Research output per year
Research output per year
- 18 results
Search results
-
2018
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, R., Larsson, K., Lunina, V. & Nilsson, B., 2018, In: Journal of Banking and Finance. 95, p. 231-243Research output: Contribution to journal › Article › peer-review
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2017
Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
Ding, M., Nilsson, B. & Suardi, S., 2017 Feb 1, In: Financial Review. 52, 1, p. 101-144 44 p.Research output: Contribution to journal › Article › peer-review
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2016
Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, R., Larsson, K., Lunina, V. & Nilsson, B., 2016, 51 p. (Working Paper ; no. 2016:2).Research output: Working paper/Preprint › Working paper
File17 Downloads (Pure) -
2015
Liquidity: Systematic Liquidity, Commonality, and High-Frequency Trading
Anderson, R. G., Binner, J. M., Hagströmer, B. & Nilsson, B., 2015 Feb 4, Handbook of High Frequency Trading. Gregoriou, G. N. (ed.). 1 ed. Amsterdam: Elsevier, p. 197-214 18 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
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2013
The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
Hagstromer, B., Hansson, B. & Nilsson, B., 2013, In: Journal of Banking & Finance. 37, 11, p. 4476-4487Research output: Contribution to journal › Article › peer-review
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2012
New York mark-ups on petroleum products
Wlazlowski, S., Nilsson, B., Binner, J., Giulietti, M. & Joseph, N., 2012, In: Manchester School. 80, 2, p. 145-171Research output: Contribution to journal › Article › peer-review
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2010
Inflation Forecasting, Relative Price Variability and Skewness
Binner, J. M., Elger, T., Jones, B. & Nilsson, B., 2010, In: Applied Economics Letters. 17, p. 593-596Research output: Contribution to journal › Article
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New York mark-ups on petroleum products
Wlaslowski, S., Nilsson, B., Binner, J. M., Guiletti, M. & Joseph, N., 2010, (Accepted/In press) Department of Economics, Lund University, (The Manchester School).Research output: Working paper/Preprint › Working paper
File148 Downloads (Pure) -
2008
Mean-variance versus full-scale optimization: Broad evidence for the UK
Hagstroemer, B., Anderson, R. G., Binner, J. M., Elger, T. & Nilsson, B., 2008, In: Manchester School. 76, s1, p. 134-156Research output: Contribution to journal › Article › peer-review
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Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK
Nilsson, B., 2008, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; no. 1).Research output: Working paper/Preprint › Working paper
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2006
Forecasting With Monetary Aggregates: Recent Evidence for the United States
Elger, T., Jones, B. & Nilsson, B., 2006, In: Journal of Economics and Business. 58, p. 428-446Research output: Contribution to journal › Article › peer-review
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Predictable non-linearities in U.S. inflation
Binner, J. M., Elger, T., Nilsson, B. & Tepper, J., 2006, In: Economics Letters. 93, 3, p. 323-328Research output: Contribution to journal › Article › peer-review
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2004
Tools for non-linear time series forecasting in economics - An empirical comparison of regime switching vector autoregressive models and recurrent neural networks
Binner, J., Elger, T., Nilsson, B. & Tepper, J., 2004, In: Advances in Econometrics. 19, p. 71-91Research output: Contribution to journal › Article › peer-review
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2003
Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
Graflund, A. & Nilsson, B., 2003, In: European Financial Management. 9, 2, p. 179-200Research output: Contribution to journal › Article › peer-review
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2002
Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
Graflund, A. & Nilsson, B., 2002, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 8).Research output: Working paper/Preprint › Working paper
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Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
Nilsson, B., 2002, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 4).Research output: Working paper/Preprint › Working paper
File67 Downloads (Pure) -
International Asset Pricing, Diversification and Links between National Stock Markets
Nilsson, B., 2002, Department of Economics, Lund University. 140 p.Research output: Thesis › Doctoral Thesis (compilation)
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International Asset Pricing and the Benefits from World Market Diversification
Nilsson, B., 2002, Department of Economics, Lund University, (Working Papers, Department of Economics. Lund University; no. 1).Research output: Working paper/Preprint › Working paper
File72 Downloads (Pure)