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Eva Liljeblom

Personal Details

First Name:Eva
Middle Name:
Last Name:Liljeblom
Suffix:
RePEc Short-ID:pli299
http://www.hanken.fi/staff/liljeblo/
Hanken (Swedish Sch. of Econ. and Bus.Adm.) Dept. of Finance and Statistics P.O.BOX 479 00101 Helsinki FINLAND
+358 9 431 33 393

Affiliation

(83%) Hanken Svenska Handelshögskolan

Helsinki, Finland
http://www.hanken.fi/

: +358-9-431 331
+358-9-431 33 333
PL 479, 00101 Helsinki
RePEc:edi:shhhhfi (more details at EDIRC)

(17%) Nationalekonomiska Institutionen
Ekonomihögskolan
Lunds Universitet

Lund, Sweden
http://www.nek.lu.se/

: +46 +46 222 0000
+46 +46 2224613
P.O. Box 7082, S-222 07 LUND
RePEc:edi:delunse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Buchanan, Bonnie & Cao, Xuying (Cathy) & Liljeblom, Eva & Weihrich, Susan, 2016. "Uncertainty and firm dividend policy – a natural experiment," Research Discussion Papers 11/2016, Bank of Finland.
  2. Martin Hoesli & Eva Liljeblom & Anders Löflund, "undated". "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," Swiss Finance Institute Research Paper Series 12-22, Swiss Finance Institute.

Articles

  1. Mollah, Sabur & Liljeblom, Eva, 2016. "Governance and bank characteristics in the credit and sovereign debt crises – the impact of CEO power11We are grateful to the Editor, Prof. Iftekhar Hasan and three anonymous referees for valuable com," Journal of Financial Stability, Elsevier, vol. 27(C), pages 59-73.
  2. Timo Korkeamäki & Eva Liljeblom & Markus Pfister, 2016. "Airline fuel hedging and management ownership," Journal of Risk Finance, Emerald Group Publishing, vol. 17(5), pages 492-509, November.
  3. Eva Liljeblom & Sabur Mollah & Patrik Rotter, 2015. "Do dividends signal future earnings in the Nordic stock markets?," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 493-511, April.
  4. Brunzell, Tor & Liljeblom, Eva & Löflund, Anders & Vaihekoski, Mika, 2014. "Dividend policy in Nordic listed firms," Global Finance Journal, Elsevier, vol. 25(2), pages 124-135.
  5. Martin Hoesli & Eva Liljeblom & Anders Loflund, 2014. "The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight," International Real Estate Review, Asian Real Estate Society, vol. 17(1), pages 1-22.
  6. Tor Brunzell & Eva Liljeblom & Mika Vaihekoski, 2013. "Determinants of capital budgeting methods and hurdle rates in Nordic firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 85-110, March.
  7. Tor Brunzell & Mats Hansson & Eva Liljeblom, 2011. "The use of derivatives in Nordic firms," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 355-376.
  8. Mats Hansson & Eva Liljeblom & Minna Martikainen, 2011. "Corporate governance and profitability in family SMEs," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 391-408.
  9. Liljeblom, Eva & Pasternack, Daniel & Rosenberg, Matts, 2011. "What determines stock option contract design?," Journal of Financial Economics, Elsevier, vol. 102(2), pages 293-316.
  10. Korkeamaki, Timo & Liljeblom, Eva & Pasternack, Daniel, 2010. "Tax reform and payout policy: Do shareholder clienteles or payout policy adjust?," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 572-587, September.
  11. Benjamin Maury & Eva Liljeblom, 2009. "Oligarchs, political regime changes, and firm valuation," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(3), pages 411-438, July.
  12. Mats Hansson & Eva Liljeblom & Anders Loflund, 2009. "International bond diversification strategies: the impact of currency, country, and credit risk," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 555-583.
  13. Liljeblom, Eva & Vaihekoski, Mika, 2009. "Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions," International Journal of Production Economics, Elsevier, vol. 117(2), pages 427-438, February.
  14. Karl Felixson & Eva Liljeblom, 2008. "Evidence of ex-dividend trading by investor tax category," The European Journal of Finance, Taylor & Francis Journals, vol. 14(1), pages 1-21.
  15. Eva Liljeblom & Daniel Pasternack, 2006. "Share Repurchases, Dividends and Executive Options: the Effect of Dividend Protection," European Financial Management, European Financial Management Association, vol. 12(1), pages 7-28.
  16. Liljeblom, Eva & Loflund, Anders, 2005. "Determinants of international portfolio investment flows to a small market: Empirical evidence," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 211-233, July.
  17. Liljeblom, Eva & Loflund, Anders & Hedvall, Kaj, 2001. "Foreign and domestic investors and tax induced ex-dividend day trading," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1687-1716, September.
  18. Liljeblom, Eva & Löflund, Anders, 2000. "Evaluating mutual funds on a small market: is benchmark selection crucial?," Scandinavian Journal of Management, Elsevier, vol. 16(1), pages 67-84, March.
  19. Eva Liljeblom & Marianne Stenius, 1997. "Macroeconomic volatility and stock market volatility: empirical evidence on Finnish data," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 419-426.
  20. Liljeblom, Eva & Loflund, Anders & Krokfors, Svante, 1997. "The benefits from international diversification for Nordic investors," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 469-490, April.
  21. Tom Berglund & Eva Liljeblom, 1990. "The impact of trading volume on stock return distributions : an empirical analysis," Finnish Economic Papers, Finnish Economic Association, vol. 3(2), pages 108-124, Autumn.
  22. Liljeblom, Eva, 1989. " An Analysis of Earnings per Share Forecasts for Stocks Listed on the Stockholm Stock Exchange," Scandinavian Journal of Economics, Wiley Blackwell, vol. 91(3), pages 565-581.
  23. Berglund, Tom & Liljeblom, Eva & Loflund, Anders, 1989. "Estimating betas on daily data for a small stock market," Journal of Banking & Finance, Elsevier, vol. 13(1), pages 41-64, March.
  24. Berglund, Tom & Liljeblom, Eva, 1988. " Market Serial Correlation on a Small Security Market: A Note," Journal of Finance, American Finance Association, vol. 43(5), pages 1265-1274, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Eva Liljeblom & Sabur Mollah & Patrik Rotter, 2015. "Do dividends signal future earnings in the Nordic stock markets?," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 493-511, April.

