Sami Vähämaa
Personal Details
First Name: Sami
Middle Name:
Last Name: Vähämaa
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RePEc Short-ID: pvh1
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Homepage:
http://www.uwasa.fi/~sami
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Affiliation
(in no particular order)Laskentatoimen ja Rahoituksen Laitos (Department of Accounting and Finance)
Location: Vaasa, Finland
Kauppatieteellinen tiedekunta (Faculty of Business Studies)
Vaasan yliopisto (University of Vaasa)
Homepage: http://www.uwasa.fi/ktt/lasktoim/
Email:
Phone: +358-6-324 8111
Fax: +358-6-324 8344
Postal: P.O.Box 700, FIN-65101 Vaasa
Handle: RePEc:edi:dfwasfi (more details at EDIRC)Institut für Weltwirtschaft (IfW) (Kiel Institute for the World Economy)
Location: Kiel, Germany
Homepage: http://www.ifw-kiel.de/
Email:
Phone: +49 431 8814-1
Fax: +49 431 8814528
Postal: Hindenburgufer 66, D-24105 Kiel
Handle: RePEc:edi:iwkiede (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa, 2005.
"Cross-dynamics of volatility term structures implied by foreign exchange options,"
Working Paper Series
530, European Central Bank.
- Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2009. "Cross-dynamics of volatility term structures implied by foreign exchange options," Journal of Economics and Business, Elsevier, vol. 61(5), pages 355-375, September.
- Sami Vähämaa, 2004.
"Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB,"
Working Paper Series
315, European Central Bank.
- Vahamaa, Sami, 2005. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Journal of Economics and Business, Elsevier, vol. 57(1), pages 23-38.
Articles
- Emilia Peni & Sami Vähämaa, 2012. "Did Good Corporate Governance Improve Bank Performance during the Financial Crisis?," Journal of Financial Services Research, Springer, vol. 41(1), pages 19-35, April.
- Eemeli Rinne & Sami Vahamaa, 2011. "The 'Dogs of the Dow' strategy revisited: Finnish evidence," European Journal of Finance, Taylor and Francis Journals, vol. 17(5-6), pages 451-469.
- Jussi Nikkinen & Seppo Pynnönen & Mikko Ranta & Sami Vähämaa, 2011. "Cross‐dynamics of exchange rate expectations: a wavelet analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(3), pages 205-217, 07.
- Antti Aalto & Jussi Nikkinen & Jarkko Peltomaki & Sami Vahamaa, 2011. "Profitability and diversification benefits of momentum strategies on commodity index futures," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 3(1), pages 21-32, January.
- Jalonen, Einari & Vähämaa, Sami & Äijö, Janne, 2010. "Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?," Research in International Business and Finance, Elsevier, vol. 24(1), pages 75-81, January.
- Jussi Nikkinen & Sami Vähämaa, 2010. "Terrorism and Stock Market Sentiment," The Financial Review, Eastern Finance Association, vol. 45(2), pages 263-275, 05.
- Emilia Peni & Sami Vähämaa, 2010. "Female executives and earnings management," Managerial Finance, Emerald Group Publishing, vol. 36(7), pages 629-645, July.
- Sami Vahamaa, 2009. "A note on the impact of scheduled macroeconomic news announcements on implied volatility," Applied Economics Letters, Taylor and Francis Journals, vol. 16(18), pages 1783-1789.
- Martikainen, Minna & Nikkinen, Jussi & Vähämaa, Sami, 2009. "Production functions and productivity of family firms: Evidence from the S&P 500," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 295-307, May.
- Nikkinen, Jussi & Vähämaa, Sami, 2009. "Central bank interventions and implied exchange rate correlations," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 862-873, December.
- Krylova, Elizaveta & Nikkinen, Jussi & Vähämaa, Sami, 2009.
"Cross-dynamics of volatility term structures implied by foreign exchange options,"
Journal of Economics and Business,
Elsevier, vol. 61(5), pages 355-375, September.
- Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa, 2005. "Cross-dynamics of volatility term structures implied by foreign exchange options," Working Paper Series 530, European Central Bank.
- Magnus Andersson & Elizaveta Krylova & Sami Vahamaa, 2007. "Why does the correlation between stock and bond returns vary over time?," Applied Financial Economics, Taylor and Francis Journals, vol. 18(2), pages 139-151.
- Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami, 2006. "Implied volatility linkages among major European currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 87-103, April.
- Annukka Jokipii & Sami Vähämaa, 2006. "The Free Cash Flow Anomaly Revisited: Finnish Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7-8), pages 961-978.
- Vahamaa, Sami, 2005.
"Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB,"
Journal of Economics and Business,
Elsevier, vol. 57(1), pages 23-38.
- Sami Vähämaa, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 315, European Central Bank.
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CFN: Corporate Finance (1) 2005-11-12 Author is listed
- NEP-EEC: European Economics (1) 2005-10-04 Author is listed
- NEP-FIN: Finance (2) 2005-10-04 2005-11-12 Author is listed
- NEP-FMK: Financial Markets (2) 2005-10-04 2005-11-12 Author is listed
- NEP-FOR: Forecasting (1) 2005-10-04 Author is listed
- NEP-IFN: International Finance (1) 2005-11-12 Author is listed
- NEP-MAC: Macroeconomics (1) 2005-10-04 Author is listed
- NEP-MON: Monetary Economics (2) 2005-10-04 2005-11-12 Author is listed
Statistics
Most cited item
- Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami, 2006. "Implied volatility linkages among major European currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 87-103, April.
Most downloaded item (past 12 months)
- Nikkinen, Jussi & Sahlstrom, Petri & Vahamaa, Sami, 2006. "Implied volatility linkages among major European currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 87-103, April.
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Corrections
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