Peter Nyberg
Assistant Professor of Finance
Room: G-213 (Chydenia 2nd floor)
Office hours: Thursdays 13:00 - 15:00
Tel: +358 50 383 6195
Email: peter.nyberg [at] aalto [dot] fi
Curriculum Vitae (pdf)
Research
Refereed Publications
“Measuring event risk”, Journal of Financial Econometrics 7(3), 265-287, 2009. With Anders Wilhelmsson.
Book Chapters
“Asset Pricing Models”, invited chapter in Free, R. C. (Ed.), 21st Century Economics: A Reference Handbook, Sage Publications (forthcoming).
Working Papers
“Common factors in stock market seasonalities”, Chicago Booth Research Paper No. 13-15. With Matti Keloharju and Juhani Linnainmaa.
“A new value-weighted total return index for the Finnish stock market”, Bank of Finland Research Discussion Papers, 21, 2009. With Mika Vaihekoski.
“Volatility risk premium, risk aversion and the cross-section of stock returns”. With Anders Wilhelmsson.
“Descriptive analysis of Finnish equity, bond and money markets 1912-2007”. With Mika Vaihekoski.
“The dynamic behavior of the idiosyncratic volatility discount: Aggregate idiosyncratic volatility and return reversals revisited”.
“Firm expansion and stock price momentum”. With Salla Pöyry.
Teaching
Rahoituksen perusteet (in Finnish), lectures
Investment Management, lectures
Theoretical Asset Pricing
Empirical Asset Pricing
 |