Access Statistics for Erik Hjalmarsson

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A residual-based cointegration test for near unit root variables	0	0	3	241	0	1	8	634
Characteristic-based mean-variance portfolio choice	0	0	5	61	4	6	17	235
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	1	1	2	61	1	2	5	331
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	0	1	1	81	0	1	2	300
Estimation of average local-to-unity roots in heterogenous panels	0	0	0	27	0	1	4	176
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	1	22	0	0	4	150
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	54	0	0	5	273
Fully modified estimation with nearly integrated regressors	0	0	0	35	0	0	1	122
Inference in Long-Horizon Regressions	0	0	0	104	0	3	7	317
Interpreting long-horizon estimates in predictive regressions	0	0	0	34	0	1	1	92
Jackknifing stock return predictions	0	0	0	102	0	0	3	285
Nord Pool: A Power Market Without Market Power	1	2	5	1,120	2	6	25	3,326
On the Predictability of Global Stock Returns	0	0	2	368	0	0	5	801
Predicting global stock returns	1	3	3	271	2	4	16	561
Predictive regressions with panel data	0	0	0	186	0	0	1	494
Predictive regressions with panel data	0	0	0	114	0	1	3	276
Rise of the machines: algorithmic trading in the foreign exchange market	0	4	7	188	3	9	18	691
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	0	0	1	299
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	1	1	188	0	3	6	401
Testing for cointegration using the Johansen methodology when variables are near-integrated	1	4	6	664	6	20	48	2,433
Testing the expectations hypothesis when interest rates are near integrated	0	0	1	97	0	1	4	261
The Stambaugh bias in panel predictive regressions	0	0	1	165	1	3	4	598
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	0	0	4	157	1	4	20	551
What drives volatility persistence in the foreign exchange market?	0	0	0	335	0	0	3	1,217
Total Working Papers	4	16	42	4,755	20	66	211	14,824

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Characteristic-based mean-variance portfolio choice	0	1	2	19	0	3	8	83
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	16	0	1	3	91
Fully modified estimation with nearly integrated regressors	0	0	1	7	1	1	2	34
Interpreting long-horizon estimates in predictive regressions	0	0	1	3	0	0	3	45
Jackknifing stock return predictions	0	0	2	31	0	1	5	106
New Methods for Inference in Long-Horizon Regressions	0	1	2	21	0	1	5	69
Predicting Global Stock Returns	0	0	3	50	0	0	9	147
Some curious power properties of long-horizon tests	0	1	2	5	0	1	4	33
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	1	1	1	55	1	5	12	163
Testing the expectations hypothesis when interest rates are near integrated	1	1	7	41	2	3	12	183
The Stambaugh bias in panel predictive regressions	0	0	1	10	0	0	2	68
What drives volatility persistence in the foreign exchange market?	0	0	2	70	0	1	5	223
Total Journal Articles	2	5	24	328	4	17	70	1,245

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Statistics updated 2019-07-03