Aleksi Pitkäjärvi

Aalto University School of Business

P.O. Box 21210

Helsinki, 00101

Finland

  • Aalto University School of Business

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Cross-Asset Signals and Time Series Momentum

Number of pages: 81 Posted: 31 Dec 2016 Last Revised: 23 Feb 2019
Aleksi Pitkäjärvi, Matti Suominen and Lauri Vaittinen
Aalto University School of Business, Aalto University School of Business and Independent
Downloads 3,068 (6,223)
Citation 3

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asset pricing, time series momentum, cross-asset predictability, international financial markets, market efficiency, slow-moving capital

2.

Decomposing Cross-Asset Time Series Momentum

Number of pages: 19 Posted: 02 Dec 2020 Last Revised: 19 Aug 2022
Aleksi Pitkäjärvi
Aalto University School of Business
Downloads 226 (204,200)

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asset pricing, cross-asset time series momentum, time series momentum, momentum decomposition

3.

A Limited Attention Theory of Time Series Momentum

Number of pages: 27 Posted: 28 Jul 2022
Aleksi Pitkäjärvi
Aalto University School of Business
Downloads 194 (235,167)

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asset pricing, behavioral finance, cross-asset time series momentum, time series momentum, limited attention

4.

Slow Belief Updating and the Disposition Effect

Number of pages: 47 Posted: 30 Sep 2022 Last Revised: 29 Nov 2022
Aleksi Pitkäjärvi
Aalto University School of Business
Downloads 163 (273,441)

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disposition effect, slow belief updating, investor behavior, behavioral finance, investor beliefs, belief updating