Jan Wilhelm Antell : Citation Profile


Are you Jan Wilhelm Antell?

Hanken Svenska Handelshögskolan

5

H index

4

i10 index

82

Citations

RESEARCH PRODUCTION:

8

Articles

4

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 4
   Journals where Jan Wilhelm Antell has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 7 (7.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan150
   Updated: 2022-01-23    RAS profile: 2019-09-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan Wilhelm Antell.

Is cited by:

Raddant, Matthias (5)

Masih, Abul (5)

Vaihekoski, Mika (4)

Al-Shboul, Mohammad (4)

Catani, Paul (2)

Larkin, Charles (2)

Anwar, Sajid (2)

Trenkler, Carsten (2)

Tabak, Benjamin (2)

Wong, Yuen Meng (2)

Liu, Xiaochun (2)

Cites to:

Harvey, Campbell (11)

Engle, Robert (9)

MacKinnon, James (7)

Kaminsky, Graciela (6)

Bekaert, Geert (6)

Vegh, Carlos (6)

Reinhart, Carmen (6)

Davidson, Russell (6)

Johansen, Soren (5)

Vaihekoski, Mika (5)

Kozicki, Sharon (4)

Main data


Where Jan Wilhelm Antell has published?


Recent works citing Jan Wilhelm Antell (2021 and 2020)


YearTitle of citing document
2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

Full description at Econpapers || Download paper

2021Financial Contagion Patterns in Individual Economic Sectors. The Day-of-the-Week Effect from the Polish, Russian and Romanian Markets. (2021). Ilic, Elena Valentina. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:442-:d:635131.

Full description at Econpapers || Download paper

2020Foreign exchange risk in stock returns. (2020). Rendon, Jairo Andres . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:430-443.

Full description at Econpapers || Download paper

Works by Jan Wilhelm Antell:


YearTitleTypeCited
2008Bootstrap and fast double bootstrap tests of cointegration rank with financial time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article10
2006Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series.(2006) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2019Expected and realized returns in conditional asset pricing models: A new testing approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2012Pricing currency risk in the stock market: Evidence from Finland and Sweden 1970–2009 In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article8
2011Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2007International asset pricing models and currency risk: Evidence from Finland 1970-2004 In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
2010Stock market linkages and financial contagion: A cobreaking analysis In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article28
2008Cobreaking of Stock Prices and Contagion In: Working Papers.
[Citation analysis]
paper0
2009The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2013The power of bootstrap tests of cointegration rank In: Computational Statistics.
[Full Text][Citation analysis]
article1
2002Testing for cointegration between international stock prices In: Applied Financial Economics.
[Full Text][Citation analysis]
article22

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team