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 0 1 7 619
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 0 2 12 1,160
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 0 51 0 1 3 268
Total Working Papers 0 0 0 474 0 4 22 2,047


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 0 0 10 98
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 0 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 0 1 4 43
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 39 0 2 10 116
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 2 8 160
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 3 9 308
Forecasting variance using stochastic volatility and GARCH 0 1 4 341 0 1 13 870
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 2 7 119
Keynes’s Notion of Equilibrium in the 0 0 0 5 1 1 4 58
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 0 0 71 0 0 6 241
Testing the conditional CAPM using multivariate GARCH-M 1 1 1 426 2 3 13 927
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 0 0 265 0 0 4 483
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 1 9 197
Total Journal Articles 1 2 6 1,335 4 16 102 3,712


Statistics updated 2026-08-07