Matti Suominen

Finance · 2001–2016

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 29 citations into it; #8,919 of 10,518 by trust here, #2,723 by citations
• Accounting — 20 citations into it
• Economics and Econometrics — 12 citations into it; #19,380 of 23,481 by trust here, #17,969 by citations

Whom Matti Suominen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John Y. Campbell
2. Harrison G. Hong
3. Jiang Wang

Who trusts Matti Suominen overall

1. Chia-Chang Chuang
2. Shu-Fan Hsieh

Papers from Matti Suominen's perspective

Ordered by how strongly the researchers Matti Suominen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Trading Volume and Serial Correlation in Stock Returns
2. The Cross-Section of Volatility and Expected Returns
3. Trading and Returns under Periodic Market Closures
4. Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
5. Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers
6. Costly arbitrage and the myth of idiosyncratic risk
7. Value and Momentum Everywhere: Value and Momentum Everywhere
8. Efficient Capital Markets : II
9. Sample selection bias as a specification error
10. The supraview of return predictive signals (Review of accounting studies)

Their papers

• Trading Volume and Information Revelation in Stock Market (2001) — 146 citations
• The manipulation of closing prices (2004) — 171 citations
• Does Academic Research Destroy Stock Return Predictability (2016) — 878 citations