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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

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