Janne Äijö

987 total citations
30 papers, 724 citations indexed

About

Janne Äijö is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Janne Äijö has authored 30 papers receiving a total of 724 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 22 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Janne Äijö's work include Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (16 papers) and Financial Risk and Volatility Modeling (14 papers). Janne Äijö is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (16 papers) and Financial Risk and Volatility Modeling (14 papers). Janne Äijö collaborates with scholars based in Finland, Egypt and Italy. Janne Äijö's co-authors include Jussi Nikkinen, Petri Sahlström, Mohammed Omran, Sami Vähämaa, Vanja Piljak, Nebojsa Dimic, Klaus Grobys, Sebastian Watzka, Aviral Kumar Tiwari and Syed Jawad Hussain Shahzad and has published in prestigious journals such as Finance research letters, International Review of Financial Analysis and Applied Economics.

In The Last Decade

Janne Äijö

28 papers receiving 683 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Janne Äijö Finland 14 587 540 237 99 45 30 724
Frankie Chau United Kingdom 12 455 0.8× 366 0.7× 129 0.5× 153 1.5× 60 1.3× 16 594
Mitchell Ratner United States 11 489 0.8× 542 1.0× 169 0.7× 142 1.4× 145 3.2× 25 685
Deepa Bannigidadmath Australia 11 505 0.9× 296 0.5× 181 0.8× 150 1.5× 114 2.5× 20 633
Anna Cieślak United States 13 549 0.9× 746 1.4× 582 2.5× 92 0.9× 48 1.1× 24 959
Robert T. Daigler United States 15 840 1.4× 914 1.7× 238 1.0× 131 1.3× 66 1.5× 48 1.1k
Vanja Piljak Finland 10 362 0.6× 303 0.6× 148 0.6× 66 0.7× 18 0.4× 30 451
Gary L. Shoesmith United States 9 351 0.6× 322 0.6× 237 1.0× 69 0.7× 69 1.5× 25 492
Lars A. Lochstoer United States 14 752 1.3× 714 1.3× 391 1.6× 187 1.9× 44 1.0× 30 984
Dimitrios Malliaropulos Greece 14 402 0.7× 465 0.9× 334 1.4× 114 1.2× 26 0.6× 46 668
Christian Wagner Austria 13 347 0.6× 490 0.9× 136 0.6× 164 1.7× 45 1.0× 24 621

Countries citing papers authored by Janne Äijö

Since Specialization
Citations

This map shows the geographic impact of Janne Äijö's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Janne Äijö with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Janne Äijö more than expected).

Fields of papers citing papers by Janne Äijö

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Janne Äijö. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Janne Äijö. The network helps show where Janne Äijö may publish in the future.

Co-authorship network of co-authors of Janne Äijö

This figure shows the co-authorship network connecting the top 25 collaborators of Janne Äijö. A scholar is included among the top collaborators of Janne Äijö based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Janne Äijö. Janne Äijö is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Grobys, Klaus, et al.. (2025). Cryptocurrency momentum has (not) its moments. Financial markets and portfolio management. 39(4). 443–476.
2.
Grobys, Klaus, et al.. (2024). A common component of Fama and French factor variances. The North American Journal of Economics and Finance. 75. 102292–102292.
3.
Piljak, Vanja, et al.. (2019). Frequency volatility connectedness across different industries in China. Finance research letters. 37. 101376–101376. 15 indexed citations
4.
Dimic, Nebojsa, et al.. (2019). Bond–Equity Yield Ratio Market Timing in Emerging Markets. Journal of Emerging Market Finance. 18(1). 52–79. 1 indexed citations
5.
Äijö, Janne, et al.. (2018). Does the F-score improve the performance of different value investment strategies in Europe?. Journal of Asset Management. 19(7). 495–506. 14 indexed citations
6.
Grobys, Klaus, et al.. (2018). Risk-managed industry momentum and momentum crashes. Quantitative Finance. 18(10). 1715–1733. 22 indexed citations
7.
Äijö, Janne, et al.. (2018). Equity volatility connectedness across China’s real estate firms and financial institutions. Journal of Chinese Economic and Business Studies. 16(2). 215–231. 2 indexed citations
8.
Dimic, Nebojsa, et al.. (2017). Investor sentiment, soccer games and stock returns. Research in International Business and Finance. 43. 90–98. 16 indexed citations
9.
Dimic, Nebojsa, et al.. (2015). Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. Research in International Business and Finance. 36. 41–51. 69 indexed citations
10.
Nikkinen, Jussi, et al.. (2014). Return‐Implied Volatility Dynamics of High and Low Yielding Currencies. Journal of Futures Markets. 35(11). 1026–1041. 8 indexed citations
11.
Äijö, Janne, et al.. (2014). Benefits of wavelet-based carry trade diversification. Research in International Business and Finance. 34. 17–32. 4 indexed citations
12.
Äijö, Janne, et al.. (2014). Cross-sectional anomalies and volatility risk in different economic and market cycles. Finance research letters. 12. 17–22. 6 indexed citations
13.
Nikkinen, Jussi, Vanja Piljak, & Janne Äijö. (2012). Baltic stock markets and the financial crisis of 2008–2009. Research in International Business and Finance. 26(3). 398–409. 42 indexed citations
14.
Nikkinen, Jussi, Vanja Piljak, & Janne Äijö. (2011). Baltic Stock Markets and the Financial Crisis of 2008-2009. SSRN Electronic Journal. 3 indexed citations
15.
Vähämaa, Sami & Janne Äijö. (2010). The Fed’s Policy Decisions and Implied Volatility. SSRN Electronic Journal. 6 indexed citations
16.
Vähämaa, Sami, et al.. (2009). Turn-of-the-month and intramonth effects in government bond markets: Is there a role for macroeconomic news?. Research in International Business and Finance. 24(1). 75–81. 8 indexed citations
17.
Nikkinen, Jussi, Petri Sahlström, & Janne Äijö. (2007). Do the US Macroeconomic News Announcements Explain Turn-of-the-Month and Intramonth Anomalies on European Stock Markets?. SSRN Electronic Journal. 4 indexed citations
18.
Äijö, Janne. (2007). Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices. Global Finance Journal. 18(3). 290–302. 51 indexed citations
19.
Nikkinen, Jussi, Petri Sahlström, & Janne Äijö. (2006). Turn‐of‐the‐month and intramonth effects: Explanation from the important macroeconomic news announcements. Journal of Futures Markets. 27(2). 105–126. 34 indexed citations
20.
Nikkinen, Jussi, Mohammed Omran, Petri Sahlström, & Janne Äijö. (2006). Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. International Review of Financial Analysis. 17(1). 27–46. 129 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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