Peter M. Nyberg

Aalto University

P.O. Box 21210

Helsinki, 00101

Finland

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 22,536

in Total Papers Citations

27

CROSSREF CITATIONS

17

Scholarly Papers (12)

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 3,935 (3,279)
Citation 14

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2.

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 955 (30,922)
Citation 2

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Asset growth, momentum

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 912 (32,565)
Citation 1

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

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

Financial Review, Vol. 45, Issue 4, pp. 1079-1100, November 2010
Number of pages: 22 Posted: 13 Oct 2010
Peter M. Nyberg and Anders Vilhelmsson
Aalto University and Lund University - Department of Economics
Downloads 2 (825,463)
Citation 1
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4.

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 848 (36,529)
Citation 5

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seasonalities, seasonal reversals, expected returns

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 667 (49,808)
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 49 (498,665)

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6.
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Citation 4

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 604 (56,677)

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

7.

Descriptive Analysis of the Finnish Stock Market: Part II

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 168 (225,771)
Citation 2

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

8.

Do You Really Know Your Cost of Capital?

Tuck School of Business Working Paper Forthcoming
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 102 (340,681)

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

9.

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

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 91 (354,765)
Citation 8

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

10.

Descriptive Analysis of Finnish Equity, Bond and Money Market Returns

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 87 (364,772)
Citation 7

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

11.
Downloads 0 (819,352)

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