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Cross-sectional analysis of Sw...
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Sweden
Aktienmarkt
27
Börsenkurs
27
Share price
27
Schweden
26
Stock market
26
Theorie
22
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22
Volatilität
22
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1919-1990
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asset pricing
5
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9
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English
21
Swedish
3
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Hansson, Björn A.
20
Frennberg, Per
9
Asgharian, Hossein
7
Hördahl, Peter
6
Hansson, Bjorn
1
Hansson, Björn
1
Nordén, Lars
1
Persson, Anders
1
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Lunds Universitet / Nationalekonomiska Institutionen
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Working paper series / Department of Economics, School of Economics and Management, University of Lund
8
Applied financial economics
3
Journal of international financial markets, institutions & money
2
The European journal of finance
2
Beta : tidsskrift for bedriftsøkonomi
1
Ekonomisk debatt
1
Journal of banking & finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Scandinavian economic history review
1
The Scandinavian journal of economics
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ECONIS (ZBW)
24
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1
Equity risk factors for a small open economy : a risk management perspective
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Multinational finance journal : MF ; quarterly …
5
(
2001
)
4
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001765741
Saved in:
2
Cross sectional analysis of the Swedish stock market
Asgharian, Hossein
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704670
Saved in:
3
The explanatory role of factor portfolios for industries exposed to foreign competition : evidence from the Swedish stock market
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Journal of international financial markets, …
13
(
2003
)
4
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001792903
Saved in:
4
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 835-848
Persistent link: https://www.econbiz.de/10003070660
Saved in:
5
Are highly leveraged firms more sensitive to an economic downturn?
Asgharian, Hossein
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001780708
Saved in:
6
An evaluation of alternative models for predicting stock volatility : evidence from a small stock market
Frennberg, Per
;
Hansson, Björn A.
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 117-134
Persistent link: https://www.econbiz.de/10001508147
Saved in:
7
Some distributional properties of monthly stock returns in Sweden 1919 - 1990
Frennberg, Per
;
Hansson, Björn A.
-
1992
Persistent link: https://www.econbiz.de/10000834804
Saved in:
8
An evaluation of alternative models for predicting stock volatility : evidence from a small stock market
Frennberg, Per
;
Hansson, Björn A.
-
1992
Persistent link: https://www.econbiz.de/10000840722
Saved in:
9
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.
;
Hördahl, Peter
;
Nordén, Lars
-
1995
Persistent link: https://www.econbiz.de/10000921597
Saved in:
10
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
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