    Cited by:

    1. Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
    2. Naheed Rabbani, 2017. "The Announcement Effect of Cash Dividend Changes on Share Prices: Evidence from Dhaka Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(04), pages 1-19, December.

  2. Brunzell, Tor & Liljeblom, Eva & Löflund, Anders & Vaihekoski, Mika, 2014. "Dividend policy in Nordic listed firms," Global Finance Journal, Elsevier, vol. 25(2), pages 124-135.

    Cited by:

    1. Kartal Demirgüneþ, 2015. "Determinants of Target Dividend Payout Ratio: A Panel Autoregressive Distributed Lag Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 418-426.
    2. Booth, Laurence & Zhou, Jun, 2017. "Dividend policy: A selective review of results from around the world," Global Finance Journal, Elsevier, vol. 34(C), pages 1-15.

  3. Tor Brunzell & Eva Liljeblom & Mika Vaihekoski, 2013. "Determinants of capital budgeting methods and hurdle rates in Nordic firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 85-110, March.

    Cited by:

    1. Tom Rosewall & Kevin Lane, 2015. "Firms' Investment Decisions and Interest Rates," RBA Bulletin, Reserve Bank of Australia, pages 01-08, June.
    2. Brunzell, Tor & Liljeblom, Eva & Löflund, Anders & Vaihekoski, Mika, 2014. "Dividend policy in Nordic listed firms," Global Finance Journal, Elsevier, vol. 25(2), pages 124-135.
    3. Huikku, Jari & Mouritsen, Jan & Silvola, Hanna, 2017. "Relative reliability and the recognisable firm: Calculating goodwill impairment value," Accounting, Organizations and Society, Elsevier, vol. 56(C), pages 68-83.

  4. Tor Brunzell & Mats Hansson & Eva Liljeblom, 2011. "The use of derivatives in Nordic firms," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 355-376.

    Cited by:

    1. Lievenbrück, Martin & Schmid, Thomas, 2014. "Why do firms (not) hedge? — Novel evidence on cultural influence," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 92-106.
    2. Arnold, Matthias M. & Rathgeber, Andreas W. & Stöckl, Stefan, 2014. "Determinants of corporate hedging: A (statistical) meta-analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 443-458.
    3. Hassan Tanha & Michael Dempsey & Mena Labeb, 2018. "Derivatives Usage by Australian Industrial Firms: Pre-, during and post-GFC," Review of Economics & Finance, Better Advances Press, Canada, vol. 11, pages 31-39, February.

