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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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International equity market evidence, working paper presented at the 17th Annual Conference of the Multinational Financial Society, June 2010, Barcelona, Spain Armstrong, W., J. Knif, J. Kolari and S. Pynnönen, 2010, On Stock Returns and the Exchange Risk Puzzle, working paper presented at the Midwest Finance Association meeting 2010 in Las Vegas, USA, and receives “Best Paper Award” and submitted to the Financial Management Association European Meeting in Hamburg, Germany, June 2010 Gulati, A, J. Knif and J. Kolari, 2009, International Competition and Exchange Rate shocks in Small Export-Oriented Economies: A Cross-Country Industry Analysis of Stock Returns in Finland and Sweden, also presented at the Paris Finance International Meeting, December 2009.

5 Knif, J, J. Kolari and S. Pynnönen, 2008, Asset pricing with exchange and inflation risks, working paper submitted to the Western Finance association meeting in San Diego, California USA June 2009 and presented at the Annual meeting of the

Multinational Finance Society in Crete, Greece July 2009. Available at SSRN:

http://ssrn.com/abstract=1364187 Knif, J., J. Kolari and S. Pynnönen, 2008, Effects of exchange rate risk on the systematic risk of common stocks, working paper presented at the 2008 Financial Management Association European Conference, Prague, Czech Republic, June 2008.

Högholm, K., J. Knif and S. Pynnönen, 2007, Common and local asymmetry and day-ofthe-week effects among EU equity markets, working paper presented at the, Arne Ryde Workshop in Financial Economics, Lund Sweden, April 2008, the 15th Annual Conference of the Multinational Finance Society, Orlando, Florida, USA, July 2008 and for the Southern Finance Association Annual Meeting in Key West, FL, USA, November 2008.

Högholm, K. and J. Knif, 2007, Portfolio aggregation, asymmetry and day-of-the-week effects: Evidence from the Finnish equity market before and after the introduction of the euro, working paper presented at the 14th Annual Conference of the Multinational Finance Society, Thessaloniki, Greece, July 2007.

Knif, J., J. Kolari and S. Pynnönen, 2006, Conditional correlation and different sources of volatility - International equity market evidence, paper presented at the 13th Annual Conference of the Multinational Finance Society in Edinburgh, UK, and at the 61st European meeting of the Econometric Society in Vienna, Austria, August 2006.

Knif, J, J. Kolari, and S. Pynnönen, 2005, What drives correlation between stock market returns? International evidence, Working Papers from the University of Vaasa, Department of Mathematics and Statistics, 8, paper presented at the Annual Meeting of the Southern Finance Association, Key West, Florida, USA, November 2005.

Koutmos, G. and J. Knif, 2005, Exchange rate exposure: Evidence from Finnish stock returns, presented at the European Financial Management Conference, June 2003, Zurich, Switzerland, and at the 12th Annual Conference of the Multinational

Finance Society, Athens, Greece, July 2005. Available at SSRN:

http://ssrn.com/abstract=407845 or DOI: 10.2139/ssrn.407845 Pynnönen, S, J. Knif and J. Kolari, 2004, GARCH Conditional Correlation, paper presents at the Economics Research Summer Workshop in Jyväskylä, Finland, June 2004 Koutmos, G. and J. Knif, G. C. Philippatos, 2003, Modeling common volatility and dynamic risk premia in European equity markets, paper presented at the Financial Management European Conference, Dublin, Ireland, June 2003, at the European Financial Management Assocoation Conference in London, UK, 2002 and at the 6th Global Conference on Business and Economics, Gutman Conference Center, Cambridge, USA, 2006.

Available at SSRN: http://ssrn.com/abstract=314508 or DOI: 10.2139/ssrn.314508.

Pynnönen, S, J. Knif and J. Kolari, 2003, Equilibrium and transitory view on stock returns and portfolio management, paper presents at the Finance Researchers Summer Seminar in Jyväskylä, Finland, June 2003.

Knif, J, J. Kolari and S. Pynnönen, 2003, Inflation news and the stock market:

Macroefficiency or overreaction, Conference Proceedings of the 19th Annual Conference of the Multinational Finance Society, June 2002, Paphos, Cyprus, presented at the 2003 Financial Management Association conference in Denver, USA, and at the European Financial Management Association Conference, 6 Helsinki Finland, June 2003. Available at SSRN: http://ssrn.com/abstract=407844 or DOI: 10.2139/ssrn.407844 Koutmos, G. and J. Knif, 2000, Modeling dynamic risk premium in European equity returns, paper presented at the Eastern Finance Association Meeting in Baltimore, USA, April 2002.

