Finance paper accepted to be published in the Journal of Financial Economics
An article by Aleksi Pitkäjärvi, Matti Suominen, and Lauri Vaittinen has been accepted for publication in the Journal of Financial Economics.
A paper titled “Cross-Asset Signals and Time Series Momentum” by Aleksi Pitkäjärvi, Matti Suominen, and Lauri Vaittinen has been accepted for publication in the Journal of Financial Economics. In the paper the authors document a new phenomenon in bond and equity markets that they call cross-asset time series momentum.
Aleksi Pitkäjärvi is a PhD student and Matti Suominen is a Professor at the Aalto University School of Business Department of Finance. Lauri Vaittinen is a Senior Vice President at Mandatum Life.
- Published:
- Updated:
Read more news
Mika A. Sillanpää: ‘Having a couple of little black holes in the lab would be tremendously helpful’
From sidestepping the Heisenberg uncertainty principle to demonstrating quantum gravity, Aalto Professor has a habit of advancing boundaries in quantum physics
Pärttyli Rinne: My work is both internally rewarding and economically fragile
'Academics without a permanent post experience uncertainty and stress, mainly related to financial fragility. It is not just my experience.'
Audiobooks can today be created with AI
The Department of Industrial Engineering and Management has published its first AI-based audiobook.