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«JOHAN A. KNIF Name: Date and place of birth: April 9, 1954, Jakobstad, FINLAND Nationality: Finnish Address: home: Storgatan 3, FIN-68600, Jakobstad, ...»

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CURRICULUM VITAE October 8, 2015

JOHAN A. KNIF

Name:

Date and place of birth: April 9, 1954, Jakobstad, FINLAND

Nationality: Finnish

Address: home: Storgatan 3, FIN-68600, Jakobstad, Finland

and

(Strandgatan 12 A2, FIN-65100, Vasa, Finland)

work: Professor of Finance

Department of Finance and Statistics

HANKEN School of Economics

Handelsesplanaden 2

P.O. Box 287 FIN-65101, Vasa, Finland phone: +358+(0)50+589 2612 e-mail: johan.knif@hanken.fi http:// www.hanken.fi/staff/jknif/

Education:

Doctor of Philosophy, Ph.D., Åbo Akademi University, Finland 1990 Licentiate in Philosophy (Statistics), Åbo Akademi University, Finland 1981 Master of Science (Mathematics), Åbo Akademi University, Finland 1978 Bachelor of Science (Mathematics), Åbo Akademi University, Finland 1976 Matriculation Exam, Jakobstads samlyceum, Jakobstad, Finland 1973 Honorary Doctor (Economics, Honoris Causa), Lund University, Sweden 2010 Associate Fellow at the Auckland Centre for Financial Research, Auckland University of Technology, New Zealand 2012-2016 Research Fellow (Docent) at the Department of Statistics, Åbo Akademi University, 1993-

Employment:

HANKEN School of Economics Professor of Finance (tenure), Department of Finance and Statistics, 1998- Elected Vice-Rector of HANKEN 1996-04 Associate Professor of Finance (tenure) 1996-98 Acting Associate Professor of Finance 1991-95 Acting Assistant Professor of Computer Science 1990 1 Acting Associate Professor of Computer Science 1989 Researcher, Research Institute 1988 Research Assistant, Research Institute 1987 Senior Lecturer of Statistics (tenure) 1981-95 Acting Senior Lecturer of Statistics 1980

Previous and other work experience:

Instructor of Statistics, Åbo Akademi University 1976-95 Consultant for the Library Committee of Åland 1979 Research Assistant, Academy of Finland 1978

Mathematics Department of the Life Insurance Company Verdandi 1976-77List of Publications:

Refereed Scientific Journal Articles, Books and Chapters in Books:

Knif, J., and B. Pape (editors), 2014, Contributions to Mathemtics, Statistics, Econometrics, and Finance, Essays in the Honour of Professor Seppo Pynnönen, Acta Wasaensia 296, Statistics 7, 412 pages Högholm, K., J. Knif, and G. Koutmos, 2014, Asymmetric dynamic linkages between returns on banks and other industry portfolio returns, in Contributions to Mathemtics, Statistics, Econometrics, and Finance, Essays in the Honour of Professor Seppo Pynnönen, Acta Wasaensia 296, 209-230.

Knif, J., D. Koutmos, and G. Koutmos, 2014, Hedge Funds: Market timing and the dynamics of systematic risk, in Contributions to Mathemtics, Statistics, Econometrics, and Finance, Essays in the Honour of Professor Seppo Pynnönen, Acta Wasaensia 296, 255-266.

Högholm, K., J. Knif, and T. Romar, 2014, Short-term value cration for the bidder:

Evidence from Finland, in Contributions to Mathemtics, Statistics, Econometrics, and Finance, Essays in the Honour of Professor Seppo Pynnönen, Acta Wasaensia 296, 307-328.

Gulati, A., J. Knif, and J. Kolari, 2013, Exchange rate shocks and firm competitiveness in small, export-oriented countries: The case of Finland. Multinational Finance Journal, 17, 1/2, 1-47.

Armstrong, W., J. Knif, J. Kolari and S. Pynnönen, 2012, Exchange risk and universal returns: A test of international arbitrage pricing theory, Pacific-Basin Finance Journal, 20, 1, 24-40.

Högholm, K., J. Knif, and S. Pynnönen, 2011, Fund performance robustness: An evaluation using European large-cap equity funds, Frontiers in Finance and Economics, 8, 2, 1-26.

Högholm, K., J. Knif, G. Koutmos and S. Pynnönen, 2011, Distributional asymmetry of loadings on market co-moments, Journal of International Financial Markets, Institutions & Money, 21, 5, 851-866.

Armstrong, W., J. Knif, J. Kolari and S. Pynnönen, 2011, Universal Returns, Exchange Risk, and Capital Asset Prices, International Review of Applied Financial Issues and Economics, Vol. 3, 2, published online September 2011.

Koutmos, G. and J. Knif, 2011, Exchange rate exposure in the pre- and post-euro periods:

Evidence from Finland, European Journal of Finance, Vol. 17, 8, 661-674.

