Room: R305 (School of Business premises, V盲re building, Lion Lounge, 3rd floor)
Office hours: By appointment
Tel: +358 50 401 4448
Email: matthijs.lof@aalto.fi
Website:
Research
Working papers
Comparing Market Beta Estimates (with Petri Jylh盲 and Yuekun Liu)
(with Roope Rihtamo and Henri Nyberg)
(with Allaudeen Hameed and Matti Suominen)
(With Elias Rantapuska and Alexander Wirtz)
Publications
, 2024, with Henri Nyberg, Journal of Banking and Finance (forthcoming)
2024, with 342 co-authors, Journal of Finance (forthcoming)
, 2024, with Henry Jarva, Review of Quantitative Finance and Accounting 62, 553鈥577.
, 2023, with Jos van Bommel, Journal of Corporate Finance 82, 102464. . .
, 2022, with Petri Jylh盲, Journal of International Financial Markets, Institutions & Money 79, 101605.
鈥, 2019, Journal of Applied Econometrics 34, 858 - 864.
, 2017, with Henri Nyberg, Energy Economics 65, 424 - 433.
, 2015, Management Science 61, 1889 - 1901.
, 2015, with T. Mekasha, and F. Tarp, World Development 69, 19-30.
, 2015, with T. Mekasha, and F. Tarp, World Development 70, 397-399.
, 2014, Oxford Bulletin of Economics and Statistics 76, 2, p. 279-286.
, 2014, with T. Malinen Economics Letters 122/3, 403-407.
, 2013,Studies in Nonlinear Dynamics & Econometrics 17, 211-220.
, 2012, Journal of Economic Dynamics and Control 36, 1845 鈥 1854.
Teaching
Econometrics for Finance (BSc)
Advanced Econometrics for Finance (MSc)
Master Thesis Seminar