Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Jörgen Hellström"'
Publikováno v:
SSRN Electronic Journal.
We empirically examine whether and how firm disclosures are related to the stock portfolio allocation and performance of individual and institutional investors. Our results indicate that, when the disclosure of a certain firm is greater, (1) the cont
Publikováno v:
Review of Behavioral Finance. 9:206-226
Purpose The purpose of this paper is to measure individual investors’ expectations of risk and return and to evaluate different expectation measures. Design/methodology/approach The authors measure individual investors’ expectations of risk and r
Publikováno v:
European Economic Review. 121:103328
Novel evidence is provided of a positive correlation between parents' and their children's socially responsible mutual fund investment behavior. Although captured parent-child correlations reflect ...
Publikováno v:
Journal of Institutional Economics. 12:395-415
Many countries have undertaken central-bank independence reforms, but the years of implementation differ. What explains such differences in timing? This is of interest more broadly, as it sheds light on factors that matter for the speed at which econ
Publikováno v:
Economics Letters. 121:511-515
The creation of a common cross-border stock trading platform is found, by use of a Flexible Dynamic Component Correlations (FDCC) model, to have increased long-run trends in conditional correlations between foreign and domestic stock market returns.
Publikováno v:
Energy Economics. 34:1774-1781
The paper empirically explores the possible causes behind electricity price jumps in the Nordic electricity market, Nord Pool. A time-series model (a mixed GARCH–EARJI jump model) capturing the com ...
Autor:
Jonas Nordström, Jörgen Hellström
Publikováno v:
Transportation Research Part A: Policy and Practice. 46:446-456
In this paper we present a non-linear demand system for households’ joint choice of number of trips and days to spend at a destination. The approach, which facilitates welfare analysis of exogenous policy and price changes, is used empirically to s
Publikováno v:
Journal of Accounting and Economics. 48:37-53
In this paper, we examine if corporate insiders have other motives for trading besides exploitation of private information. Our results show that insiders’ portfolio re- balancing objectives, tax c ...
Autor:
Jörgen Hellström, Jonas Nordström
Publikováno v:
Empirical Economics. 35:179-192
In this paper a count data regression model accounting for endogenous censoring with household specific censoring thresholds is presented. The presented modelling approach is utilized in an analysis of household choice of total number of nights to sp
Autor:
Sven-Olov Daunfeldt, Jörgen Hellström
Publikováno v:
Labour. 21:189-207
Intra-household Allocation of Time to Household Production Activities: Evidence from Swedish Household Data