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Search: person:"hansson, Björn A."
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Arbeitspapier
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Hansson, Björn A.
11
Frennberg, Per
4
Hördahl, Peter
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Nilsson, Birger
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Asgharian, Hossein
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Hagströmer, Björn
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Nationalekonomiska Institutionen <Lund>
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Working paper series / Department of Economics, School of Economics and Management, University of Lund
8
Working paper / Department of Economics, Lund University
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ECONIS (ZBW)
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1
The components of the illiquidity premium : an empirical analysis of U.S. stocks 1927-2010
Hagströmer, Björn
;
Hansson, Björn A.
;
Nilsson, Birger
-
2011
Persistent link: https://www.econbiz.de/10009273444
Saved in:
2
A two-state capital asset pricing model with unobservable states
Nilsson, Birger
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002450052
Saved in:
3
Cross sectional analysis of the Swedish stock market
Asgharian, Hossein
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704670
Saved in:
4
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
5
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:
6
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.
;
Hördahl, Peter
-
1994
-
Preliminary version
Persistent link: https://www.econbiz.de/10000889012
Saved in:
7
Mispricing of initial public offerings : evidence from Germany
Hansson, Björn A.
;
Ljungqvist, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000851712
Saved in:
8
Stock returns and inflation in Sweden : do stocks hedge against inflation?
Frennberg, Per
;
Hansson, Björn A.
-
1993
Persistent link: https://www.econbiz.de/10000866791
Saved in:
9
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:
10
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:
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