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Nyberg, Peter M.'s
Scholarly Papers
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Total Downloads
2,387 |
Total
Citations
8 |
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1.
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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns
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Nyberg, Peter M. Aalto University Wilhelmsson, Anders Lund University - Department of Economics
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Posted:
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24 Oct 07
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Last Revised:
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13 Oct 10
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821
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Nyberg, Peter M. Aalto University Wilhelmsson, Anders Lund University - Department of Economics
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Nyberg, Peter M. Aalto University Wilhelmsson, Anders Lund University - Department of Economics
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24 Oct 07
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Last Revised:
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05 Mar 08
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819
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asset pricing, volatility risk premium, risk aversion, habit formation, momentum
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2.
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Firm Expansion and Stock Price Momentum
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Nyberg, Peter M. Aalto University Pöyry, Salla Hanken School of Economics
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Posted:
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01 Oct 10
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Last Revised:
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19 Jun 11
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564
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Nyberg, Peter M. Aalto University Pöyry, Salla Hanken School of Economics
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09 May 11
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19 Jun 11
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Asset pricing, balance sheet asset growth, momentum
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Nyberg, Peter M. Aalto University Pöyry, Salla Hanken School of Economics
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01 Oct 10
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Last Revised:
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19 Jun 11
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Asset growth, momentum
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3.
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Descriptive Analysis of Finnish Equity, Bond and Money Markets
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Nyberg, Peter M. Aalto University Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
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06 Sep 05
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Last Revised:
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28 May 11
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Nyberg, Peter M. Aalto University Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
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Nyberg, Peter M. Aalto University Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
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06 Sep 05
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02 Apr 11
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530
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Equity, bond, money market, risk premium, Finland, Helsinki Stock Exchange
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4.
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Keloharju, Matti Aalto University Linnainmaa, Juhani T. University of Chicago - Booth School of Business Nyberg, Peter M. Aalto University
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5.
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Nyberg, Peter M. Aalto University Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
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stock market index, Finland, Helsinki Stock Exchange, Nasdaq OMX, OMXH, Unitas
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6.
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Nyberg, Peter M. Aalto University Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
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equity market, bond market, money market, risk premium, Finland
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7.
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Measuring Event Risk
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Nyberg, Peter M. Aalto University Wilhelmsson, Anders Lund University - Department of Economics
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Posted:
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26 Aug 08
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Last Revised:
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29 Jul 10
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Nyberg, Peter M. Aalto University Wilhelmsson, Anders Lund University - Department of Economics
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C22, G21, G28, event risk, jumps, NIG distribution, Value-at-Risk
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Nyberg, Peter M. Aalto University Wilhelmsson, Anders Lund University - Department of Economics
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26 Aug 08
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Last Revised:
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20 Feb 09
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0
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Value-at-Risk, Event Risk, NIG distribution, Jumps
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8.
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Nyberg, Peter M. Aalto University Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
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12 Aug 08
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Last Revised:
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27 Sep 10
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stock market index, Finland, Helsinki Stock Exchange, Nasdaq OMX, OMXH, Unitas
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