  5. Mats Hansson & Eva Liljeblom & Minna Martikainen, 2011. "Corporate governance and profitability in family SMEs," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 391-408.

    Cited by:

    1. Marco Cucculelli & Lidia Mannarino & Valeria Pupo & Fernanda Ricotta, 2014. "Owner-management, firm age and productivity in Italian family firms," Mo.Fi.R. Working Papers 99, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. Audretsch, David B. & Hülsbeck, Marcel & Lehmann, Erik E., 2013. "Families as active monitors of firm performance," Journal of Family Business Strategy, Elsevier, vol. 4(2), pages 118-130.
    3. Santiago Lago-Peñas & Elena Rivo-López & Mónica Villanueva-Villar, 2016. "On the relationship between corporate governance and value creation in an economic crisis: Empirical evidence for the Spanish case," Working Papers. Collection C: Family business 1602, Universidade de Vigo, GEN - Governance and Economics research Network.

  6. Liljeblom, Eva & Pasternack, Daniel & Rosenberg, Matts, 2011. "What determines stock option contract design?," Journal of Financial Economics, Elsevier, vol. 102(2), pages 293-316.

    Cited by:

    1. Tang, Chun-Hua, 2016. "Impacts of future compensation on the incentive effects of existing executive stock options," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 273-285.
    2. Jean Canil & Bruce Rosser, 2015. "Evidence on exercise pricing in CEO option grants in two countries," Annals of Finance, Springer, vol. 11(3), pages 383-410, November.
    3. Bouras Mehdi & Gallali Mohamed Imen, 2014. "The Determinants Of Equity Based Compensation: A Bidimensional Validity Of The Agency Theory," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 10(2), pages 117-145.
    4. Korkeamäki, Timo & Liljeblom, Eva & Pasternack, Daniel, 2017. "CEO power and matching leverage preferences," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 19-30.
    5. Merz, Alexander, 2017. "What have we learned from SFAS 123r and IFRS 2? A review of existing evidence and future research suggestions," Journal of Accounting Literature, Elsevier, vol. 38(C), pages 14-33.
    6. Simona Catuogno & Sara Saggese & Fabrizia Sarto & Riccardo Viganò, 2016. "Shedding light on the aim of stock options: a literature review," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 20(2), pages 387-411, June.

  7. Korkeamaki, Timo & Liljeblom, Eva & Pasternack, Daniel, 2010. "Tax reform and payout policy: Do shareholder clienteles or payout policy adjust?," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 572-587, September.

    Cited by:

    1. Buchanan, Bonnie & Cao, Xuying (Cathy) & Liljeblom, Eva & Weihrich, Susan, 2016. "Uncertainty and firm dividend policy – a natural experiment," Research Discussion Papers 11/2016, Bank of Finland.
    2. Boulton, Thomas J. & Braga-Alves, Marcus V. & Shastri, Kuldeep, 2012. "Payout policy in Brazil: Dividends versus interest on equity," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 968-979.
    3. Jolana Stejskalova, 2016. "Impact of the information on tax burden on the stock market," MENDELU Working Papers in Business and Economics 2016-62, Mendel University in Brno, Faculty of Business and Economics.
    4. Henry, Darren, 2011. "Ownership structure and tax-friendly dividends," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2747-2760, October.
    5. Kazuki Onji & Masanori Orihara, "undated". "Taxes, stock ownership, and payout policy: Evidence from a 2011 tax reform in Japan," Discussion papers ron278, Policy Research Institute, Ministry of Finance Japan.
    6. Ji, Philip Inyeob, 2016. "Is corporate payout taxation a long run phenomenon? Evidence from international data," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 84-100.
    7. Annette Alstadsaeter & Wojciech Kopczuk & Kjetil Telle, 2014. "Are Closely Held Firms Tax Shelters?," Tax Policy and the Economy, University of Chicago Press, vol. 28(1), pages 1-32.
    8. Liljeblom, Eva & Pasternack, Daniel & Rosenberg, Matts, 2011. "What determines stock option contract design?," Journal of Financial Economics, Elsevier, vol. 102(2), pages 293-316.
    9. Jarkko Harju & Seppo Kari, 2015. "Dividend Taxes and Decisions of MNEs: Evidence from a Finnish Tax Reform," CESifo Working Paper Series 5606, CESifo Group Munich.
    10. Mori, Naoya & Ikeda, Naoshi, 2015. "Majority support of shareholders, monitoring incentive, and dividend policy," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 1-10.
    11. Katsushi Suzuki, 2015. "Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks," Discussion Papers 2015-20, Kobe University, Graduate School of Business Administration.
    12. Buchanan, Bonnie G. & Cao, Cathy Xuying & Liljeblom, Eva & Weihrich, Susan, 2017. "Uncertainty and firm dividend policy—A natural experiment," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 179-197.
    13. Frantisek Sejkora, 2016. "Prediction model of dividend payment of Czech joint stock companies," International Journal of Entrepreneurial Knowledge, VSP Ostrava, a. s., vol. 4(2), pages 51-61, December.
    14. Portal, Márcio Telles & Laureano, Luis, 2017. "Does Brazilian allowance for corporate equity reduce the debt bias? Evidences of rebound effect and ownership-induced ACE clientele," Research in International Business and Finance, Elsevier, vol. 42(C), pages 480-495.
    15. Booth, Laurence & Zhou, Jun, 2017. "Dividend policy: A selective review of results from around the world," Global Finance Journal, Elsevier, vol. 34(C), pages 1-15.
    16. Jacob, Martin, 2010. "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies 2010:10, Uppsala University, Department of Economics.
    17. Khamis Hamed Al-Yahyaee & Toan Pham & Terry Walter, 2010. "Dividend stability in a unique environment," Managerial Finance, Emerald Group Publishing, vol. 36(10), pages 903-916, August.

