Staff Jan Antell

Jan Antell

Titel

Universitetslektor

Department

Языки

Senaste publikationer
Reassessing the evidence on factor and portfolio premia
2024,Statistics & Risk Modeling : with Applications in Finance and Insurance1982,
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,
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.
Testing weak cross-sectional correlation of abnormal returns using spacings
2019,pp. 58-59.
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.
Strong and weak cross-sectional dependence in factor models for returns in event studies
2017,vol. 11,pp. 53-53.
Countercyclical and Time-Varying Risk Aversion and Equity Premium
2016,pp. 104-104.
Expected Return and Variance: Lambda is Alive, Positive and Significant
2015,
Illustrating the effects of cross-sectional correlation on event study results
2014,pp. 89-103.