Juhani Linnainmaa
Dartmouth College
H-index: 25
North America-United States
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 |