Details about Jan Wilhelm Antell

Access statistics for papers by Jan Wilhelm Antell.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pan150

Working Papers

2011

1. Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009
   Discussion Papers, Aboa Centre for Economics
   See also Journal Article Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) View citations (11) (2012)

2009

2. The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series
   Working Papers, Hanken School of Economics

2008

3. Cobreaking of Stock Prices and Contagion
   Working Papers, Hanken School of Economics

2006

4. Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
   Working Papers, Hanken School of Economics View citations (6)
   See also Journal Article Bootstrap and fast double bootstrap tests of cointegration rank with financial time series, Computational Statistics & Data Analysis, Elsevier (2008) View citations (10) (2008)

Journal Articles

2023

1. Countercyclical and time-varying reward to risk and the equity premium
   Research in International Business and Finance, 2023, 66, (C)

2019

2. Expected and realized returns in conditional asset pricing models: A new testing approach
   Journal of Empirical Finance, 2019, 52, (C), 220-236

2017

3. Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation
   Journal of Financial Econometrics, 2017, 15, (2), 286-301 View citations (1)

2013

4. The power of bootstrap tests of cointegration rank
   Computational Statistics, 2013, 28, (6), 2719-2748 View citations (1)

2012

5. Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009
   Journal of International Financial Markets, Institutions and Money, 2012, 22, (1), 120-136 View citations (11)
   See also Working Paper Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009, Discussion Papers (2011) (2011)

2010

6. Stock market linkages and financial contagion: A cobreaking analysis
   The Quarterly Review of Economics and Finance, 2010, 50, (2), 157-166 View citations (39)

2008

7. Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
   Computational Statistics & Data Analysis, 2008, 52, (10), 4754-4767 View citations (10)
   See also Working Paper Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series, Working Papers (2006) View citations (6) (2006)

2007

8. International asset pricing models and currency risk: Evidence from Finland 1970-2004
   Journal of Banking & Finance, 2007, 31, (9), 2571-2590 View citations (19)

2002

9. Testing for cointegration between international stock prices
   Applied Financial Economics, 2002, 12, (12), 851-861 View citations (26)