  8. Benjamin Maury & Eva Liljeblom, 2009. "Oligarchs, political regime changes, and firm valuation," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 17(3), pages 411-438, July.

    Cited by:

    1. Iwasaki, Ichiro & Mizobata, Satoshi, 2017. "Post-Privatization Ownership and Firm Performance: A Large Meta-Analysis of the Transition Literature," CEI Working Paper Series 2016-13, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    2. Salla Pöyry & Benjamin Maury, 2010. "Influential ownership and capital structure," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(5), pages 311-324.
    3. Ichiro Iwasaki & Satoshi Mizobata & Alexander A. Muravyev, 2017. "Ownership Dynamics and Firm Performance in an Emerging Economy: A Meta-Analysis of the Russian Literature," KIER Working Papers 955 Classification-JD22, , Kyoto University, Institute of Economic Research.
    4. Zadorozhna Olha & Zaderey Natalia, 2013. "Impact of Political Regime Shift on Stock Returns of Oligarch Firms," EERC Working Paper Series 13/06e, EERC Research Network, Russia and CIS.
    5. Chernenko, Demid, 2018. "Capital Structure and Oligarch Ownership," MPRA Paper 83641, University Library of Munich, Germany.

  9. Mats Hansson & Eva Liljeblom & Anders Loflund, 2009. "International bond diversification strategies: the impact of currency, country, and credit risk," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 555-583.

    Cited by:

    1. Bastien Drut, 2010. "Sovereign Bonds and Socially Responsible Investment," Journal of Business Ethics, Springer, vol. 92(1), pages 131-145, April.
    2. Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014. "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper 56956, University Library of Munich, Germany.

  10. Liljeblom, Eva & Vaihekoski, Mika, 2009. "Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions," International Journal of Production Economics, Elsevier, vol. 117(2), pages 427-438, February.

    Cited by:

    1. Tor Brunzell & Eva Liljeblom & Mika Vaihekoski, 2013. "Determinants of capital budgeting methods and hurdle rates in Nordic firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 85-110, March.
    2. Kym Irving, 2009. "Overcoming Short-Termism: Mental Time Travel, Delayed Gratification and How Not to Discount the Future," Australian Accounting Review, CPA Australia, vol. 19(4), pages 278-294, December.
    3. Robert Rieg, 2015. "Dynamics of value-based management: does shareholder value cause short-termism?," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 26(2), pages 193-224, August.
    4. Koufteros, Xenophon & Babbar, Sunil & Kaighobadi, Mehdi, 2009. "A paradigm for examining second-order factor models employing structural equation modeling," International Journal of Production Economics, Elsevier, vol. 120(2), pages 633-652, August.
    5. Brunzell, Tor & Liljeblom, Eva & Löflund, Anders & Vaihekoski, Mika, 2014. "Dividend policy in Nordic listed firms," Global Finance Journal, Elsevier, vol. 25(2), pages 124-135.