2 Högholm, K., J. Knif and S. Pynnönen, 2011, Cross-distributional robustness of weekday effects: Evidence from European equity-index returns, European Journal of Finance, Vol. 17, 5-6, 377-390.

Högholm, K., J. Knif and S. Pynnönen, 2011, Common and local asymmetry and day-ofthe-week effects among EU equity markets, Quantitative Finance, Vol. 11, 2, 219Högholm, K., and J. Knif, 2009, The impact of portfolio aggregation on day-of-the-week effect: Evidence from Finland, Global Finance Journal, Vol. 20, Issue 1, 67-79.

Knif, J., J. Kolari and S. Pynnönen, 2009, Stock market reaction to good and bad inflation news, CFA Digest, Vol. 39 Issue 1, 29-31, Koutmos, G., J. Knif and G. C. Philippatos, 2008, Modeling common volatility characteristics and dynamic risk premia in European equity markets, Quarterly Review of Economics and Finance, Vol. 48, 567-578.

Knif, J., J. Kolari and S. Pynnönen, 2008, Stock market reaction to good and bad inflation news, the Journal of Financial Research, Vol. XXXI, No. 2, 141-166.





Knif, J., and S. Pynnönen, 2007, Volatility driven changes in stock return correlation dynamics, Managerial Finance, Vol. 33, No 3, 220-235.

Knif, J., J. Kolari and S. Pynnönen, 2003, Market conditions, inflation shocks and stockmarket overreaction, in Statistics, Econometrics and Society: Essays in honour of Leif Nordberg, 55-67, edited by Rune Höglund, Markus Jäntti and Gunnar Rosenqvist, Research Reports 238, Statistics Finland.

Koutmos, G. and J. Knif, 2002, Time variation and asymmetry in systematic risk:

Evidence from the Finnish stock exchange, Journal of Multinational Financial Management, 12, 261-271.

Koutmos G. and J. Knif, 2002, Estimating systematic risk using time-varying distributions, European Financial Management, Vol 8, No 1, March, 59-73.

Knif, J. and S. Pynnönen, 2002, Common volatility components in international stock markets, included in Financial Services in the Evolving Global Marketplace, 41edited by Esmeralda O. Lyn and George J. Papaioannou, Merrill Lynch Center, Frank G. Zarb School of Business, Hofstra University.

Knif, J. and S. Pynnönen, 2001, Local and global price memory of international stock markets, Chapter 11, 189-208, in International Securities, Volume 2, Part II, Interactions of Financial Markets and Price Dynamics edited by G. Philippatos and G. Koutmos. This collection of articles is a part of the International Library of Critical Writings in Financial Economics series edited by Richard Roll and Published by Edgar Elger Publishing Inc.

Knif, J. and K. Högholm and F. G. Miranda, 2000, Ranked market information as a stock return indicator, Finnish Journal of Business Economics, 2, 233-244.

Knif, J. and S. Pynnönen, 1999, Local and global price memory of international stock markets, Journal of International Financial Markets, Institutions & Money, Vol 9, 129-147.

Berglund, T. and J. Knif, 1999, Accounting for the accuracy of beta estimates in CAPMtests on assets with time-varying risks, European Financial Management, Vol 5, No 1, 25-42.

Höglund, R., M. Jäntti, J. Knif, L. Nordberg and G. Rosenqvist, 1999, The dynamics and statics of food consumption - Tobin revisited, Chapter 9, 237-249, in Methodology and Tacit Knowledge: Two experiments in Econometrics, Editors: J. R. Magnus and Mary. S. Morgan, John Wiley and Sons, Chichester / New York.

Reviewd by D.J. Poirier in The Economic Journal, 2000, F507-F509 Knif, J. and S. Pynnönen, 1998, Common long- and short- term price memory in two Scandinavian stock markets, Applied Financial Economics, 8, 257-265.

3 Awarded Highest Quality Rating by ANBAR Electronic Intelligence Citation of Excellence Knif, J. and A. Löflund, 1997, The pricing of Finnish stocks: A survey of some empirical research, The Finnish Journal of Business Economics, 4, 496-515.

Knif, J. and K. Högholm and F. G. Miranda, 1997, A relevance measure of ranked market information as a stock return indicator, proceedings of the IEEE/IAFE, Computational Intelligence for Financial Engineering, March 1997, 195-201.

Knif, J., S. Pynnönen and M. Luoma, 1996, Testing for common autocorrelation features between two Scandinavian stock markets, International Review of Financial Analysis, Vol. 5, No. 1, 55-64.

Knif, J. and K. Högholm, 1996, Inter-dependence and predictability of moments in a timevarying return distribution: Evidence from the Finnish stock market’ Journal of Multinational Financial Management, Vol. 6, No. 1, 1996, 71-87.

Pynnönen, S., J. Knif and M. Luoma, 1996, A new look at the volatility information flows between stock markets: A case of two Nordic stock exchanges, Journal of International Financial Markets, Institutions & Money, Vol. 6, No. 2/3, 69-92.