Koutmos, G. and J. Knif, 2000, Time variation and asymmetry in systematic risk:

Evidence form the Finnish stock exchange, paper presented at the Eastern Finance Association Meeting in Myrtle Beach, South Carolina, USA, April 2000.

Lindqvist, T., and J. Knif, 1999, Portfolio management and beta stability, Working Paper 412, Swedish School of Economics and Business Administration Knif, J. and S. Pynnönen, 1999, Common volatility components in international stock markets, Conference proceedings: Approaching the Next Millennium, Merrill Lynch Center and Hofstra University, New York, USA. October 1999.

Knif, J., and S. Pynnönen, 1999, Asymmetric volatility spillover across international stock markets, presented at the 6th Multinational Finance Association Meeting in Toronto, Canada, July 1999 and at the Financial Management Association Meeting in Orlando, Florida, USA, October 1999.





Högholm, K., J. Knif and T. Rönnholm, 1999, The Impact of volatility development on the pricing of equity–An empirical study covering a period of market deregulations in Finland’, Working paper 411, Swedish School of Economics and Business Administration, presented at the Eastern Finance Association Meeting in Miami Beach, Florida, USA, April 1999, and at the 5th Annual Conference of the Multinational Finance Association in Espoo, Finland, June 1998.

Knif, J. and S. Pynnönen, 1998, Common short-term volatility on international stock markets, Working Paper, 389, Swedish School of Economics and Business Administration, presented at the 35th Annual Meeting of Eastern Finance Association, April 1999, in Miami, Florida, USA, at the 4th Annual Conference of the Multinational Finance Association, in Thessaloniki, Greece, June 1997, and at the Global Finance Conference, Crowne Plaza Hotel, Mexico City, Mexico April

1988. In Yearbook of the Global Finance Conference 1998, 97-99.

Knif, J. and S. Pynnönen, 1997, Local and global price memory of international stock markets, Discussion Paper 213, Proceeding of the University of Vaasa, presented at the Workshop for Statistical and Mathematical Applications in Finance November 1998, and at the 34th Meeting of the Eastern Finance Association in Williamsburg, Virginia, USA, April 1998.

Knif, J. and A. Löflund, 1997, The pricing of Finnish stocks: A survey of some empirical research, paper presented at the 10th Anniversary Symposium for Stiftelsen för främjandet av värdepappersmarknaden i Finland, Helsinki, Finland, June 1997.

Höglund, R., M. Jäntti, J. Knif, L. Nordberg and G. Rosenqvist, 1996, The dynamics and statics of food consumption and welfare - Tobin revisited, presented at the Experiment in applied econometrics, Tilburg University, The Netherlands December 1996.

Knif, J and S. Pynnönen, 1996, Common long- and short-term price memory in two Scandinavian stock markets, presented at the 2nd Annual Meeting of the Multinational Financial Issues, Washington D.C. USA, June 1996.

Knif, J., K. Högholm and F. G. Miranda, 1995, A new look at stock return indicators and their impact under different market conditions, Working Paper 312, Swedish School of Economics and Business Administration, presented at the Southern Finance Association Meeting, Key West, Florida, USA, November, 1996 and at 33d Annual Meeting of the Eastern Finance Association, Marriot’s Point Resort, Panama City, Florida USA April 1997.

7 Knif, J., M. Luoma and S. Pynnönen, 1995, Testing for common autocorrelation features of two Scandinavian stock markets, presented at the 2nd Annual Meeting of the Multinational Financial Issues, Philadelphia, USA, June 1995, in Proceedings of the 17th Meeting of the Western Decision Sciences, San Francisco, April 1995, 702-705.

Knif, J., M. Luoma and S. Pynnönen, 1994, A new look at the volatility information flow between stock markets: A case of two Nordic stock exchanges, presented at the 21st Annual Meeting of the European Finance Association, Brussels, Belgium, August 1994, and at the 1st Annual Meeting of the Multinational Financial Issues, Atlantic City, USA, June 1994, Proceedings of the University of Vaasa, Discussion Papers 167.

Knif, J., M. Luoma and S. Pynnönen, 1994, Long-term common features of two Scandinavian stock markets, presented at the International Workshop on Market Microstructure, Vaasa, Finland, September 1994.

Knif, J. and K. Högholm, 1993, Predictability of conditional moments of a time-varying distribution of expected returns on a small stock market, Working Paper 268, Swedish School of Economics and Business Administration, presented at the Workshop on Risk Estimation and Management at the University of Vaasa, Finland, 1994.

Knif, J. and C. Emaus, 1993, Risk persistence among market risks of common stocks over time: Evidence from two thin markets, paper presented at the 2nd Annual Conference of the European Financial Management, Virginia Beach, USA, May 1993.