  11. Karl Felixson & Eva Liljeblom, 2008. "Evidence of ex-dividend trading by investor tax category," The European Journal of Finance, Taylor & Francis Journals, vol. 14(1), pages 1-21.

    Cited by:

    1. Korkeamaki, Timo & Liljeblom, Eva & Pasternack, Daniel, 2010. "Tax reform and payout policy: Do shareholder clienteles or payout policy adjust?," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 572-587, September.
    2. Eva Liljeblom & Daniel Pasternack, 2006. "Share Repurchases, Dividends and Executive Options: the Effect of Dividend Protection," European Financial Management, European Financial Management Association, vol. 12(1), pages 7-28.
    3. Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2013. "Ex-dividend prices and investor trades: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 39-65.
    4. Hue Hwa Au Yong & Christine Brown & Chloe Choy Yeing Ho, 2014. "Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 551-585, December.
    5. Hartzmark, Samuel M. & Solomon, David H., 2013. "The dividend month premium," Journal of Financial Economics, Elsevier, vol. 109(3), pages 640-660.

  12. Eva Liljeblom & Daniel Pasternack, 2006. "Share Repurchases, Dividends and Executive Options: the Effect of Dividend Protection," European Financial Management, European Financial Management Association, vol. 12(1), pages 7-28.

    Cited by:

    1. Derek Jones & Panu Kalmi & Mikko Mäkinen, 2010. "The productivity effects of stock option schemes: evidence from Finnish panel data," Journal of Productivity Analysis, Springer, vol. 33(1), pages 67-80, February.
    2. Geiler, Philipp & Renneboog, Luc, 2015. "Taxes, earnings payout, and payout channel choice," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 178-203.
    3. Korkeamaki, Timo & Liljeblom, Eva & Pasternack, Daniel, 2010. "Tax reform and payout policy: Do shareholder clienteles or payout policy adjust?," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 572-587, September.
    4. De Cesari, Amedeo & Ozkan, Neslihan, 2015. "Executive incentives and payout policy: Empirical evidence from Europe," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 70-91.
    5. Burns, Natasha & McTier, Brian C. & Minnick, Kristina, 2015. "Equity-incentive compensation and payout policy in Europe," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 85-97.
    6. Geiler, P.H.M. & Renneboog, L.D.R., 2014. "Executive Remuneration and the Payout Decision," Discussion Paper 2014-032, Tilburg University, Center for Economic Research.
    7. Ming-Cheng Wu & ErinH.C. Kao & Hung-Gay Fung, 2008. "Impact Of Dividend-Protected Employee Stock Options On Payout Policies: Evidence From Taiwan," Pacific Economic Review, Wiley Blackwell, vol. 13(4), pages 431-452, October.
    8. Asjeet S. Lamba & Vivek M. Miranda, 2010. "The Role of Executive Stock Options in On-Market Share Buybacks-super-," International Review of Finance, International Review of Finance Ltd., vol. 10(3), pages 339-363.

  13. Liljeblom, Eva & Loflund, Anders, 2005. "Determinants of international portfolio investment flows to a small market: Empirical evidence," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 211-233, July.

    Cited by:

    1. Kalev, Petko S. & Nguyen, Anh H. & Oh, Natalie Y., 2008. "Foreign versus local investors: Who knows more? Who makes more?," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2376-2389, November.
    2. Lee, Youkyoung & Cho, Myeonghyeon, 2016. "Does control-ownership disparity matter to foreign investors in Korea?," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 219-231.
    3. Eva Liljeblom & Daniel Pasternack, 2006. "Share Repurchases, Dividends and Executive Options: the Effect of Dividend Protection," European Financial Management, European Financial Management Association, vol. 12(1), pages 7-28.
    4. Mishra, Anil V., 2013. "Foreign ownership in Australian firms," Research in International Business and Finance, Elsevier, vol. 28(C), pages 1-18.
    5. Liljeblom, Eva & Vaihekoski, Mika, 2009. "Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions," International Journal of Production Economics, Elsevier, vol. 117(2), pages 427-438, February.
    6. Roque, Vanda & Cortez, Maria Céu, 2014. "The determinants of international equity investment: Do they differ between institutional and noninstitutional investors?," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 469-482.
    7. Duc Nam Phung & Anil V. Mishra, 2016. "Ownership Structure and Firm Performance: Evidence from Vietnamese Listed Firms," Australian Economic Papers, Wiley Blackwell, vol. 55(1), pages 63-98, March.

