Sami VähämaaKTTLaskentatoimen ja rahoituksen professori Yksikkövastaava Ph.D. Professor of Accounting and Finance Head of Department Curriculum Vitae |
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Current Positions
Professor of Accounting and Finance (with tenure)
Research Fellow, Kiel Institute for the World Economy
Docent, Turku School of Economics
Major Professional Interests
Financial Markets
Financial Derivatives
Financial Accounting
Corporate Governance
Contact Information
| Room: | D343, Tervahovi 3rd floor |
| Tel: | +358 6 324 8197 |
| Email: | sami(at)uwasa(dot)fi |
| Office hour: |
Wed 14.15-15.00 |
Teaching
Managing Doctoral Research
Research in Financial Analysis, jointly with Dr. Kim Ittonen
Research I
Research
Selected Publications:
Peni, E. & Vähämaa, S. (2011). Did good corporate governance improve bank performance during the financial crisis? Journal of Financial Services Research, Vol. 40 (forthcoming). Abstract PDF
Vähämaa, S. & Äijö, J. (2011). The Fed’s policy decisions and implied volatility. Journal of Futures Markets, Vol. 31, No. 10, pp. 995-1010. Abstract
Rinne, E. & Vähämaa, S. (2011). The "Dogs of the Dow" strategy revisited: Finnish evidence. European Journal of Finance, Vol. 17, No. 5-6, pp. 451-469. Abstract
Nikkinen, J., Pynnönen, S., Ranta, M. & Vähämaa, S. (2011). Cross-dynamics of exchange rate expectations: A wavelet analysis. International Journal of Finance & Economics, Vol. 16, No. 3, pp. 205-217. Abstract
Nikkinen, J. & Vähämaa, S. (2010). Terrorism and stock market sentiment. Financial Review, Vol. 45, No. 2, pp. 263-275. Abstract
Nikkinen, J. & Vähämaa, S. (2009). Central bank interventions and implied exchange rate correlations. Journal of Empirical Finance, Vol. 16, No. 5, pp. 862–873. Abstract SFA 2006 Outstanding Paper Award
Krylova, E., Nikkinen, J. & Vähämaa, S. (2009). Cross-dynamics of volatility term structures implied by foreign exchange options. Journal of Economics and Business, Vol. 61, No. 5, pp. 355–375. Abstract
Martikainen, M., Nikkinen, J. & Vähämaa, S. (2009). Production functions and productivity of family firms: Evidence from the S&P 500. Quarterly Review of Economics and Finance, Vol. 49, No. 2, pp. 295-307. Abstract
Andersson, M., Krylova, E. & Vähämaa, S. (2008). Why does the correlation between stock and bond returns vary over time? Applied Financial Economics, Vol. 18, No. 2, pp. 139-151. Abstract
Jokipii, A. & Vähämaa, S. (2006). The free cash flow anomaly revisited: Finnish evidence. Journal of Business Finance & Accounting, Vol. 33, No. 7-8, pp. 961-978. Abstract PDF
Vähämaa, S., Watzka, S. & Äijö, J. (2005). What moves option-implied bond market expectations? Journal of Futures Markets, Vol. 25, No. 9, pp. 817-843. Abstract
Vähämaa, S. (2005). Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB. Journal of Economics and Business, Vol. 57, No. 1, pp. 23-38. Abstract PDF
Selected Working Papers:
Sihvonen, J. & Vähämaa, S. (2011). Forward-looking monetary policy rules and option-implied interest rate expectations. Proceedings of the 47th Annual Meeting of the Eastern Finance Association. PDF EFA 2011 Outstanding Paper Award
Davydov, D., Nikkinen, J. & Vähämaa, S. (2011). Does the choice between public and bank debt affect firm performance? Russian evidence. Proceedings of the 47th Annual Meeting of the Eastern Finance Association.
Ittonen, K., Peni, E. & Vähämaa, S. (2011). Female auditors and earnings management. Proceedings of the 2011 Annual Meeting of the American Accounting Association.
Hahl, T., Vähämaa, S. & Äijö, J. (2011). Value versus growth in IPOs: New evidence from Finland. Proceedings of the 15th International Conference on Macroeconomic Analysis and International Finance.
Peni, E., Smith, S.D. & Vähämaa, S. (2010). Bank corporate governance and real estate lending during the financial crisis. Proceedings of the 50th Annual Meeting of the Southern Finance Association.
Ittonen, K., Miettinen, J. & Vähämaa, S. (2008). Does female representation on audit committees affect audit fees? Proceedings of the 2008 Annual Meeting of the American Accounting Association. PDF
See also: CRIS SSRN ECB EconPapers
Recent Awards
Outstanding Paper Award at the 2011 Eastern Finance Association Meeting
Press release (in Finnish)
The 2010 Excellence Award in Global Economic Affairs
Award ceremony Press release Press release (in Finnish)
Business Teacher of the Year 2009 Award
Press release (in Finnish)
Outstanding Paper Award at the 2006 Southern Finance Association Meeting
Press release (in Finnish)
