WorldCat Identities

Keloharju, Matti

Overview
Works: 54 works in 121 publications in 2 languages and 430 library holdings
Roles: Author
Classifications: HB1, 330
Publication Timeline
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Most widely held works by Matti Keloharju
Tax-loss trading and wash sales by Mark Grinblatt( Book )

13 editions published in 2002 in English and held by 104 WorldCat member libraries worldwide

"An analysis of trades in the Finnish stock market around the turn of the year shows that Finnish investors tend to realize losses more than gains towards the end of December. They also buy back the same stocks recently sold, with a repurchase rate that depends on the size of the capital loss and how close the sale is to the end of December. The resulting net buying pressure from these 'wash sale' repurchases is greater for stockswith small market capitalizations and has a calendar pattern that is similar to that of stock returns."--Abstract
Interpersonal effects in consumption : evidence from the automobile purchases of neighbors by Mark Grinblatt( )

10 editions published in 2004 in English and held by 87 WorldCat member libraries worldwide

This study analyzes the automobile purchase behavior of all residents of two Finnish provinces over several years. It finds that a consumer's purchases are strongly influenced by the purchases of his neighbors, particularly purchases in the recent past and by neighbors who are geographically most proximate. There is little evidence that emotional biases, like envy or an urge to conform, lie behind the interpersonal influence in automobile consumption. The most reasonable alternative explanation for these findings is some form of information sharing among neighbors
Sensation seeking, overconfidence, and trading activity by Mark Grinblatt( )

10 editions published in 2006 in English and held by 71 WorldCat member libraries worldwide

This study analyzes the role that two psychological attributes - sensation seeking and overconfidence - play in the tendency of investors to trade stocks. Equity trading data are combined with data from an investor's tax filings, driving record, and psychological profile. We use the data to construct measures of overconfidence and sensation seeking tendencies. Controlling for a host of variables, including wealth, income, age, number of stocks owned, marital status, and occupation, we find that overconfident investors and those investors most prone to sensation seeking trade more frequently
Common factors in return seasonalities by Matti Keloharju( )

4 editions published in 2014 in English and held by 39 WorldCat member libraries worldwide

A strategy that selects stocks based on their historical same-calendar-month returns earns an average return of 13% per year. We document similar return seasonalities in anomalies, commodities, international stock market indices, and at the daily frequency. The seasonalities overwhelm unconditional differences in expected returns. The correlations between different seasonality strategies are modest, suggesting that they emanate from different common factors. Our results suggest that seasonalities are not a distinct class of anomalies that requires an explanation of its own -- rather, they are intertwined with other return anomalies through shared common factors. A theory that is able to explain the risks behind any common factor is thus likely able to explain a part of the seasonalities
Strategic behaviour and underpricing in uniform price auctions : evidence from Finnish treasury auctions by Matti Keloharju( Book )

10 editions published between 2002 and 2003 in English and held by 24 WorldCat member libraries worldwide

Three essays on initial public offerings by Matti Keloharju( Book )

5 editions published in 1992 in English and held by 20 WorldCat member libraries worldwide

Do retail incentives work in privatizations? by Matti Keloharju( Book )

6 editions published in 2004 in English and held by 14 WorldCat member libraries worldwide

A descriptive analysis of the Finnish treasury bond market 1991-1999 by Matti Keloharju( Book )

6 editions published in 2002 in English and Dutch and held by 7 WorldCat member libraries worldwide

Tiivistelmä: Kuvaileva analyysi Suomen valtion sarjaobligaatioiden markkinoista 1991-1999
Three essays on initial public offerings by Matti Keloharju( Book )

1 edition published in 1992 in English and held by 3 WorldCat member libraries worldwide

Three essays on initial public offerings( Book )

1 edition published in 1992 in English and held by 3 WorldCat member libraries worldwide

Winner's curse, legal liability, and the long-run price performance of initial public offerings in Finland by Matti Keloharju( Book )

1 edition published in 1992 in English and held by 3 WorldCat member libraries worldwide

IPO returns and the characteristics of subsequent seasoned offerings in Finland by Matti Keloharju( Book )

1 edition published in 1992 in English and held by 3 WorldCat member libraries worldwide

Winner's curse and optimal underpricing in initial public offerings by Matti Keloharju( Book )

1 edition published in 1992 in English and held by 3 WorldCat member libraries worldwide

Shareownership in Finland by Matti Ilmanen( Book )

2 editions published in 1997 in English and held by 3 WorldCat member libraries worldwide

The distribution of information among institutional and retail investors and the impact of past investment performance on the demand for IPOs by Matti Keloharju( Book )

2 editions published in 1997 in English and held by 2 WorldCat member libraries worldwide

Tax-loss and wash sales( Book )

1 edition published in 2002 in English and held by 2 WorldCat member libraries worldwide

The anatomy of Finnish IPO investors by Matti Keloharju( Book )

2 editions published in 1996 in English and held by 2 WorldCat member libraries worldwide

Equal opportunity? : gender gaps in CEO appointments and executive pay by Matti Keloharju( Book )

2 editions published in 2016 in English and held by 2 WorldCat member libraries worldwide

This paper uses exceptionally rich data on Swedish corporate executives and their personal characteristics to study gender gaps in CEO appointments and pay. Both gaps are sizeable: 18% for CEO appointments and 27% for pay. At most one-eighth of the gaps can be attributed to observable gender differences in executives’ and their firms’ characteristics. Further tests suggest that unobservable gender differences in characteristics are unlikely to account for the remaining gaps. Instead, our results are consistent with the view that male and female executives sharing equal attributes neither have equal opportunities to reach the top, nor are they equally paid
Momentum investing and performance using Finland's unique data set by Mark Grinblatt( Book )

2 editions published in 1998 in English and held by 2 WorldCat member libraries worldwide

Market-to-book ratios, equity retention, and management ownership in Finnish initial public offerings by Matti Keloharju( Book )

2 editions published in 1996 in English and held by 2 WorldCat member libraries worldwide

 
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Audience level: 0.72 (from 0.55 for Momentum i ... to 0.98 for The anatom ...)

Alternative Names
Matti Keloharju Finnish professor of finance (Aalto University), academy professor i.e. research professor (Academy of Finland)

Matti Keloharju suomalainen rahoituksen professori Aalto-yliopistolla, akatemiaprofessori (Suomen Akatemia)

Languages
English (81)

Dutch (1)