Björn A. Hansson
Names
| first: |
Björn |
| middle: |
A. |
| last: |
Hansson |
Identifer
Contact
Affiliations
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Lunds Universitet
/ Ekonomihögskolan
/ Nationalekonomiska Institutionen
Research profile
author of:
- Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96 (RePEc:bla:eufman:v:6:y:2000:i:2:p:213-233)
by Hossein Asgharian & Björn Hansson - Anticipations of the General Theory? And Other Essays on Keynes. By Don Patinkin. Chicago: Chicago University Press, 1982. Pp. xxiv, 283. $25.00 (RePEc:cup:jechis:v:46:y:1986:i:01:p:303-305_04)
by Hansson, Björn A. - Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach (RePEc:eee:empfin:v:12:y:2005:i:4:p:556-575)
by Asgharian, Hossein & Hansson, Bjorn - The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market (RePEc:eee:intfin:v:13:y:2003:i:4:p:325-353)
by Asgharian, Hossein & Hansson, Bjorn - Home bias among European investors from a Bayesian perspective (RePEc:eee:intfin:v:16:y:2006:i:5:p:397-410)
by Asgharian, Hossein & Hansson, Bjorn - Testing the random walk hypothesis on Swedish stock prices: 1919-1990 (RePEc:eee:jbfina:v:17:y:1993:i:1:p:175-191)
by Frennberg, Per & Hansson, Bjorn - Some distributional properties of monthly stock returns in Sweden 1919-1990 (RePEc:fep:journl:v:6:y:1993:i:2:p:108-122)
by Per Frennberg & Björn Hansson - Cross Sectional Analysis of the Swedish Stock Market (RePEc:hhs:lunewp:2002_019)
by Asgharian, Hossein & Hansson, Björn - A Two-State Capital Asset Pricing Model with Unobservable States (RePEc:hhs:lunewp:2004_028)
by Nilsson, Birger & Hansson, Björn - The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010 (RePEc:hhs:lunewp:2011_024)
by Hagströmer, Björn & Nilsson, Birger & Hansson, Björn - Keynes’s Notion of Equilibrium in the (RePEc:mes:postke:v:7:y:1985:i:3:p:332-341)
by Björn Hansson - An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach (RePEc:taf:apeclt:v:16:y:2009:i:6:p:625-628)
by Hossein Asgharian & Bjorn Hansson - A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models (RePEc:taf:apfiec:v:15:y:2005:i:12:p:835-847)
by Hossein Asgharian & Bjorn Hansson - Testing the conditional CAPM using multivariate GARCH-M (RePEc:taf:apfiec:v:8:y:1998:i:4:p:377-388)
by Bjorn Hansson & Peter Hordahl - Forecasting variance using stochastic volatility and GARCH (RePEc:taf:eurjfi:v:11:y:2005:i:1:p:33-57)
by Bjorn Hansson & Peter Hordahl - Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies? (RePEc:taf:eurjfi:v:16:y:2010:i:2:p:119-136)
by Hossein Asgharian & Bjorn Hansson