Seminar Invitation | Th. 30 May | Matti Suominen | Aalto University

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ΠΑΝΕΠΙΣΤΗΜΙΟ ΠΕΙΡΑΙΩΣ
ΣΧΟΛΗ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ ΚΑΙ ΣΤΑΤΙΣΤΙΚΗΣ
 ΤΜΗΜΑ ΧΡΗΜΑΤΟΟΙΚΟΝΟΜΙΚΗΣ ΚΑΙ ΤΡΑΠΕΖΙΚΗΣ ΔΙΟΙΚΗΤΙΚΗΣ

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UNIVERSITY OF PIRAEUS
SCHOOL OF FINANCE AND STATISTICS  DEPARTMENT OF BANKING AND FINANCIAL MANAGEMENT

The Department of Banking and Financial Management announces the upcoming seminar with

Prof. Matti Suominen, Aalto University

“Stock return predictability over the business cycle

Seminar Organizers: Assist. Prof. Michail Anthropelos, Prof. George Skiadopoulos

 

Abstract: My talk will deal with two related papers. First paper is entited Cross-Asset Signals and Stock Return Predictability (joint with Aleksi Pitkäjärvi and Lauri Vaittinen, paper distributed). In this paper, we link time series momentum and cross-asset time series momentum (return spill-over from bonds to equity and vice versa) to slow-moving capital in the bond and the equity markets, and to the business cycle. The second paper Business Cycles and Stock Return Predictability with Yijie Li, studies a related effect, namely how the state of the business cycle predicts stock returns (no paper distributed).

 

Matti Suominen is a Professor of Finance at the Aalto University in Helsinki and the Associate Dean of Research. Matti holds a PhD in Financial Economics from the University of Pennsylvania. He has published articles in leading academic journals such as the Journal of Financial Economics, Review of Financial Studies, Review of Finance, Journal of Financial and Quantitative Analysis, Review of Asset Pricing Studies and the Journal of Financial Markets (in the last two he received the Best Paper Awards). Matti Suominen has previously worked as a Chief Dealer in the Options and Futures Markets in Finland. He is an active consultant to both financial and non-financial firms. For instance, he has been closely involved with OP Equity Hedge fund as well as the Mandatum Life Slim Tail Equity funds. More information could be found at his personal web-site at https://www.aalto.fi/en/department-of-finance/matti-suominen.

  

Prof. Matti Suominen,

Aalto University

More Information

 

 

 

 Time and PlaceMay 30, 2019, 16:15,

University of Piraeus, 80 Karaoli & Dimitriou Str., Piraeus,

Room: 013

More Upcoming Seminars in 2019: 

June 6, 2019: Nicholas Economides, NYU Stern

 

 

 

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