Discussion Papers of Prof. Seppo Pynnonen

Professor Seppo Pynnonen
Department of Mathematics and Statistics, University of Vaasa

Working Papers

Pynnonen, Seppo (2010). The joint distribution of a linear transformation of internally studentized least squares residuals, Working Papers of the University of Vaasa, Department of Mathematics and Statistics, 16. [Abstract (pdf)] [Full paper (pdf)]
Kolari, James and Seppo Pynnonen (2009). Testing Cumulative Abnormal Returns in Event Studies with Rank Test Using Generalized Abnormal Returns SSRN Working Papers.
Kolari, James and Seppo Pynnonen (2005). Event-study methodology: Correction for cross-sectional correlation in standardized abnormal return tests. Working Papers of the University of Vaasa, Department of Mathematics and Statistics, 9. [Abstract (pdf)] [Full paper (pdf)]
Knif, Johan, James Kolari, and Seppo Pynnonen (2005). What drives correlation between stock market returns? International Evidence. Working Papers of the University of Vaasa, Department of Mathemaics and Statistics, 8. [Abstract (pdf)] [Full paper (pdf)]
Pynnonen, Seppo, Jonathan Batten, and Warren P. Hogan (2004) Dynamic Equilibrium Correction Modelling of Credit Spreads. The Case of Yen Eurobonds. Available at SSRN
Kallunki, Juha-Pekka, Jorma Larimo and Seppo Pynnönen (2000). The impact of foreigen direct investments on the profitability and stock returns of Finnish firms. Proceedings of the University of Vaasa, Discussion Papers.
Pynnönen, Seppo and Juuso Vataja (1999). PPP during the present float. Further evidence using efficient tests. Proceedings of the University of Vaasa, Discussion Papers. 261, 12p. Abstract
Knif Johan and Seppo Pynnonen (1998). Common Short-Term Volatility on International Stock Markets. Working Papers 389, Swedish School of Economics and Business Administration. Abstract
Kallunki, Juha-Pekka, Jorma Larimo and Seppo Pynnönen (1998). Value creation in foreign direct investments. Proceedings of the University of Vaasa. Discussion Papers 243. Abstract
Pynnonen, Seppo and Juuso Vataja (1997). Bootsrap testing for cointegration of international commodity prices. Proceedings of the University of Vaasa. Discussion Papers 227, 22p. [Abstract]
Knif, Johan and Seppo Pynnonen (1997). Local and global price memory of international stock markets. Proceeding of the University of Vaasa. Discussion Papers 213. Abstract
Laitinen, Erkki K., Martti Luoma and Seppo Pynnonen (1996). Bankruptcy risk as a signal to reorganization of a company. Proceedings of the University of Vaasa, Discussion papers. [Abstract]
Larimo, J. and Pynnonen, S. (1996). Factors affecting ownership arrangement in foreign direct investments. Proceedings of the University of Vaasa, Discussion Papers 191. Abstract
Pynnonen, S., J. Knif, and M. Luoma (1994). A new look at the volatility information flows between stock markets; A case of two Nordic stock exchanges. Proceedings of the University of Vaasa. Discussion Papers, 167.
Pynnonen, S. (1992). Detection of outliers in regression analysis by information criteria. Proceedings of the University of Vaasa. Discussion Papers 146. [Abstract] [ full paper (pdf)]
Pynnonen, S. (1992). Testing for redundancy of variables in Quadratic discriminant analysis. Proceedings of the University of Vaasa. Discussion Papers 145.
Pynnonen, S. (1988). Testing for homogeneity of several multivariate regression models. Proceedings of the University of Vaasa. Discussion Papers 93.
Pynnonen, S. (1986). Selection of variables in linear discriminant analysis by information criteria. Proceedings of the University of Vaasa, Discussion papers 81.
Tuovila, O. ja Pynnonen, S. (1985). Taloudellisten aikasarjojen yhteydessa havaituista ongelmista eraassa paataksentekotilanteessa. Proceedings of the University of Vaasa, Discussion papers 71.
Pynnonen, S. (1985). Stepwise model selection based on information criteria. Proceedings of the University of Vaasa. Discussion papers 74.
Pynnonen, S. (1984). A consistent criterion for estimating the dimension of a model. Proceedings of the University of Vaasa. Discussion papers 59. [Full paper (pdf)]