Knif, J. and M. Luoma, 1992, Spectral characteristics of common stock return series, Proceedings of the University of Vaasa, Discussion Paper 142.

Berglund, T. and J. Knif, 1992, Time varying risks and CAPM-tests on data from a small stock market, Working Paper 236, Swedish School of Economics and Business Administration, presented at the Annual Meeting of the Southwestern Finance Association, San Antonio, Texas, USA March 1992, and at the 19th European Finance Association Meeting, Lisbon, Portugal, August 1992 and at the INQUIRE Europe Annual Meeting, Paris, France, 1992.

Knif, J., 1991, Tests for parameter variability in time series regression: An empirical comparison using recursive residuals, Proceedings of the Mathematisches Forschungsinstitut Oberwohlfach.

Knif, J. and D. Sandås, 1989, Risk persistence in common stock returns: An empirical investigation on the Helsinki Stock Exchange, Working Paper 196, Swedish School of Economics and Business Administration,

Abstract

published in Scandinavian Journal of Statistics.

Knif, J. and D. Sandås, 1989, Interdependence and usefulness of different market risk measures, Working Paper 195, Swedish School of Economics and Business Administration, Abstract published in Scandinavian Journal of Statistics.

Knif, J., 1989, Tests for parameter variability: Some empirical comparisons using the market model, paper presented at the 47th Session of the International Statistical Institute, Paris, France, August 1989.

Knif, J., 1988, The variability of market risk, paper presented at the 12th Nordic Conference in Mathematical Statistics, Åbo Finland.

Knif, J., 1988, Random models for the instability of market risk; Empirical tests on data from the Helsinki Stock Exchange, Working Paper 185, Swedish School of Economics and Business Administration, abstract published in Scandinavian Journal of Statistics.

Knif, J., 1987, Tests for beta stationarity in the CAPM using recursive residuals (in Swedish), Department of Statistics, Åbo Akademi University.

8 Knif, J., 1987, Recursive estimation of beta-coefficients in the CAPM: Accounting for structural instability (in Swedish), Department of Statistics, Åbo Akademi University.

Knif, J., 1987, Davidon-Fletcher-Powell variable metric algorithm, (Algorithm and Pascal Program), Department of Statistics, Åbo Akademi University (in Swedish) Knif, J., 1984, A comparison of Ordinary Least Squares, Kalman Filtering and Ordinary Ridge Regression’, Working Paper 124, Swedish School of Economics and Business Administration, abstract published in Scandinavian Journal of Statistics.

Knif J., 1981, The usefulness of the Kalman Filter in estimation of time varying parameters in an econometric model, Department of Statistics, Åbo Akademi University (in Swedish) Knif, J., 1978, The use of the Kalman Filter in estimation and analysis of stochastic parameters in an econometric model, Department of Statistics, Åbo Akademi University (in Swedish) Knif, J., 1978, Implementation of Kalman-Bucy Filter, Department of Mathematics, Åbo Akademi University (in Swedish).

Knif, J., 1977, Spectral representation of stationary time series, Department of Mathematics, Åbo Akademi University (in Swedish) Knif, J., 1977, Bayesian methods for the comparison of alternative model specifications, Department of Statistics, Åbo Akademi University (in Swedish).

Bergström, P., M. Enberg, J. Juslin, J. Knif, S. Runestad, B. Von Veh and E. Westman, 1976, Consumption functions for ten OECD countries, Department of Statistics, Åbo Akademi University (in Swedish) Knif, J., 1976, Renewal processes, Department of Mathematics, Åbo Akademi University (in Swedish) Knif, J. and F. Nygård, 1976, Program package for matrix computations, written in Algol, Åbo Akademi University

Preliminary papers (work in progress):

Knif, J., J. Kolari, and S. Pynnönen, 2015, A robust and powerful test abnormal stock returns in long-horizon event studies, submitted http://ssrn.com/abstract=2292356 Badshah, I., B. Frijns, J. Knif, and A. Tourani-Rad, 2015, Asymmetries of the Intraday Return-Volatility Relation, submitted Knif, J., D. Koutmous, G. Koutmos, 2015, Hedge fund styles and alpha returns: A quantile regression approach, Knif, J., J. Kolari, G. Koutmos and S. Pynnönen, 2015, The role of multifactors in asset pricing models.working paper

Knif, J., J. Kolari and S. Pynnönen, 2014, Time-varying conditional correlation:

International equity market evidence, working paper Knif, J., J. Kolari and S. Pynnönen, 2012, New measures of actively-managed mutual fund performance relative to benchmark portfolios working paper

Other publications:



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