Anton Hasselgren

Jönköping International Business School - Jönköping University

Jönköping, 55111

Sweden

SCHOLARLY PAPERS

4

DOWNLOADS

483

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Hedge Fund Herding in Currency Futures

Number of pages: 61 Posted: 20 Mar 2020 Last Revised: 12 Nov 2020
Anton Hasselgren
Jönköping International Business School - Jönköping University
Downloads 179 (312,840)

Abstract:

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Herding, Hedge Funds, Carry Trade, Futures, Information

2.

Speculator Activity and Cross-Asset Predictability of FX Returns

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 30 Jul 2018 Last Revised: 12 Jul 2019
Anton Hasselgren, Jarkko Peltomäki and Michael Graham
Jönköping International Business School - Jönköping University, Stockholm University - Stockholm Business School and Stockholm University - School of Business
Downloads 171 (325,567)

Abstract:

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Stay-at-Home Mobility Shocks and Stock Market Outcomes during the COVID-19 Pandemic

Number of pages: 11 Posted: 02 Dec 2021
Jarkko Peltomäki, Michael Graham and Anton Hasselgren
Stockholm University - Stockholm Business School, Stockholm University - School of Business and Jönköping International Business School - Jönköping University
Downloads 68 (630,877)

Abstract:

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Stay-at-home; attention; mobility; anomaly; COVID-19; stocks

Stay-at-Home Mobility Shocks and Momentum in Stock Returns during the COVID-19 Pandemic

Number of pages: 11 Posted: 07 Dec 2021 Last Revised: 21 Mar 2023
Michael Graham, Anton Hasselgren and Jarkko Peltomäki
UNIVERSITY OF STELLENBOSCH, Jönköping International Business School - Jönköping University and Stockholm University - Stockholm Business School
Downloads 31 (884,518)

Abstract:

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Stay-at-home, attention, mobility, anomaly, COVID-19, stocks

4.

Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility?

Number of pages: 32 Posted: 17 Jan 2024
Anton Hasselgren, Ai Jun Hou, Sandy Suardi, Caihong Xu and Xiaoxia Ye
Jönköping International Business School - Jönköping University, Stockholm University, University of Wollongong, Stockholm University - Stockholm Business School and University of Exeter Business School - Department of Finance
Downloads 34 (842,805)

Abstract:

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Crude oil market, GARCH-MIDAS, Professional forecasters, Disagreement