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H index
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Citations
Jan Wilhelm Antell : Citation Profile
Hanken Svenska Handelshögskolan | RESEARCH PRODUCTION: 9 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). 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:
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Main data
Where Jan Wilhelm Antell has published?
Recent works citing Jan Wilhelm Antell (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473. Full description at Econpapers || Download paper |
| 2023 | How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610. Full description at Econpapers || Download paper |
| 2023 | When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3. Full description at Econpapers || Download paper |
Works by Jan Wilhelm Antell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Bootstrap and fast double bootstrap tests of cointegration rank with financial time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 12 |
| 2006 | Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Expected and realized returns in conditional asset pricing models: A new testing approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Pricing 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] | article | 11 |
| 2011 | Pricing 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 nother version. Agregated cites: 11 | paper | |
| 2007 | International asset pricing models and currency risk: Evidence from Finland 1970-2004 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
| 2010 | Stock market linkages and financial contagion: A cobreaking analysis In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 36 |
| 2023 | Countercyclical and time-varying reward to risk and the equity premium In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Cobreaking of Stock Prices and Contagion In: Working Papers. [Citation analysis] | paper | 0 |
| 2009 | The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2013 | The power of bootstrap tests of cointegration rank In: Computational Statistics. [Full Text][Citation analysis] | article | 1 |
| 2002 | Testing for cointegration between international stock prices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 22 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team