Peter Nyberg

Research    Teaching

Peter Nyberg, photographer Kreetta JärvenpääAssistant 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

“Return Seasonalities”, 2015, with Matti Keloharju and Juhani Linnainmaa. Journal of Finance, forthcoming. Honorable Mention, AQR Insight Award.

Firm expansion and stock price momentum”, Review of Finance, 4(18), 1465-1505, 2014. With Salla Pöyry. Online appendix.

“Equity premium in Finland and long-term performance of the Finnish equity and money markets”, Cliometrica, 2(8), 241-268, 2014. With Mika Vaihekoski.

“Volatility risk premium, risk aversion and the cross-section of stock returns”, The Financial Review 45(4), 1079–1100, 2010. With Anders Wilhelmsson.

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

“A new value-weighted total return index for the Finnish stock market”, Bank of Finland Research Discussion Papers, 21, 2009. With Mika Vaihekoski.

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”.

 

Awards

McKinsey Finance Teacher of the Year 2016. An annual award based on votes by finance students of Aalto University School of Business.

Teacher of the Year 2015. An annual award based on votes by students of Aalto University School of Business.

Honorable mention (top 5 paper) at the AQR Insight Award 2015,"Common Factors in Return Seasonalities".

Teaching

Rahoituksen perusteet (in Finnish), lectures

Investment Management, lectures

Theoretical Asset Pricing

Empirical Asset Pricing

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