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 2 2 2 602
Cross Sectional Analysis of the Swedish Stock Market 1 1 2 287 1 2 3 1,118
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 0 0 1 48 2 3 8 159
Total Working Papers 1 1 3 463 5 7 13 1,879


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 1 15 0 0 1 78
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach 0 1 2 16 0 1 2 74
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 2 33
Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? 0 0 1 33 0 0 1 93
Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 0 0 1 34 0 0 4 132
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach 0 0 0 66 0 0 4 211
Forecasting variance using stochastic volatility and GARCH 0 0 2 330 0 0 3 827
Home bias among European investors from a Bayesian perspective 1 1 1 26 3 3 5 71
Keynes’s Notion of Equilibrium in the 0 0 0 3 0 0 0 12
Some distributional properties of monthly stock returns in Sweden 1919-1990 0 0 2 62 0 0 3 189
Testing the conditional CAPM using multivariate GARCH-M 0 0 5 415 0 2 11 805
Testing the random walk hypothesis on Swedish stock prices: 1919-1990 0 0 3 231 1 2 10 408
The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market 0 0 0 13 1 3 5 90
Total Journal Articles 1 2 18 1,249 5 11 51 3,023
2 registered items for which data could not be found


Statistics updated 2019-10-05