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	2	249	0	0	15	695
Characteristic-based mean-variance portfolio choice	0	0	0	72	0	0	13	311
Compound Returns	0	0	1	30	1	2	13	95
Diversification across characteristics	0	0	0	11	2	2	14	88
Does the Black-Scholes formula work for electricity markets? A nonparametric approach	1	1	1	939	2	2	28	2,956
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	0	0	1	63	0	1	16	369
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	1	1	1	83	1	3	11	331
Estimation of average local-to-unity roots in heterogenous panels	0	0	0	27	0	1	5	194
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	24	0	4	30	201
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	54	0	1	8	313
Fully modified estimation with nearly integrated regressors	0	0	0	38	0	0	7	145
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	40	0	4	21	101
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	28	1	1	8	58
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?	0	0	0	47	0	0	5	100
Inference in Long-Horizon Regressions	0	0	0	109	0	1	15	362
Inflation Illiteracy – A Micro-Data Analysis	0	1	1	25	0	1	12	57
Interactions among High-Frequency Traders	0	0	0	26	0	0	10	79
Interactions among high-frequency traders	0	0	0	50	0	1	16	208
Interpreting long-horizon estimates in predictive regressions	0	0	0	36	0	2	13	132
Jackknifing stock return predictions	0	0	1	108	0	3	18	336
Non-Standard Errors	0	1	1	45	0	2	39	485
Nord Pool: A Power Market Without Market Power	0	0	0	1,163	0	2	33	3,552
On the Predictability of Global Stock Returns	0	0	0	374	0	0	11	840
Predicting global stock returns	0	0	0	276	0	1	8	601
Predictive regressions with panel data	0	0	1	191	0	0	25	550
Predictive regressions with panel data	0	0	1	121	1	1	10	327
Rise of the machines: algorithmic trading in the foreign exchange market	1	1	3	217	14	22	77	911
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	0	0	10	320
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog	0	0	0	12	0	0	10	36
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	0	1	189	0	0	22	462
Testing for cointegration using the Johansen methodology when variables are near-integrated	0	0	0	717	5	6	39	2,799
Testing the expectations hypothesis when interest rates are near integrated	0	0	0	98	0	1	21	314
The Evolution of Price Discovery in an Electronic Market	0	0	0	11	0	1	19	59
The Stambaugh bias in panel predictive regressions	0	0	0	166	1	1	23	667
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	0	0	0	184	1	1	17	667
What drives volatility persistence in the foreign exchange market?	0	0	0	339	2	3	15	1,274
Total Working Papers	3	5	15	6,242	31	70	657	20,995

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A micro-data analysis of households’ expectations of mortgage rates	0	0	0	22	1	1	14	80
Anchoring in surveys of household expectations	0	0	1	14	0	0	5	54
Characteristic-based mean-variance portfolio choice	0	0	0	32	1	1	10	146
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog	0	0	1	17	0	3	8	42
Efficiency in housing markets: Which home buyers know how to discount?	0	0	1	43	1	4	15	144
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	18	0	0	11	124
Fully modified estimation with nearly integrated regressors	0	0	0	8	1	2	15	58
Heterogeneity in households’ expectations of housing prices – evidence from micro data	0	0	0	17	0	3	13	62
Interactions among High-Frequency Traders	0	0	0	10	0	1	13	46
Interpreting long-horizon estimates in predictive regressions	0	0	0	3	2	2	11	62
Jackknifing stock return predictions	0	0	2	34	1	1	18	138
Long‐run predictability tests are even worse than you thought	0	0	0	4	0	3	17	34
Maximal predictability under long-term mean reversion	0	0	0	6	1	1	8	53
New Methods for Inference in Long-Horizon Regressions	1	1	2	35	2	3	8	111
Predicting Global Stock Returns	0	1	4	60	2	4	23	222
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market	0	1	14	127	13	18	70	448
Some curious power properties of long-horizon tests	0	0	1	7	0	1	10	54
Stock Price Co-Movement and the Foundations of Pairs Trading	0	0	4	19	0	2	16	70
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	0	0	2	70	1	2	27	264
Testing the expectations hypothesis when interest rates are near integrated	0	0	1	51	0	1	10	222
The Stambaugh bias in panel predictive regressions	0	0	1	12	0	1	16	105
The evolution of price discovery in an electronic market	0	0	2	7	0	1	18	45
What drives volatility persistence in the foreign exchange market?	0	0	0	79	0	2	14	280
Total Journal Articles	1	3	36	695	26	57	370	2,864

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Statistics updated 2026-10-11