Johan Knif

404 total citations
36 papers, 276 citations indexed

About

Johan Knif is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Johan Knif has authored 36 papers receiving a total of 276 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 25 papers in Economics and Econometrics and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Johan Knif's work include Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (22 papers) and Financial Risk and Volatility Modeling (13 papers). Johan Knif is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Market Dynamics and Volatility (22 papers) and Financial Risk and Volatility Modeling (13 papers). Johan Knif collaborates with scholars based in Finland, United States and Pakistan. Johan Knif's co-authors include Seppo Pynnönen, James W. Kolari, Gregory Koutmos, Tom Berglund, Ihsan Badshah, Bart Frijns, Alireza Tourani‐Rad, Anupam Dutta, Will J. Armstrong and George C. Philippatos and has published in prestigious journals such as European Journal of Operational Research, Journal of the Royal Statistical Society Series C (Applied Statistics) and International Review of Financial Analysis.

In The Last Decade

Johan Knif

32 papers receiving 241 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Johan Knif Finland	10	226	199	98	61	16	36	276
Ines Chaieb Switzerland	8	207 0.9×	127 0.6×	74 0.8×	108 1.8×	23 1.4×	20	269
Jason Beeler United States	3	281 1.2×	218 1.1×	109 1.1×	69 1.1×	13 0.8×	4	320
Adrian Buss Germany	9	255 1.1×	163 0.8×	45 0.5×	66 1.1×	19 1.2×	20	281
Jean‐Pierre Zigrand United Kingdom	11	352 1.6×	259 1.3×	76 0.8×	68 1.1×	11 0.7×	30	407
Jonathan Wheeler Hubbard United States	7	186 0.8×	152 0.8×	52 0.5×	61 1.0×	22 1.4×	24	244
Hibiki Ichiue Japan	10	132 0.6×	157 0.8×	145 1.5×	51 0.8×	7 0.4×	21	241
Mete Kılıç United States	7	221 1.0×	220 1.1×	95 1.0×	37 0.6×	14 0.9×	15	304
Nicholas Vause United Kingdom	9	202 0.9×	117 0.6×	53 0.5×	52 0.9×	12 0.8×	25	254
Olesya V. Grishchenko United States	11	229 1.0×	193 1.0×	201 2.1×	30 0.5×	7 0.4×	38	343
Alireza Nasseh United States	6	167 0.7×	210 1.1×	176 1.8×	61 1.0×	22 1.4×	9	277

Countries citing papers authored by Johan Knif

Since Specialization

Citations

This map shows the geographic impact of Johan Knif'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 Johan Knif with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Johan Knif more than expected).

Fields of papers citing papers by Johan Knif

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Johan Knif. 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 Johan Knif. The network helps show where Johan Knif may publish in the future.

Co-authorship network of co-authors of Johan Knif

This figure shows the co-authorship network connecting the top 25 collaborators of Johan Knif. A scholar is included among the top collaborators of Johan Knif 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 Johan Knif. Johan Knif is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Knif, Johan, Dimitrios Koutmos, & Gregory Koutmos. (2020). Higher Co-Moment CAPM and Hedge Fund Returns. Atlantic Economic Journal. 48(1). 99–113. 3 indexed citations

Knif, Johan, Dimitrios Koutmos, & Gregory Koutmos. (2019). Modeling the Risk Dynamics of Hedge Funds. RePEc: Research Papers in Economics. 8(1). 1–3.

Knif, Johan, et al.. (2019). Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns. Financial Review. 56(1). 179–198. 4 indexed citations

Knif, Johan, et al.. (2017). Asymmetric Fund Performance Characteristics A Comparison of European and US Large-Cap Funds. Multinational Finance Journal. 21(1). 1–20. 1 indexed citations

Knif, Johan, et al.. (2016). Ownership Concentration, Client Importance, and Earnings Management: Evidence from Pakistani Business Groups. SSRN Electronic Journal. 9 indexed citations

Badshah, Ihsan, Bart Frijns, Johan Knif, & Alireza Tourani‐Rad. (2016). Asymmetries of the intraday return-volatility relation. International Review of Financial Analysis. 48. 182–192. 25 indexed citations

Knif, Johan, et al.. (2014). Contributions to mathematics, statistics, econometrics, and finance : essays in honour of professor Seppo Pynnönen. Osuva (University of Vaasa). 1 indexed citations

Kolari, James W., et al.. (2013). Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland. Multinational Finance Journal. 17(1/2). 1–47. 8 indexed citations

Knif, Johan, James W. Kolari, & Seppo Pynnönen. (2013). A Cross-Sectional Correlation Robust Test of Abnormal Stock Returns in Long-Horizon Event Studies. SSRN Electronic Journal. 3 indexed citations

10.

Knif, Johan, et al.. (2011). Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns. European Journal of Finance. 17(5-6). 377–390. 5 indexed citations

11.

Knif, Johan, et al.. (2011). Fund Performance Robustness: An Evaluation Using European Large-Cap Equity Funds. SSRN Electronic Journal. 4 indexed citations

12.

Koutmos, Gregory & Johan Knif. (2011). Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland. European Journal of Finance. 17(8). 661–674. 3 indexed citations

13.

Knif, Johan & Seppo Pynnönen. (2007). Volatility driven changes in stock return correlation dynamics. Managerial Finance. 33(3). 220–235. 3 indexed citations

14.

Koutmos, Gregory & Johan Knif. (2002). Time variation and asymmetry in systematic risk: evidence from the Finnish stock exchange. Journal of Multinational Financial Management. 12(3). 261–271. 10 indexed citations

15.

Knif, Johan, et al.. (2002). Ranked market information as a stock return indicator. 5. 195–201. 1 indexed citations

16.

Koutmos, Gregory, Johan Knif, & George C. Philippatos. (2002). Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets. SSRN Electronic Journal. 1 indexed citations

17.

Knif, Johan & Seppo Pynnönen. (1999). Local and global price memory of international stock markets. Journal of International Financial Markets Institutions and Money. 9(2). 129–147. 35 indexed citations

18.

Berglund, Tom & Johan Knif. (1998). Accounting for the Accuracy of Beta Estimates in CAPM Tests on Assets with Time-Varying Risks. SSRN Electronic Journal. 3 indexed citations

19.

Knif, Johan, et al.. (1996). Inter-Dependence and Predictability of Moments in a Time-Varying Return Distribution: Evidence from the Finnish Stock Market. Journal of Multinational Financial Management. 6(1). 71–87. 1 indexed citations

20.

Knif, Johan, et al.. (1996). Testing for common autocorrelation features of two scandinavian stock markets. International Review of Financial Analysis. 5(1). 55–64. 8 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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