Staff Jan Antell

Jan Antell

Titel

Universitetslektor

Department

Языки

Senaste publikationer
Controlling Owners and Corporate Cash Holdings in the Nordic Countries
2023,
Countercyclical and time-varying reward to risk and the equity premium
2023,Research in International Business and Finance,vol. 66,
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.
Tests for Abnormal Returns in the Presence of an Event-Induced Increase in the Cross Sectional Correlation
2014,