Peter M. Nyberg

Aalto University

P.O. Box 21210

Helsinki, 00101

Finland

SCHOLARLY PAPERS

12

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82

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17

Scholarly Papers (12)

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1.

Return Seasonalities

Journal of Finance, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 13-15
Number of pages: 49 Posted: 25 Feb 2013 Last Revised: 12 Dec 2015
Matti Keloharju, Juhani T. Linnainmaa and Peter M. Nyberg
Aalto University - School of Business, Dartmouth College - Tuck School of Business and Aalto University
Downloads 4,602 (4,195)
Citation 39

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2.

Are Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal Reversals

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 15 Nov 2018 Last Revised: 01 Dec 2019
Matti Keloharju, Juhani T. Linnainmaa and Peter M. Nyberg
Aalto University School of Business, Dartmouth College - Tuck School of Business and Aalto University
Downloads 1,296 (30,974)
Citation 5

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seasonalities, seasonal reversals, expected returns

3.

Firm Expansion and Stock Price Momentum

Review of Finance, Forthcoming
Number of pages: 57 Posted: 01 Oct 2010 Last Revised: 24 Jun 2013
Peter M. Nyberg and Salla Pöyry
Aalto University and Hanken School of Economics
Downloads 1,077 (40,343)
Citation 2

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Asset growth, momentum

4.

Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

Number of pages: 42 Posted: 24 Oct 2007 Last Revised: 05 Mar 2008
Peter M. Nyberg and Anders Vilhelmsson
Aalto University and Lund University - Department of Economics
Downloads 955 (47,816)
Citation 2

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asset pricing, volatility risk premium, risk aversion, habit formation, momentum

5.

Long-Term Discount Rates Do Not Vary Across Firms

Downloads 802 (56,497)
Citation 23

Long-Term Discount Rates Do Not Vary Across Firms

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 27 Feb 2018 Last Revised: 22 Mar 2021
Matti Keloharju, Juhani T. Linnainmaa and Peter M. Nyberg
Aalto University School of Business, Dartmouth College - Tuck School of Business and Aalto University
Downloads 802 (59,830)

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Factors, return predictability, market efficiency, production-based asset pricing models, time-varying risks

6.

Descriptive Analysis of Finnish Equity, Bond, and Money Markets

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Descriptive Analysis of Finnish Equity, Bond, and Money Markets

Number of pages: 54 Posted: 06 Sep 2005 Last Revised: 02 Apr 2011
Peter M. Nyberg, Mika Vaihekoski and Mika Vaihekoski
Aalto University and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 719 (69,054)
Citation 1

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Equity, bond, money market, risk premium, Finland, Helsinki Stock Exchange

Descriptive Analysis of Finnish Equity, Bond and Money Markets

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 52 Posted: 12 May 2011
Peter M. Nyberg, Mika Vaihekoski and Mika Vaihekoski
Aalto University and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 82 (584,113)

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7.

Do You Really Know Your Cost of Capital?

Tuck School of Business Working Paper No. 3971821
Number of pages: 21 Posted: 01 Dec 2021
Matti Keloharju, Juhani T. Linnainmaa and Peter M. Nyberg
Aalto University School of Business, Dartmouth College - Tuck School of Business and Aalto University
Downloads 384 (150,367)

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Factors, return predictability, market efficiency, production-based asset pricing models, time-varying risks

8.

Descriptive Analysis of the Finnish Stock Market: Part II

Bank of Finland Research Discussion Paper No. 10/2014
Number of pages: 34 Posted: 19 Mar 2014
Peter M. Nyberg, Mika Vaihekoski and Mika Vaihekoski
Aalto University and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 218 (269,411)
Citation 2

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stock market, financial history, dividend yield, capitalization values, trading turnover, Finland, Helsinki Stock Exchange, Nasdaq OMX

9.

Descriptive Analysis of Finnish Equity, Bond and Money Market Returns

Bank of Finland Research Discussion Paper No. 14/2011
Number of pages: 63 Posted: 09 Jun 2011
Peter M. Nyberg, Mika Vaihekoski and Mika Vaihekoski
Aalto University and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 140 (396,243)
Citation 7

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equity market, bond market, money market, risk premium, Finland

10.

A New Value-Weighted Total Return Index for the Finnish Stock Market

Bank of Finland Research Discussion Paper No. 21/2009
Number of pages: 64 Posted: 27 Nov 2009
Peter M. Nyberg, Mika Vaihekoski and Mika Vaihekoski
Aalto University and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics
Downloads 119 (448,927)
Citation 8

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stock market index, Finland, Helsinki Stock Exchange, Nasdaq OMX, OMXH, Unitas

11.

Measuring Event Risk

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Measuring Event Risk

Journal of Financial Econometrics, Forthcoming
Posted: 26 Aug 2008 Last Revised: 13 Apr 2016
Peter M. Nyberg and Anders Vilhelmsson
Aalto University and Lund University - Department of Economics

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Value-at-Risk, Event Risk, NIG distribution, Jumps

Measuring Event Risk

Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 265-287, 2009
Posted: 30 Jun 2009
Peter M. Nyberg and Anders Vilhelmsson
Aalto University and Lund University - Department of Economics

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C22, G21, G28, event risk, jumps, NIG distribution, Value-at-Risk

12.

A New Value-Weighted Total Return Index for the Finnish Stock Market 1912-1969

Research in International Business and Finance, 2010, Vol. 24, No. 3, pp. 267-283.
Posted: 12 Aug 2008 Last Revised: 20 Aug 2013
Peter M. Nyberg, Mika Vaihekoski and Mika Vaihekoski
Aalto University and University of Turku - Turku School of EconomicsUniversity of Turku, Turku School of Economics

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stock market index, Finland, Helsinki Stock Exchange, Nasdaq OMX, OMXH, Unitas