  14. Liljeblom, Eva & Loflund, Anders & Hedvall, Kaj, 2001. "Foreign and domestic investors and tax induced ex-dividend day trading," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1687-1716, September.

    Cited by:

    1. Jennergren, L. Peter, 2004. "The Effect on Stock Prices of the Swedish Wealth Tax," SSE/EFI Working Paper Series in Business Administration 2004:14, Stockholm School of Economics.
    2. Rantapuska, Elias, 2008. "Ex-dividend day trading: Who, how, and why?: Evidence from the Finnish market," Journal of Financial Economics, Elsevier, vol. 88(2), pages 355-374, May.
    3. Liljeblom, Eva & Loflund, Anders, 2005. "Determinants of international portfolio investment flows to a small market: Empirical evidence," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 211-233, July.
    4. Apostolos Dasilas, 2009. "The ex-dividend day stock price anomaly: evidence from the Greek stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(1), pages 59-91, March.
    5. Sorjonen, Pasi, 2002. "Ex-Dividend Day Behavior of Stock Prices in Finland in 1989-90 and 1993-97," Discussion Papers 674, The Research Institute of the Finnish Economy.
    6. Jouko Ylä-Liedenpohja, 2003. "Taxation and Valuation of International Real Investments," CESifo Working Paper Series 1013, CESifo Group Munich.
    7. Hue Hwa Au Yong & Christine Brown & Chloe Choy Yeing Ho, 2014. "Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 551-585, December.
    8. Sorjonen, Pasi, . "Essays on Dividends and Taxes," ETLA A, The Research Institute of the Finnish Economy, number 30.
    9. Sorjonen, Pasi, 2002. "Ex-Dividend Day Stock Price Behavior, Taxes and Discrete Prices; A Simulation Experiment," Discussion Papers 676, The Research Institute of the Finnish Economy.
    10. Pasternack, Daniel & Rosenberg, Matts, 2003. "What Determines Stock Option Contract Design?," Working Papers 498, Hanken School of Economics.
    11. Lin, Chihuang H. & Shiu, Cheng-Yi, 2003. "Foreign ownership in the Taiwan stock market--an empirical analysis," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 19-41, February.
    12. Tseng, Yun-lan & Hu, Shing-yang, 2013. "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 181-199.

  15. Eva Liljeblom & Marianne Stenius, 1997. "Macroeconomic volatility and stock market volatility: empirical evidence on Finnish data," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 419-426.

    Cited by:

    1. Döpke, Jörg & Pierdzioch, Christian, 1998. "Brokers and business cycles: Does financial market volatility cause real fluctuations?," Kiel Working Papers 899, Kiel Institute for the World Economy (IfW).
    2. Charles K.D. Adjasi, 2009. "Macroeconomic uncertainty and conditional stock-price volatility in frontier African markets: Evidence from Ghana," Journal of Risk Finance, Emerald Group Publishing, vol. 10(4), pages 333-349, August.
    3. Morelli, David, 2002. "The relationship between conditional stock market volatility and conditional macroeconomic volatility: Empirical evidence based on UK data," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 101-110.
    4. Albaity, Mohamed Shikh, 2011. "Impact of the monetary policy instruments on Islamic stock market index return," Economics Discussion Papers 2011-26, Kiel Institute for the World Economy (IfW).
    5. Eun Ahn & Jin Man Lee, 2006. "Volatility relationship between stock performance and real output," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 777-784.
    6. Margaret N. Okoli, 2012. "Return-Volatility Interactions in the Nigerian Stock Market," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 2(2), pages 389-399, June.
    7. Sierimo, Carolina & Virén, Matti, 1995. "Financial factors and the macroeconomy," Research Discussion Papers 34/1995, Bank of Finland.
    8. Knif, Johan & Pynnonen, Seppo & Luoma, Martti, 1996. "Testing for common autocorrelation features of two scandinavian stock markets," International Review of Financial Analysis, Elsevier, vol. 5(1), pages 55-64.
    9. Döpke, Jörg & Pierdzioch, Christian, 1999. "Financial market volatility and inflation uncertainty: An empirical investigation," Kiel Working Papers 913, Kiel Institute for the World Economy (IfW).

  16. Liljeblom, Eva & Loflund, Anders & Krokfors, Svante, 1997. "The benefits from international diversification for Nordic investors," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 469-490, April.

