Tampere University of Technology

TUTCRIS Research Portal

Research group: Financial Engineering

Research unit: Research Group

Latest research outputs

  1. Published

    Layoff announcements and intra-day market reactions

    Velasquez, S., Kanniainen, J., Mäkinen, S. & Valli, J., Jan 2018, In : Review of Managerial Science. 12, 1, p. 203–228 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

  2. Published

    Jump and volatility dynamics for the s&p500: evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets

    Yang, H. & Kanniainen, J., Mar 2017, In : REVIEW OF FINANCE. 21, 2, p. 811–844

    Research output: Contribution to journalArticleScientificpeer-review

  3. Published

    Limit Order Books and Liquidity around Scheduled and Non-Scheduled Announcements: Empirical Evidence from NASDAQ Nordic

    Siikanen, M., Kanniainen, J. & Valli, J., 2017, In : Finance Research Letters. 21, p. 264-271

    Research output: Contribution to journalArticleScientificpeer-review

Publications per year

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ID: 23875