Access Statistics for Jan Wilhelm Antell

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 65 0 1 10 418
Cobreaking of Stock Prices and Contagion 0 0 0 37 2 3 10 214
Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009 0 0 1 75 2 3 17 272
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series 0 0 0 43 0 0 9 119
Total Working Papers 0 0 1 220 4 7 46 1,023


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series 0 0 0 38 0 0 14 178
Countercyclical and time-varying reward to risk and the equity premium 0 0 0 1 0 0 11 25
Expected and realized returns in conditional asset pricing models: A new testing approach 0 1 1 10 0 2 9 47
International asset pricing models and currency risk: Evidence from Finland 1970-2004 0 0 0 102 0 1 9 367
Long-term equity investing and withdrawal rules 2 2 2 2 5 5 5 5
Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 0 0 0 24 0 0 7 170
Reassessing the evidence on factor and portfolio premia 0 0 0 1 0 1 8 9
Stock market linkages and financial contagion: A cobreaking analysis 0 0 0 121 2 2 10 316
Testing for cointegration between international stock prices 0 0 0 451 1 1 11 1,039
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation 0 1 2 28 0 2 15 84
The power of bootstrap tests of cointegration rank 1 1 1 2 1 3 8 37
Total Journal Articles 3 5 6 780 9 17 107 2,277


Statistics updated 2026-10-11