Details about Björn A. Hansson

Access statistics for papers by Björn A. Hansson.

Last updated 2015-02-02. Update your information in the RePEc Author Service.

Short-id: pha734

Working Papers

2011

1. The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
   Working Papers, Lund University, Department of Economics

2004

2. A Two-State Capital Asset Pricing Model with Unobservable States
   Working Papers, Lund University, Department of Economics View citations (1)

2002

3. Cross Sectional Analysis of the Swedish Stock Market
   Working Papers, Lund University, Department of Economics View citations (1)

Journal Articles

2010

1. Book-to-market and size effects: compensations for risks or outcomes of market inefficiencies?
   The European Journal of Finance, 2010, 16, (2), 119-136 View citations (1)

2009

2. An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
   Applied Economics Letters, 2009, 16, (6), 625-628

2006

3. Home bias among European investors from a Bayesian perspective
   Journal of International Financial Markets, Institutions and Money, 2006, 16, (5), 397-410 View citations (12)

2005

4. A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
   Applied Financial Economics, 2005, 15, (12), 835-847 View citations (3)
5. Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
   Journal of Empirical Finance, 2005, 12, (4), 556-575 View citations (1)
6. Forecasting variance using stochastic volatility and GARCH
   The European Journal of Finance, 2005, 11, (1), 33-57 View citations (4)

2003

7. The explanatory role of factor portfolios for industries exposed to foreign competition: evidence from the Swedish stock market
   Journal of International Financial Markets, Institutions and Money, 2003, 13, (4), 325-353 View citations (2)

2000

8. Cross‐sectional analysis of Swedish stock returns with time‐varying beta: the Swedish stock market 1983–96
   European Financial Management, 2000, 6, (2), 213-233 View citations (8)

1998

9. Testing the conditional CAPM using multivariate GARCH-M
   Applied Financial Economics, 1998, 8, (4), 377-388 View citations (29)

1993

10. Some distributional properties of monthly stock returns in Sweden 1919-1990
    Finnish Economic Papers, 1993, 6, (2), 108-122 View citations (1)
11. Testing the random walk hypothesis on Swedish stock prices: 1919-1990
    Journal of Banking & Finance, 1993, 17, (1), 175-191 View citations (28)

1986

12. Anticipations of the General Theory? And Other Essays on Keynes. By Don Patinkin. Chicago: Chicago University Press, 1982. Pp. xxiv, 283. $25.00
    The Journal of Economic History, 1986, 46, (1), 303-305

1985

13. Keynes’s Notion of Equilibrium in the
    Journal of Post Keynesian Economics, 1985, 7, (3), 332-341 View citations (1)