Dr. Katja Ahoniemi

Peer-reviewed scientific articles

Ahoniemi, K., Fuertes, A-M. & Olmo, J. (2016). Overnight News and Daily Equity Trading Risk Limits. Journal of Financial Econometrics, 14, 525-551.

Ahoniemi, K. & Jylhä, P. (2014). Flows, Price Pressure, and Hedge Fund Returns. Financial Analysts Journal, 70, 73-93.

Ahoniemi, K. & Lanne, M. (2013). Overnight Stock Returns and Realized Volatility. International Journal of Forecasting, 29, 592-604.

Ahoniemi, K. & Lanne, M. (2009). Joint Modeling of Call and Put Implied Volatility. International Journal of Forecasting, 25, 239-258.

Doctoral thesis

Ahoniemi, K. (2009). Modeling and Forecasting Implied Volatility. Helsinki School of Economics, A-340.

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