Anders Ekholm

Personal Details

First Name:	Anders
Middle Name:	G
Last Name:	Ekholm
Suffix:
RePEc Short-ID:	pek11

Affiliation

Hanken Svenska Handelshögskolan

Helsinki, Finland
http://www.hanken.fi/
RePEc:edi:shhhhfi (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Ekholm, Anders & von Nandelstadh, Alexander, 2004. "Do Analysts Leak Information to Preferred Customers?," Working Papers 505, Hanken School of Economics.

   Cited by:

   1. Andreev, Andriy & Sjöholm, Hans-Kristian, 2006. "Projections of Pension Fund Solvency under Alternative Accounting Regimes," Working Papers 517, Hanken School of Economics.
   2. Kulp-Tåg, Sofie, 2007. "An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns," Working Papers 525, Hanken School of Economics.
   3. Forsman, Maria & Solitander, Nikodemus, 2004. "The Context and Diffusion of Knowledge in the Finnish Jewellery Industry - The role of The House of Fabergé," Working Papers 506, Hanken School of Economics.
   4. Ekholm, Bo-Göran & Wallin, Jan, 2004. "Strategic Priorities, Company Performance and Attitudes Towards Management Accounting Techniques: an Empirical Study," Working Papers 507, Hanken School of Economics.
   5. Ekholm, Bo-Göran & Wallin, Jan, 2006. "Flexible Budgeting under Uncertainty: A Real Options Perspective," Working Papers 520, Hanken School of Economics.

Articles

1. Anders Ekholm & Daniel Pasternack, 2005. "The negative news threshold—An explanation for negative skewness in stock returns," The European Journal of Finance, Taylor & Francis Journals, vol. 11(6), pages 511-529.

   Cited by:

   1. Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2008. "Beyond Sharpe ratio: Optimal asset allocation using different performance ratios," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2057-2063, October.
   2. Koutmos, Dimitrios & Song, Wei, 2014. "Speculative dynamics and price behavior in the Shanghai Stock Exchange," Research in International Business and Finance, Elsevier, vol. 31(C), pages 74-86.

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