    Cited by:

    1. Mounira Chniguir & Mohamed Kefi & Jamel Henchiri, 2017. "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," Post-Print hal-01739418, HAL.
    2. Mounira Chniguir & Mohamed Karim Kefi & Jamel Eddine Henchiri, 2017. "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," International Journal of Economics and Financial Issues, Econjournals, vol. 7(6), pages 182-191.
    3. Oxelheim, Lars, 2000. "Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers," Working Paper Series 526, Research Institute of Industrial Economics.
    4. Bugár, Gyöngyi & Uzsoki, Máté, 2005. "Nemzetközi részvény befektetési lehetőségek Közép- és Kelet-Európa új európai uniós tagállamainak szemszögéből
      [Opportunities for investing in international stocks, seen from the viewpoint of the n
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 576-598.
    5. G. G. Booth & T. Martikainen, 1999. "Excess returns and international diversification: The Scandinavian view," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 181-185.
    6. Liljeblom, Eva & Loflund, Anders, 2005. "Determinants of international portfolio investment flows to a small market: Empirical evidence," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 211-233, July.
    7. Bugar, Gyöngyi & Maurer, Raimond, 2001. "International equity portfolios and currency hedging : the viewpoint of German and Hungarian investors," Papers 01-10, Sonderforschungsbreich 504.
    8. Mounira Chniguir & Mohamed Kefi & Jamel Henchiri, 2018. "The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study," Papers 1804.05103, arXiv.org.
    9. Hatemi-J, Abdulnasser & Roca, Eduardo, 2006. "A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods," Economic Modelling, Elsevier, vol. 23(6), pages 993-1007, December.
    10. Meric, Gulser & Leal, Ricardo P. C. & Ratner, Mitchell & Meric, Ilhan, 2001. "Co-movements of U.S. and Latin American equity markets before and after the 1987 crash," International Review of Financial Analysis, Elsevier, vol. 10(3), pages 219-235.

  17. Tom Berglund & Eva Liljeblom, 1990. "The impact of trading volume on stock return distributions : an empirical analysis," Finnish Economic Papers, Finnish Economic Association, vol. 3(2), pages 108-124, Autumn.

    Cited by:

    1. Hans Dillen & Bo Stoltz, 1999. "The distribution of stock market returns and the market model," Finnish Economic Papers, Finnish Economic Association, vol. 12(1), pages 41-56, Spring.

  18. Berglund, Tom & Liljeblom, Eva & Loflund, Anders, 1989. "Estimating betas on daily data for a small stock market," Journal of Banking & Finance, Elsevier, vol. 13(1), pages 41-64, March.

    Cited by:

    1. Martikainen, Teppo & Perttunen, Jukka, 1991. "Return intervals, systematic risk estimates and firm size : Empirical evidence from a thin security market," Economics Letters, Elsevier, vol. 36(3), pages 311-315, July.
    2. G. Geoffrey Booth & Juha-Pekka Kallunki & Teppo Martikainen, 1998. "Delayed price response to the announcements of earnings and its components in Finland," European Accounting Review, Taylor & Francis Journals, vol. 6(3), pages 377-392.
    3. Nawazish Mirza & Ghalia Shabbir, 2005. "The Death of CAPM: A Critical Review," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 10(2), pages 35-54, Jul-Dec.
    4. Martikainen, Teppo & Perttunen, Jukka & Yli-Olli, Paavo & Gunasekaran, A., 1996. "On the impact of infrequent trading on the APT systematic risk components -- Evidence from a thin security market," European Journal of Operational Research, Elsevier, vol. 88(1), pages 23-27, January.
    5. Meyerson, Eva M., 1991. "Ownership Structure and Recruitment Procedures," Working Paper Series 314, Research Institute of Industrial Economics.
    6. Pasaribu, Rowland Bismark Fernando, 2009. "Koreksi Bias Koefisien Beta
      [Non-Synchronous Trading In Indonesia Stock Exchange]
      ," MPRA Paper 36981, University Library of Munich, Germany.
    7. Meyerson, Eva M., 1991. "Team Composition and External Network," Working Paper Series 316, Research Institute of Industrial Economics.
    8. Meyerson, Eva M. & Lang, Harald, 1993. "Ownership Structure and Team Composition: An Application of Purposive Action on Manager's Risk Behavior," Working Paper Series 396, Research Institute of Industrial Economics.
    9. Meyerson, Eva M., 1991. "The Impact of Financial and Social Capital on Performance," Working Paper Series 317, Research Institute of Industrial Economics.
    10. Kallunki, Juha-Pekka, 1997. "Handling missing prices in a thinly traded stock market: implications for the specification of event study methods," European Journal of Operational Research, Elsevier, vol. 103(1), pages 186-197, November.
    11. Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
    12. Kie Wong & Ruth Tan & Wei Liu, 2006. "The Cross-Section of Stock Returns on The Shanghai Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 26(1), pages 23-39, February.
    13. Pasaribu, Rowland Bismark Fernando, 2009. "Koreksi Bias Koefisien Beta
      [Non-Synchronous Trading In Indonesia Stock Exchange]
      ," MPRA Paper 39874, University Library of Munich, Germany.
    14. Nawazish Mirza & Daniel Danny Simatupang, 2004. "Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 9(1), pages 149-173, Jan-June.
    15. Fei Jiang & Lawrence A. Leger, 2010. "The impact on performance of IPO allocation reform: An event study of Shanghai Stock Exchange A-shares," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 2(3), pages 251-272, August.
    16. Hannu, Schadewitz, 1997. "Financial and nonfinancial information in interim reports: Determinants and implications," MPRA Paper 44292, University Library of Munich, Germany.
    17. Meyerson, Eva M., 1991. "Recruitment Procedures and Team Composition," Working Paper Series 315, Research Institute of Industrial Economics.

