Peter Nyberg
Aalto University
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Publication
Featured researches published by Peter Nyberg.
The Financial Review | 2010
Peter Nyberg; Anders Wilhelmsson
We test if innovations in investor risk aversion are a priced factor in the stock market. Using 25 portfolios sorted on book-to-market and size as test assets, our new factor together with the market factor explains 64% of the variation in average returns compared to 60% for the Fama-French model. The new factor is generally significant with an estimated risk premium close to its time series mean also when industry portfolios and portfolios sorted on previous returns are augmented to the test assets.
Archive | 1994
Peter Nyberg; Vesa Vihriälä
Journal of Finance | 2016
Matti Keloharju; Juhani T. Linnainmaa; Peter Nyberg
Review of Finance | 2014
Peter Nyberg; Salla Pöyry
Journal of Financial Econometrics | 2009
Peter Nyberg; Anders Wilhelmsson
Archive | 2011
Peter Nyberg; Mika Vaihekoski
Research in International Business and Finance | 2010
Peter Nyberg; Mika Vaihekoski
Archive | 2013
Matti Keloharju; Juhani T. Linnainmaa; Peter Nyberg
Cliometrica | 2014
Peter Nyberg; Mika Vaihekoski
Archive | 2009
Peter Nyberg
Collaboration
Dive into the Peter Nyberg's collaboration.
