5
H index
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i10 index
106
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758. Full description at Econpapers || Download paper |
| 2025 | Cointegration-based pairs trading: identifying and exploiting similar exchange-traded funds. (2025). Alexiou, Constantinos ; Chen, Kezhong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:5:d:10.1057_s41260-025-00416-0. 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 | 12 |
| 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: 12 | 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 | 39 |
| 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 | 23 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team