News

Finance paper accepted to be published 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.

Department of Finance

  • Published:
  • Updated:
Share
URL copied!

Related news

KTT Sami Itani
Research & Art Published:

Doctor’s career path: CEO Sami Itani’s story

‘Doctoral studies consist of team-based project work in which you can act as your own project manager.’
kaksi naista istuu punaisilla tuoleilla studiossa keskustelemassa, taustalla musta verho ja keltainen lattia
Research & Art, Studies Published:

What can we learn from the pandemic?

Aalto University's studio discussion focused on what the COVID-19 pandemic has taught us about the importance of the environment for health and wellbeing.
Assistant Professor Peter Nyberg, McKinsey Teacher of the Year 2020.
Honoured, Research & Art Published:

Aalto BIZ Teacher of the Year 2020

Finance Assistant Professor Peter Nyberg has been nominated as the Aalto BIZ Teacher of the Year 2020.
Machine Learning Coffee Seminar logo in purple and white colours
Research & Art Published:

Machine Learning Coffee Seminars continue with a great lineup of speakers

MLCS gathers together people from different fields of science who have at least one thing in common, interest in machine learning