Current research and working papers
Current research and working papers
[Updated 7.3.2024]
Predicting Winner and Loser Stocks: A Classification Approach
(with Roope Rihtamo and Matthijs Lof)
SSRN Research Paper, id 4718606, 2024
It’s sad but true: Emotions and trustworthiness of information
(with Marja-Liisa Halko, Juho Halonen, Marita Laukkanen and Mikko Salmela )
SSRN Research Paper, id 4692895, 2024
Risk-Return Relation in Stock Returns under Economic Constraints
Under revision (Journal of Empirical Finance, 2023). SSRN Research Paper, id 4225052, 2022
A Structural Vector Autoregression containing Positive-Valued Components
(with Samuel Rauhala)
SSRN Research Paper, id 4301748, 2022
Similarity-Based Recession Prediction in Different Interest Rate Environments
(with Visa Kuntze and Samuel Rauhala)
SSRN Research Paper, id 4163483, 2022
Similarity-Augmented Structural Vector Autoregression: The Effects of Forward Guidance Shocks in Different Monetary Policy Conditions
(with Visa Kuntze and Markku Lanne)
SSRN Research Paper, id 4124211, 2022
Coincident Economic Activity Index for the Finnish Economy
(with Antti Fredriksson and Jani Sainio)
SSRN Research Paper, id 4066783, 2022
Nonparametric Impulse Response Analysis in Changing Macroeconomic Conditions
(with Markku Lanne)
SSRN Research Paper, id 3888044, 2021
Moving Forward from Predictive Regressions: Boosting Asset Allocation Decisions
(with Lauri Nevasalmi)
SSRN Research Paper, id 3623956, 2020
Permanent working papers / discussion papers
A Multinomial Logit-based Statistical Test of Association Football Betting Market Efficiency
HECER Discussion Paper No. 380 (2014)
Nonlinear dynamic interrelationships between real activity and stock returns
(with Markku Lanne)
CREATES Research Paper 2015 - 36 (2015)
Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?
(with Markku Lanne and Jani Luoto)
CREATES Research Paper 2014 - 26 (2014)