Jan Wilhelm Antell
Names
| first: |
Jan |
| middle: |
Wilhelm |
| last: |
Antell |
Identifer
Contact
| postal address: |
HANKEN Swedish School of Economics and Business Administration
Department of Finance and Statistics
P.O. Box 479
FIN-00101 HELSINGFORS
FINLAND |
Affiliations
-
Hanken Svenska Handelshögskolan
Research profile
author of:
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (RePEc:eee:csdana:v:52:y:2008:i:10:p:4754-4767)
by Ahlgren, N. & Antell, J. - Expected and realized returns in conditional asset pricing models: A new testing approach (RePEc:eee:empfin:v:52:y:2019:i:c:p:220-236)
by Antell, Jan & Vaihekoski, Mika - Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 (RePEc:eee:intfin:v:22:y:2012:i:1:p:120-136)
by Antell, Jan & Vaihekoski, Mika - International asset pricing models and currency risk: Evidence from Finland 1970-2004 (RePEc:eee:jbfina:v:31:y:2007:i:9:p:2571-2590)
by Antell, Jan & Vaihekoski, Mika - Stock market linkages and financial contagion: A cobreaking analysis (RePEc:eee:quaeco:v:50:y:2010:i:2:p:157-166)
by Ahlgren, Niklas & Antell, Jan - Countercyclical and time-varying reward to risk and the equity premium (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001435)
by Antell, Jan & Vaihekoski, Mika - Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series (RePEc:hhb:hanken:0519)
by Ahlgren, Niklas & Antell, Jan - Cobreaking of Stock Prices and Contagion (RePEc:hhb:hanken:0537)
by Ahlgren, Niklas & Antell, Jan - The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series (RePEc:hhb:hanken:0541)
by Ahlgren, Niklas & Antell, Jan - Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation (RePEc:oup:jfinec:v:15:y:2017:i:2:p:286-301.)
by Niklas Ahlgren & Jan Antell - The power of bootstrap tests of cointegration rank (RePEc:spr:compst:v:28:y:2013:i:6:p:2719-2748)
by Niklas Ahlgren & Jan Antell - Unknown item RePEc:taf:apfiec:v:12:y:2002:i:12:p:851-861 (article)
- Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009 (RePEc:tkk:dpaper:dp63)
by Jan Antell & Mika Vaihekoski