Matthijs Lof

Matthijs Lof, photographer Aino HuovioAssistant Professor of Finance

Room: G-209 (Chydenia 2nd floor)
Office hours: By appointment

Tel: +358 50 401 4448
Email: matthijs.lof [at] aalto [dot] fi (
Website: personal webpage



Working papers

“Asymmetric information and the Distribution of Trading Volume“ (with Jos van Bommel)

“Slow Trading and Stock Return Predictability” (with Allaudeen Hameed and Matti Suominen) 



“Noncausality and the Commodity Currency Hypothesis”, 2017, with Henri Nyberg, Energy Economics 65, 424 - 433.

“Rational Speculators, Contrarians and Excess Volatility”, 2015, Management Science 61, 1889 - 1901.

“Aid and Income: Another Time-Series Perspective”, 2015, with T. Mekasha, and F. Tarp, World Development 69, 19-30.

“Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso”, 2015, with T. Mekasha, and F. Tarp, World Development 70, 397-399.

“GMM Estimation with Noncausal Instruments under Rational Expectations”, 2014, Oxford Bulletin of Economics and Statistics 76, 2, p. 279-286.

 ”Does sovereign debt weaken economic growth? A Panel VAR analysis”, 2014, with T. Malinen Economics Letters 122/3, 403-407. 

 “Noncausality and Asset Pricing”, 2013,Studies in Nonlinear Dynamics & Econometrics 17, 211-220.

“Heterogeneity in Stock Prices: A STAR Model with Multivariate Transition Function”, 2012, Journal of Economic Dynamics and Control 36, 1845 – 1854.


Econometrics for Finance (BSc)

Advanced Econometrics for Finance (MSc)

Bachelor Thesis Seminar

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