Petri Jylhä

Associate Professor
Associate Professor
E707 Dept. Finance

My research interests include asset pricing, market imperfections, and investment funds. My work has been published in Journal of Finance, Journal of Financial Economics, Review of Finance, Review of Asset Pricing Studies, and Financial Analysts Journal. Before joining Aalto University in 2016, I was an assistant professor at Imperial College London.

Full researcher profile
https://research.aalto.fi/...

Contact information

Phone number
+358504661801

Honors and awards

Review of Asset Pricing Studies Best Paper Award

Palkinto tai huomionosoitus tuotoksesta Rahoituksen laitos Jan 2019

Graham and Dodd Award of Excellence

Graham and Dodd Award of Excellence for "Flows, Price Pressure, and Hedge Fund Returns" published in Financial Analysts Journal
Palkinto tai huomionosoitus tuotoksesta Rahoituksen laitos Jan 2015

Amundi Pioneer Distinguished Paper Prize

Amundi Pioneer Distiguished Paper Prize for "Margin Requirements and the Security Market Line" published in Journal of Finance
Palkinto tai huomionosoitus tuotoksesta Rahoituksen laitos Jan 2019

Publications

Mind the Basel gap

Petri Jylhä, Matthijs Lof 2022 JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY

Beta bubbles

Petri Jylhä, Matti Suominen, Tuomas Tomunen 2018 Review of Asset Pricing Studies

Margin Requirements and the Security Market Line

Petri Jylhä 2018 Journal of Finance

On the effects of margin requirements

Petri Jylhä 2015 Liquidity and market efficiency alive and well?

Flows, Price Pressure, and Hedge Fund Returns

Katja Ahoniemi, Petri Jylhä 2014 FINANCIAL ANALYSTS JOURNAL

Do hedge funds supply or demand liquidity?

Petri Jylhä, Kalle Rinne, Matti Suominen 2014 Review of Finance

Speculative capital and currency carry trades

Petri Jylhä, Matti Suominen 2011 Journal of Financial Economics