Aleksi Pitkäjärvi

Aalto University School of Business

P.O. Box 21210

Helsinki, 00101

Finland

SCHOLARLY PAPERS

2

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Top 31,119

in Total Papers Downloads

1,959

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 1,851 (10,984)
Citation 3

Abstract:

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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: 15 Posted: 02 Dec 2020 Last Revised: 08 Sep 2021
Aleksi Pitkäjärvi
Aalto University School of Business
Downloads 108 (309,384)

Abstract:

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