Peter M. Nyberg

Aalto University

P.O. Box 21210

Helsinki, 00101

Finland

SCHOLARLY PAPERS

11

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CITATIONS
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14

Scholarly Papers (11)

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 3,422 (2,871)

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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 902 (24,600)
Citation 2

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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 (666,826)
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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 856 (26,906)
Citation 1

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Asset growth, momentum

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 and Mika Vaihekoski
Aalto University and University of Turku - Turku School of Economics
Downloads 628 (40,444)
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 and Mika Vaihekoski
Aalto University and University of Turku - Turku School of Economics
Downloads 41 (427,039)

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5.

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

Number of pages: 48 Posted: 15 Nov 2018 Last Revised: 24 Apr 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 330 (90,319)
Citation 2

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seasonalities, seasonal reversals, expected returns

Long-Term Discount Rates Do Not Vary Across Firms

Number of pages: 50 Posted: 27 Feb 2018 Last Revised: 14 Feb 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 301 (99,289)

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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

Bank of Finland Research Discussion Paper No. 10/2014
Number of pages: 34 Posted: 19 Mar 2014
Peter M. Nyberg and Mika Vaihekoski
Aalto University and University of Turku - Turku School of Economics
Downloads 109 (248,532)

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

8.

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 and Mika Vaihekoski
Aalto University and University of Turku - Turku School of Economics
Downloads 86 (290,533)
Citation 5

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

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 and Mika Vaihekoski
Aalto University and University of Turku - Turku School of Economics
Downloads 77 (310,463)
Citation 3

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

10.
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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

11.

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 and Mika Vaihekoski
Aalto University and University of Turku - Turku School of Economics

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