Petri Jylha

Aalto University

P.O. Box 21220

Aalto, 00076

Finland

SCHOLARLY PAPERS

10

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5,830

SSRN CITATIONS
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SSRN RANKINGS

Top 17,560

in Total Papers Citations

46

CROSSREF CITATIONS

14

Scholarly Papers (10)

1.

Speculative Capital and Currency Carry Trades

Number of pages: 51 Posted: 18 Apr 2008 Last Revised: 27 Mar 2011
Petri Jylha and Matti Suominen
Aalto University and Aalto University School of Business
Downloads 2,837 (5,135)
Citation 18

Abstract:

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Hedge funds, carry trades, currency speculation

2.

Margin Requirements and the Security Market Line

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 19 Nov 2013 Last Revised: 21 Jun 2017
Petri Jylha
Aalto University
Downloads 729 (41,328)
Citation 14

Abstract:

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Leverage constraints, security market line, margin regulation

3.

Do Hedge Funds Supply or Demand Liquidity?

Review of Finance, Forthcoming
Number of pages: 59 Posted: 24 Jun 2010 Last Revised: 26 Jun 2013
Petri Jylha, Kalle Rinne and Matti Suominen
Aalto University, Universite du Luxembourg - Department of Finance and Aalto University School of Business
Downloads 674 (45,916)
Citation 11

Abstract:

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Hedge Funds, Speculative Capital, Liquidity, Immediacy, Volatility

4.

Hedge Fund Return Misreporting: Incentives and Effects

Number of pages: 28 Posted: 19 Aug 2010 Last Revised: 16 Mar 2012
Petri Jylha
Aalto University
Downloads 460 (74,450)
Citation 10

Abstract:

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Hedge Funds, Return Misreporting, Incentives, Performance measurement, Fund flows

5.

Beta Bubbles

Review of Asset Pricing Studies (Forthcoming)
Number of pages: 53 Posted: 25 Aug 2015 Last Revised: 26 Feb 2017
Petri Jylha, Matti Suominen and Tuomas Tomunen
Aalto University, Aalto University School of Business and Boston College - Department of Finance
Downloads 417 (83,691)

Abstract:

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Beta, CAPM, Comovement, Institutional investors

6.

Flows, Price Pressure, and Hedge Fund Returns

Number of pages: 45 Posted: 08 Jun 2011 Last Revised: 04 Sep 2012
Katja Ahoniemi and Petri Jylha
Imperial College Business School and Aalto University
Downloads 251 (145,592)
Citation 1

Abstract:

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Hedge Funds, Price Pressure, Smart Money, Momentum

7.

Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment

Number of pages: 38 Posted: 27 Aug 2015 Last Revised: 23 May 2018
Petri Jylha
Aalto University
Downloads 230 (158,453)
Citation 4

Abstract:

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Funding liquidity, market liquidity, portfolio margin

8.

Growth Expectations out of WACC

Number of pages: 86 Posted: 29 Jun 2020 Last Revised: 16 Apr 2021
Petri Jylha and Michael Ungeheuer
Aalto University and Aalto University
Downloads 146 (236,876)
Citation 1

Abstract:

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Analysts, Growth expectations, CAPM, Cost of Capital

9.

Mind the Basel Gap

Number of pages: 38 Posted: 10 Jan 2020 Last Revised: 23 Dec 2020
Petri Jylha and Matthijs Lof
Aalto University and Aalto University
Downloads 57 (429,821)

Abstract:

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Credit gap, One-sided Hodrick-Prescott filter, Systemic risk.

10.

Leverage Constraints Affect Portfolio Choice: Evidence from Closed-End Funds

Number of pages: 50 Posted: 12 Jan 2021
Petri Jylha and Paul Rintamäki
Aalto University and Aalto University - School of Business
Downloads 29 (553,391)

Abstract:

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leverage constraints, portfolio choice, closed-end funds