Knif, J., S. Pynnönen and M. Luoma, 1995, An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets, European Journal of Operational Research, Vol 81, 259-270.

Knif, J. and C. Emaus, 1993, Order persistence among market risks of common stocks over time: Empirical evidence from two thin stock markets, Journal of Multinational Financial Management, Vol. 3, No. 3, 25-40.

Simultaneously published in European Equity Markets and Corporate Financial Decisions, 25-40, edited by John Doukas and Ike Mathur, International Business Press, New York Knif, J. and K. Högholm, 1991, Forecasting stock returns for different time aggregation levels, in A Spectrum of Statistical Thought: Essays in Statistical Theory, Economics and Population Genetics in Honour of Johan Fellman, 125-150, Publications of the Swedish School of Economics and Business Administration 46.

Knif, J., 1990, Parameter Variability in the Single Factor Market Model: An Empirical Comparison of Tests and Estimation Procedures Using Data from the Helsinki Stock Exchange, (Thesis), Commentationes Scientiarum Socialium 40, The Finnish Society of Science and Letters.

Reviewed by P.A Wigodsky in Journal of the Royal Statistical Society: Series C (Applied Statistics); 1991, Vol. 40 Issue 3, 487.

Reviewed by S.J.Taylor in International Journal of Forecasting, December 1990, Vol. 6, Issue 4, 571-572.

Knif, J., 1988, Finnish beta coefficients: Empirical evidence of instability, The Finnish Journal of Business Economics, No 1, 3-17.

Knif, J., 1988, Tests for market model instability: An empirical comparison of tests using recursive residuals, Research Report 18, Swedish School of Economics and Business Administration.

Working and conference papers:

Knif, J., D. Koutmous, G. Koutmos, 2015, Searching for hedge fund alpha returns across the quantiles, paper to be presented at the 80th International Atlantic Economic Conference, 8-11 October, Boston, MA, USA.

4 Knif, J., D. Koutmous, G. Koutmos, 2015, Hedge fund styles and alpha returns: A quantile regression approach, paper to be presented at the annual conference of the Athens Institute for Education and Research, May 2015, Athens, Greece.

Badshah, I., B. Frijns, J. Knif, and A. Tourani-Rad, 2015, An Intraday Analysis of the Return-Volatility Relation, presented at Eastern Finance Association Annual conference April 2015, New Orleans, LA, USA Högholm, K., J. Knif and G. Koutmos, 2014, Asymmetric dynamic linkages between returns on banks and other industry portfolio returns, presented at 12th Annual International Conference on Finance, 26-29 May 2014, Athens, Greece and 2014 Annual Meeting of the Southern Finance Association Meeting November 19-22, 2014, Key West, FL, USA Badshah, I., B. Frijns, J. Knif, and A. Tourani-Rad, 2014, An Intraday Analysis of the Return-Volatility Relation: A Quantile Regression Approach, presented at Midwest Finance Association Annual conference March 2014, Orlando Florida.

https://www.openconf.org/MidwestFinance2014/modules/request.php?module=oc _program&action=summary.php&id=663 Knif, J., J. Kolari and S. Pynnönen, 2013, A powerful testing procedure of abnormal stock returns in long-horizon event studies, presented at the 19th Annual Meeting of the Multinational Finance Society, June 2013, Izmir, Turkey, the 2013 EFMA Conference in Reading, UK June 2013, and at the 2013 European Finance Association meeting in Cambridge, UK August 2013.

Knif, J, J. Kolari and S. Pynnönen, 2013, A robust test of long-run abnormal stock returns in event studies, paper presented at the Eastern Finance Association Meeting, April 2013, in St Pete Beach, FL, USA.

Knif, J., D. Koutmous, G. Koutmos, 2013, Hedge funds: Market timing and the dynamics of systematic risk, paper presented at the 75th International Atlantic Economic Conference, April 2013, Vienna, Austria.

Knif, J, J. Kolari and S. Pynnönen, 2012, Correlation and heteroscedastisity robust longhorizon event study testing, presented at the 19th Annual Meeting of the Multinational Finance Society, June 2012, Krakow, Poland.

Knif, J., J. Kolari, G. Koutmos and S. Pynnönen, 2011, The role of multifactors in asset pricing models, presented at 9th Annual International Conference on Finance Athens, Greece on July 2011, at the 18th Annual Conference of the Multinational Financial Society, July 2011, Rome, Italy, at the Southern Finance Association Meeting on November 16-19, 2011 in Key West, USA, and at the Eastern Finance Association Meeting in Boston, USA April 2012.

Högholm, K., J. Knif, G. Koutmos and S. Pynnönen, 2010, Distributional asymmetry of co-moments, working paper presented at the 71st International Atlantic Economic Conference in Athens, March 2011 and at the Eastern Finance Association Meeting in Savannah, GA, USA April 2011

Knif, J, J. Kolari and S. Pynnönen, 2010, Time-varying conditional correlation:



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