Aleksi Pitkäjärvi

Vrije Universiteit Amsterdam

De Boelelaan 1105

Amsterdam, 1081 HV

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

  • Vrije Universiteit Amsterdam

  • Tinbergen Institute

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,063

SSRN RANKINGS

Top 20,063

in Total Papers Downloads

5,306

TOTAL CITATIONS
Rank 49,131

SSRN RANKINGS

Top 49,131

in Total Papers Citations

3

Scholarly Papers (5)

Actions:
Email selected abstracts
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
Vrije Universiteit Amsterdam, Aalto University School of Business and Independent
Downloads 4,056 (5,541)
Citation 3

Abstract:

Loading...

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: 20 Posted: 02 Dec 2020 Last Revised: 22 Sep 2023
Aleksi Pitkäjärvi
Vrije Universiteit Amsterdam
Downloads 397 (156,832)

Abstract:

Loading...

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

3.

A Limited Attention Theory of Time Series Momentum

Number of pages: 32 Posted: 28 Jul 2022 Last Revised: 22 Sep 2023
Aleksi Pitkäjärvi
Vrije Universiteit Amsterdam
Downloads 379 (165,233)

Abstract:

Loading...

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
Vrije Universiteit Amsterdam
Downloads 284 (225,401)

Abstract:

Loading...

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

5.

Striking Out: Biases and Losses of Retail Option Traders

Tinbergen Institute Discussion Paper TI 2024-039/IV
Number of pages: 66 Posted: 30 May 2024
Aleksi Pitkäjärvi and Matteo Vacca
Vrije Universiteit Amsterdam and Hanken School of Economics
Downloads 190 (336,304)

Abstract:

Loading...

options, retail investors, behavioral biases, disposition effect