  19. Berglund, Tom & Liljeblom, Eva, 1988. " Market Serial Correlation on a Small Security Market: A Note," Journal of Finance, American Finance Association, vol. 43(5), pages 1265-1274, December.

    Cited by:

    1. Säfvenblad, Patrik, 1997. "Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange," SSE/EFI Working Paper Series in Economics and Finance 191, Stockholm School of Economics.
    2. Timo Korkeamäki & Elina Rainio & Tuomas Takalo, 2013. "Reforming corporate law in an emerging market," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 509-551, July.
    3. Kallunki, J-P. & Martikainen, T., 1997. "The covariance-factor structure of daily returns in a thinly traded stock market," Journal of Multinational Financial Management, Elsevier, vol. 7(2), pages 113-125, June.
    4. G. Booth & Mustafa Chowdhury & Teppo Martikainen, 1994. "The effect of foreign ownership restrictions on stock price dynamics," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(4), pages 730-746, December.
    5. Sahlstrom, Petri, 2001. "Impact of stock option listings on return and risk characteristics in Finland," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 19-36.
    6. Korkeamäki, Timo & Rainio, Elina & Takalo, Tuomas, 2010. "Law and stock markets : evidence from an emerging market," Research Discussion Papers 1/2010, Bank of Finland.
    7. Teppo Martikainen, 1991. "The impact of infrequent trading on betas based on daily, weekly and monthly return intervals : empirical evidence with Finnish data," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 52-64, Spring.
    8. Gelman, Sergey & Burhop, Carsten, 2008. "Taxation, regulation and the information efficiency of the Berlin stock exchange, 1892–1913," European Review of Economic History, Cambridge University Press, vol. 12(01), pages 39-66, April.
    9. Hietala, Pekka & Jokivuolle, Esa & Koskinen, Yrjö, 1994. "Short-selling restrictions, strategic stock holdings and index futures markets in Finland," Research Discussion Papers 19/1994, Bank of Finland.
    10. Safvenblad, Patrik, 2000. "Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1275-1287, August.
    11. Säfvenblad, Patrik, 1997. "Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market," SSE/EFI Working Paper Series in Economics and Finance 190, Stockholm School of Economics.
    12. Kallunki, Juha-Pekka, 1997. "Handling missing prices in a thinly traded stock market: implications for the specification of event study methods," European Journal of Operational Research, Elsevier, vol. 103(1), pages 186-197, November.
    13. Kallunki, Juha-Pekka, 1997. "Using accounting variables as instrumental risk measures in event studies: evidence from a thinly traded stock market," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 189-202, October.
    14. Vaihekoski, Mika, 2008. "History of finance research and education in Finland : the first thirty years," Research Discussion Papers 18/2008, Bank of Finland.
    15. Joanna Olbrys & Elzbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 51-70.
    16. Mika Vaihekoski, 2011. "History of financial research and education in Finland," The European Journal of Finance, Taylor & Francis Journals, vol. 17(5-6), pages 339-354.

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  1. NEP-CFN: Corporate Finance (1) 2016-06-09
  2. NEP-PBE: Public Economics (1) 2016-06-09
  3. NEP-URE: Urban & Real Estate Economics (1) 2017-02-12

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