Juhani Linnainmaa

Juhani Linnainmaa

Dartmouth College

H-index: 25

North America-United States

About Juhani Linnainmaa

Juhani Linnainmaa, With an exceptional h-index of 25 and a recent h-index of 23 (since 2020), a distinguished researcher at Dartmouth College, specializes in the field of Household and investor behavior, asset pricing models, mutual fund performance, market microstructure.

His recent articles reflect a diverse array of research interests and contributions to the field:

Smart Rebalancing

Accounting Ethics: Maintaining Integrity In Financial Reporting

Factor momentum

Factor momentum and the momentum factor

What does residual momentum tell us about firm-specific momentum

Correcting Asset Pricing Models

Which Expectation? Toward a Unified Framework of Expectations-Based Asset Pricing

Time-series efficient factors

Juhani Linnainmaa Information

University

Position

Professor of Finance Tuck School of Business

Citations(all)

5075

Citations(since 2020)

3324

Cited By

3160

hIndex(all)

25

hIndex(since 2020)

23

i10Index(all)

32

i10Index(since 2020)

29

Email

University Profile Page

Dartmouth College

Google Scholar

View Google Scholar Profile

Juhani Linnainmaa Skills & Research Interests

Household and investor behavior

asset pricing models

mutual fund performance

market microstructure

Top articles of Juhani Linnainmaa

Title

Journal

Author(s)

Publication Date

Smart Rebalancing

Financial Analysts Journal

Rob Arnott

Feifei Li

Juhani Linnainmaa

2024/3/13

Accounting Ethics: Maintaining Integrity In Financial Reporting

International Journal of Innovative and Applied Finance

JT Linnainmaa

V Nikolaev

2024/1/17

Factor momentum

The Review of Financial Studies

Robert D Arnott

Vitali Kalesnik

Juhani T Linnainmaa

2023/8/1

Factor momentum and the momentum factor

The Journal of Finance

Sina Ehsani

Juhani Linnainmaa

2022

What does residual momentum tell us about firm-specific momentum

Sina Ehsani

Juhani T Linnainmaa

2022/3/15

Correcting Asset Pricing Models

Available at SSRN 3855066

Sina Ehsani

Juhani T Linnainmaa

2022/3/15

Which Expectation? Toward a Unified Framework of Expectations-Based Asset Pricing

Yingguang Conson Zhang

2022

Time-series efficient factors

Tuck School of Business Working Paper

Sina Ehsani

Juhani T Linnainmaa

2022/9/2

Do You Really Know Your Cost of Capital?

Journal of Applied Corporate Finance

Matti Keloharju

Juhani Linnainmaa

Peter Nyberg

2022/9

Are return seasonalities due to risk or mispricing?

Journal of Financial Economics

Matti Keloharju

Juhani T Linnainmaa

Peter Nyberg

2021/1/1

The earnings announcement return cycle

Available at SSRN 3183318

Juhani T Linnainmaa

Yingguang Conson Zhang

2021/8/14

Asset managers: Institutional performance and factor exposures

The Journal of Finance

Joseph Gerakos

Juhani T Linnainmaa

Adair Morse

2021/8

The misguided beliefs of financial advisors

The Journal of Finance

Juhani T Linnainmaa

Brian T Melzer

Alessandro Previtero

2021/4

Reports of value’s death may be greatly exaggerated

Financial Analysts Journal

Robert D Arnott

Campbell R Harvey

Vitali Kalesnik

Juhani T Linnainmaa

2021/1/2

Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?

Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani Linnainmaa The Journal of Portfolio Management QES Special

Chris Brightman

Forrest G Henslee

Vitali Kalesnik

Feifei Li

Juhani T Linnainmaa

2021

Long-term discount rates do not vary across firms

Journal of Financial Economics

Matti Keloharju

Juhani T Linnainmaa

Peter Nyberg

2021/9/1

Investor protections and stock market participation: an evaluation of financial advisor oversight

Juhani Linnainmaa

Brian Melzer

Alessandro Previtero

Stephen Foerster

2020/12

Earnings, retained earnings, and book-to-market in the cross section of expected returns

Journal of Financial Economics

Ray Ball

Joseph Gerakos

Juhani T Linnainmaa

Valeri Nikolaev

2020/1/1

See List of Professors in Juhani Linnainmaa University(Dartmouth College)

Co-Authors

H-index: 103
Campbell R. Harvey

Campbell R. Harvey

Duke University

H-index: 56
Ray Ball

Ray Ball

University of Chicago

H-index: 37
Walter Torous

Walter Torous

Massachusetts Institute of Technology

H-index: 27
Michael R. Roberts

Michael R. Roberts

University of Pennsylvania

H-index: 23
Adair Morse

Adair Morse

University of California, Berkeley

H-index: 20
Stephen Foerster

Stephen Foerster

Western University

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