päätekijä]

Waltiom-Sirén;J.;M. Kolkka;S. Pynnönen;K. Kuurila;I. Katila;and O. Kovero. (2005). Carniofacial features in osteogenesis imperfecta: A cephalometric study. American Journal of Medical Genetics. 133A, 142-150. [Päätekijä]

Kuurila K;Pynnönen S;Grénman R.. (2004). Stapes surgery in Osteogenesis imperfecta in Finland.. Ann Otol Rhinol Laryngol. 113, 1987--1993. [Päätekijä]

Hartikka H ;Kuurila K;Körkkö J;Kaitila I;Grénman R;Pynnönen S;Hyland J;Ala-Kokko L.. (2004). Lack of correlation between the type of COL1A1 or COL1A2 mutation and hearing loss in osteogenesis imperfecta patients.. Hum Mutat. 24, 147--154. [Päätekijä]

Pynnönen;Seppo. (2004). Finland, Iceland, Norway and Sweden. [Päätekijä]

Pynnonen;Seppo;Warren Hogan and Jonathan Batten. (2004). Dynamic equilibrium correction modelling of credit spreads. The case of yen Eurobonds.. Kirjassa: Contributions to Management Science, Mathematics and Modelling. Essays in Honor of Professor Ilkka Virtanen. Toim.Laaksonen;Matti and Seppo Pynnonen (eds). 187--204. [Päätekijä]

Laaksonen Matti (ed.);Seppo Pynnonen (ed.). (2004). Contributions to Management Science, Mathematics and Modelling.. University of Vaasa: Finland. [Tekijä]

Kuurila K.;E. Kentala;I. Kaitila;R. Grénman;S. Karjalainen;S. Pynnönen;J. Waltimo. (2003). Vestibular Dysfunction in Adult Patients with Osteogenesis Imperfecta.. American Journal of Medical Genetics. 120A, 350--358. [Päätekijä]

Jonathan Batten;Warren Hogan;Seppo Pynnonen. (2003). The time-varying behaviour of credit spreads on yen Eurobonds, 383--408. [Päätekijä]

Kuurila;Kaija;Seppo Pynnonen and Reidar Grénman. (2003). Stapes surgery in osteogenesis imperfecta in Finland. [Päätekijä]

Hartikka;H.;K. Kuurila;Jarmo Körkkö;I. Kaitila;R. Grenman;S. Pynnonen;JC. Hyland;L. Ala-Kokko. (2003). Osteogenesis imperfecta: Correlation to molecular genetic findigs with hearing loss and other clinical features. [Päätekijä]

Knif;Johan;James Kolari;and Seppo Pynnonen. (2003). Market condtions, inflation shocks and stock-market overreaction, 55-67. [Päätekijä]

Luoma Martti and Seppo Pynnonen. (2003). Fuzzy clustering as a tool for finding candidates for multiple outliers in linear regression, 137-153. [Päätekijä]

Nikkinen Jussi;Pynnonen Seppo. (2002). The Weekend Effect on Implied Volatility in Option Valuation. Kirjassa. Toim.. [Tekijä]

Batten Jonathan;Hogan Warren;Pynnonen Seppo. (2002). Modelling Credit Spreads on Yen Eurobonds. Kirjassa. Toim.. [Päätekijä]

Batten Jonathan;Hogan Warren and Pynnönen Seppo. (2002). Long-Term Equilibrium in High-Grade Yen Bond Markets.. Konferenssijulkaisussa: Asia-Pacific Fixed Income Markets: An Analysis of the Region's Money, Bond and Derivatives Markets. 159--182. [Päätekijä]

Anari Ali;Kolari Jamesi;Pynnonen Seppo;Suvanto Antti. (2002). Further Evidence on the Credit View: The Case of Finland.. Applied Economics. 34, 267--278. [Päätekijä]

Pynnonen Seppo;Hogan Warren;Batten Jonathan. (2002). Expectations and liquidity in yen bond markets. Journal of the Asian Pasific Economy. 7, 335--354. [Päätekijä]

Knif Johan and Pynnonen Seppo. (2002). Common volatility components in international stock markets.. Konferenssijulkaisussa: Financial Services in Evolving Global Marketplace. 41--50. [Päätekijä]

Seppo Pynnonen;Juuso Vataja. (2002). Bootsrap testing for cointegration of international commodity prices.. Applied Economics. 34, 637--647. [Päätekijä]

Kallunki Juha-Pekka;Larimo Jorma;Pynnonen Seppo. (2001). Value creation in foreign direct investments.. Management International Review. 41, 357-376. [Päätekijä]

Knif Johan;Pynnonen Seppo / G. Philippatos (ed.);G. Koutmos (ed.). (2001). Local and global price memory of international stock markets.. [Päätekijä]