Publications


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

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. 

Work in Progress


Overnight News and Daily Equity Trading Risk Limits, joint with Ana-Maria Fuertes and José Olmo

Time-Varying Multiplicative Error Models for Implied Volatility, joint with Markku Lanne