Haris - Research Portal

Swedish

Jan Antell

Person

  1. 2017
  2. Ahlgren, N & Antell, J 2017, Strong and weak cross-sectional dependence in factor models for returns in event studies. in Programme and Abstracts CFE-CMSTATISTICS 2017: 11th International Conference on Computational and Financial Econometrics (CFE 2017). vol. 11, ECOSTA ECONOMETRICS AND STATISTICS, London, pp. 53-53, 11th International Conference on Computational and Financial Econometrics (CFE), London, United Kingdom, 16.12.2017.
  3. 2015
  4. Antell, J & Vaihekoski, M 2015, Expected Return and Variance: Lambda is Alive, Positive and Significant. in Twenty-Second Annual Conference of the Multinational Finance Society. University of Macedonia, 22nd Annual Conference of the Multinational Finance Society (MFS), Halkidiki, Greece, 28.06.2015.
  5. 2014
  6. Ahlgren, N & Antell, J 2014, Tests for Abnormal Returns in the Presence of an Event-Induced Increase in the Cross Sectional Correlation. in 68th European Meeting of the Econometric Society. EEA-ESEM - European Economic Association & Econometric Society, 68th European Meeting of the Econometric Society (ESEM) , Toulouse, France, 25.08.2014.
  7. Antell, J & Korkeamäki, T 2014, Illustrating the effects of cross-sectional correlation on event study results: The Private Securities Litigation Reform Act of 1995 revisited. in J Knif & B Pape (eds), Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. Acta Wasaensia, vol. 296, Acta Wasaensia. Statistics, vol. 7, University of Vaasa, Vaasa, pp. 89-103.
  8. 2013
  9. Ahlgren, N & Antell, J 2013, 'The Power of Bootstrap Tests of Cointegration Rank' Computational Statistics, vol 28, no. 6, pp. 2719-2748. DOI: 10.1007/s00180-013-0425-6
  10. 2012
  11. Antell, J & Vaihekoski, M 2012, 'Pricing Currency Risk in Two Interlinked Stock Markets' Applied Finance Letters, vol 1, no. 1, pp. 16-21.
  12. Antell, J & Vaihekoski, M 2012, 'Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009' Journal of International Financial Markets, Institutions & Money, vol 22, no. 1, pp. 120-136. DOI: 10.1016/j.intfin.2011.08.002
  13. Ahlgren, N & Antell, J 2012, Tests for Abnormal Returns under Weak Cross Sectional Dependence. Working Papers, no. 561, Hanken School of Economics, Helsinki.
  14. 2011
  15. Antell, J 2011, Pricing Currency Risk in the Stock Market: Evidence from Finland and Sweden 1970-2009. Aboa Centre for Economics Discussion Paper , no. 63, ACE - Aboa Centre for Economics.
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