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 2 3 3 615
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 2 3 3 1,151
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 0 51 2 2 4 267
Total Working Papers 0 0 0 474 6 8 10 2,033


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 3 4 6 93
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 2 4 4 91
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 2 3 41
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 1 1 39 3 5 7 113
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 1 4 5 157
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 2 2 3 302
Forecasting variance using stochastic volatility and GARCH 0 0 2 339 3 4 9 865
Home bias among European investors from a Bayesian perspective 0 0 0 28 1 2 3 115
Keynes’s Notion of Equilibrium in the 0 0 0 5 2 3 3 57
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 0 0 71 1 2 5 239
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 1 1 7 920
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 0 1 265 0 1 5 482
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 2 3 4 192
Total Journal Articles 0 1 4 1,332 22 37 64 3,667


Statistics updated 2026-02-12