Access Statistics for Björn A. Hansson

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
A Two-State Capital Asset Pricing Model with Unobservable States 0 0 0 129 1 3 6 618
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 6 7 10 1,158
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 0 51 0 0 3 267
Total Working Papers 0 0 0 474 7 10 19 2,043


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models 0 0 0 17 4 5 10 98
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 1 1 5 92
Anticipations of the General Theory? And Other Essays on Keynes. By Don Patinkin. Chicago: Chicago University Press, 1982. Pp. xxiv, 283. $25.00 0 0 0 5 1 1 3 42
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 39 1 1 8 114
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 0 1 6 158
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 2 3 6 305
Forecasting variance using stochastic volatility and GARCH 0 1 3 340 1 4 12 869
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 2 5 117
Keynes’s Notion of Equilibrium in the 0 0 0 5 0 0 3 57
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 0 0 71 0 2 7 241
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 2 4 10 924
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 0 1 265 1 1 5 483
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 3 4 8 196
Total Journal Articles 0 1 5 1,333 16 29 88 3,696


Statistics updated 2026-05-06