Personer Jan Antell

Jan Antell

Titel

Universitetslektor

Telefon:

+358 40 352 1384

E-post:

jan.antell@hanken.fi

Department

Finansiell ekonomi (Helsingfors)

I am an associate professor in finance.

I have a doctoral degree in Finance from Hanken, and two master's degrees, one in Finance from Hanken, and another in Economics from the University of Helsinki.

My research interests are within asset pricing, quantitative finance, and generally within areas of financial markets and investing.

Till forskningsdatabasen

Languages

SvenskaFinskaEngelska

Erfarenhet

I have a long experience in teaching at all levels, i.e., basic, bachelor's, master's, and doctoral level in a wide array of courses. I have also engaged in several executive education programs. The courses include basic finance, portfolio management and wealth management, corporate finance, derivatives, economics, and quantitative research methods in finance.

Publikationer

Senaste publikationer

Reassessing the evidence on factor and portfolio premia

2024,Statistics & Risk Modeling : with Applications in Finance and Insurance1982,vol. 41,no. 3-4,pp. 73-82.

Countercyclical and time-varying reward to risk and the equity premium

2023,Research in International Business and Finance,vol. 66,

Controlling Owners and Corporate Cash Holdings in the Nordic Countries

2023,

Testing weak cross-sectional correlation of abnormal returns using spacings

2019,pp. 58-59.

Expected and realized returns in conditional asset pricing models: A new testing approach

2019,Journal of Empirical Finance,vol. 52,no. June,pp. 220-236.

Strong and weak cross-sectional dependence in factor models for returns in event studies

2017,vol. 11,pp. 53-53.

Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation

2017,Journal of Financial Econometrics,vol. 15,no. 2,pp. 286-301.

Countercyclical and Time-Varying Risk Aversion and Equity Premium

2016,pp. 104-104.

Expected Return and Variance: Lambda is Alive, Positive and Significant

2015,

Tests for Abnormal Returns in the Presence of an Event-Induced Increase in the Cross Sectional Correlation

2014,