TURKU, Finland—At a recent equestrian competition, dozens of girls and a team of judges studied rider Ada Filppa’s every move as she approached a series of jumps, measuring the length of each stride and noting the tension she kept on her horse’s reins.

Later that night Ms. Filppa, 16 years old, packed her two horses in the back seat of her black compact car and drove home to her parents’ house in Naantali, an archipelago area on Finland’s southwest coast.

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