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 0 128 0 0 1 600
Cross Sectional Analysis of the Swedish Stock Market 0 0 1 286 0 0 1 1,116
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 3 48 0 0 8 156
Total Working Papers 0 0 4 462 0 0 10 1,872


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 1 1 15 0 1 1 78
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 1 15 0 0 1 73
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 0 5 33
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 33 0 0 1 93
Changing Risk Premia: Evidence from a Small Open Economy 0 0 0 16 0 0 0 74
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 0 0 1 34 0 1 9 132
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 0 1 4 211
Forecasting variance using stochastic volatility and GARCH 0 1 2 330 0 1 4 827
Home bias among European investors from a Bayesian perspective 0 0 0 25 0 0 2 68
Keynes’s Notion of Equilibrium in the 0 0 1 3 0 0 1 12
Risk Reduction by Diversification in the Nordic Stock Markets 0 0 0 0 0 1 1 136
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 1 2 62 1 2 6 189
Testing the conditional CAPM using multivariate GARCH-M 0 3 5 415 0 3 10 803
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 0 3 231 2 2 9 406
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 0 1 2 87
Total Journal Articles 0 6 17 1,263 3 13 56 3,222


Statistics updated 2019-07-03