Aleksi Pitkäjärvi

Vrije Universiteit Amsterdam

De Boelelaan 1105

Amsterdam, 1081 HV

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 20,587

SSRN RANKINGS

Top 20,587

in Total Papers Downloads

4,580

SSRN CITATIONS

14

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 3,700 (5,636)
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: 20 Posted: 02 Dec 2020 Last Revised: 22 Sep 2023
Aleksi Pitkäjärvi
Vrije Universiteit Amsterdam
Downloads 325 (171,249)

Abstract:

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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: 32 Posted: 28 Jul 2022 Last Revised: 22 Sep 2023
Aleksi Pitkäjärvi
Vrije Universiteit Amsterdam
Downloads 312 (178,716)

Abstract:

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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
Vrije Universiteit Amsterdam
Downloads 243 (230,438)

Abstract:

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