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 1 1 613
Cross Sectional Analysis of the Swedish Stock Market 0 0 0 294 1 1 2 1,149
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 0 51 0 0 2 265
Total Working Papers 0 0 0 474 2 2 5 2,027


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 2 3 90
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 2 2 4 89
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 40
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 1 1 1 39 1 3 5 110
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 2 3 5 156
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 68 0 1 2 300
Forecasting variance using stochastic volatility and GARCH 0 0 2 339 1 3 6 862
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 1 3 114
Keynes’s Notion of Equilibrium in the 0 0 0 5 0 1 1 55
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 0 0 71 1 3 4 238
Testing the conditional CAPM using multivariate GARCH-M 0 0 0 425 0 4 6 919
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 0 2 265 0 2 6 482
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 1 2 3 190
Total Journal Articles 1 1 5 1,332 9 28 51 3,645


Statistics updated 2026-01-09