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 0 0 612
Cross Sectional Analysis of the Swedish Stock Market 0 1 2 294 0 2 10 1,148
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 0 51 1 1 2 264
Total Working Papers 0 1 2 474 1 3 12 2,024

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 1 1 1 88
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 0 0 19 0 3 3 87
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 1 38
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 0 38 0 1 1 106
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 0 37 0 1 1 152
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 1 68 0 1 2 299
Forecasting variance using stochastic volatility and GARCH 0 0 1 337 0 0 1 856
Home bias among European investors from a Bayesian perspective 0 0 0 28 0 1 1 112
Keynes’s Notion of Equilibrium in the 0 0 0 5 0 0 0 54
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 0 1 71 0 0 1 234
Testing the conditional CAPM using multivariate GARCH-M 0 0 1 425 1 1 2 914
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 1 5 264 0 2 7 477
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 14 0 1 1 188
Total Journal Articles 0 1 9 1,328 2 13 22 3,605

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03