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	1	1	2	249	2	7	16	694
Characteristic-based mean-variance portfolio choice	0	0	0	72	2	5	15	311
Compound Returns	0	0	1	30	0	2	11	92
Diversification across characteristics	0	0	0	11	1	5	12	86
Does the Black-Scholes formula work for electricity markets? A nonparametric approach	0	0	3	938	1	12	30	2,954
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	0	1	1	63	0	3	17	368
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	0	0	0	82	0	4	9	328
Estimation of average local-to-unity roots in heterogenous panels	0	0	0	27	0	0	5	193
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	54	1	1	7	312
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	24	1	7	27	197
Fully modified estimation with nearly integrated regressors	0	0	0	38	0	1	7	145
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	40	2	6	17	95
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	28	0	4	8	57
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?	0	0	0	47	0	1	5	100
Inference in Long-Horizon Regressions	0	0	0	109	0	4	14	361
Inflation Illiteracy – A Micro-Data Analysis	0	0	0	24	0	4	12	56
Interactions among High-Frequency Traders	0	0	0	26	0	3	12	79
Interactions among high-frequency traders	0	0	0	50	0	2	16	207
Interpreting long-horizon estimates in predictive regressions	0	0	0	36	0	2	11	129
Jackknifing stock return predictions	0	0	1	108	0	2	17	333
Non-Standard Errors	0	0	0	44	5	11	43	481
Nord Pool: A Power Market Without Market Power	0	0	0	1,163	1	17	31	3,549
On the Predictability of Global Stock Returns	0	0	0	374	0	5	12	840
Predicting global stock returns	0	0	0	276	0	4	7	600
Predictive regressions with panel data	0	0	1	121	0	1	10	325
Predictive regressions with panel data	0	0	1	191	3	8	23	548
Rise of the machines: algorithmic trading in the foreign exchange market	0	0	1	215	4	23	55	883
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	0	2	7	316
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog	0	0	0	12	0	1	10	36
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	0	1	189	0	2	25	462
Testing for cointegration using the Johansen methodology when variables are near-integrated	0	0	0	717	4	11	35	2,792
Testing the expectations hypothesis when interest rates are near integrated	0	0	0	98	1	7	19	312
The Evolution of Price Discovery in an Electronic Market	0	0	0	11	2	7	18	57
The Stambaugh bias in panel predictive regressions	0	0	0	166	1	7	22	664
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	0	0	1	184	0	3	22	666
What drives volatility persistence in the foreign exchange market?	0	0	0	339	0	2	14	1,271
Total Working Papers	1	2	13	6,236	31	186	621	20,899

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	4	14	79
Anchoring in surveys of household expectations	0	0	1	14	0	1	7	54
Characteristic-based mean-variance portfolio choice	0	0	0	32	0	3	8	144
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog	0	1	1	17	0	1	5	39
Efficiency in housing markets: Which home buyers know how to discount?	0	0	1	43	2	6	12	140
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	18	0	4	13	124
Fully modified estimation with nearly integrated regressors	0	0	0	8	0	8	14	56
Heterogeneity in households’ expectations of housing prices – evidence from micro data	0	0	0	17	0	3	9	57
Interactions among High-Frequency Traders	0	0	0	10	1	5	12	45
Interpreting long-horizon estimates in predictive regressions	0	0	0	3	0	3	9	60
Jackknifing stock return predictions	0	0	2	34	1	2	18	137
Long‐run predictability tests are even worse than you thought	0	0	0	4	1	5	15	31
Maximal predictability under long-term mean reversion	0	0	0	6	0	2	7	52
New Methods for Inference in Long-Horizon Regressions	1	1	1	34	1	1	6	108
Predicting Global Stock Returns	1	1	2	58	4	5	22	217
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market	1	4	14	126	4	22	64	427
Some curious power properties of long-horizon tests	0	0	1	7	1	4	10	53
Stock Price Co-Movement and the Foundations of Pairs Trading	1	1	3	18	2	7	14	67
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	0	0	2	70	0	5	26	262
Testing the expectations hypothesis when interest rates are near integrated	0	0	2	51	0	4	11	221
The Stambaugh bias in panel predictive regressions	0	0	1	12	0	8	14	103
The evolution of price discovery in an electronic market	1	1	2	7	1	7	21	44
What drives volatility persistence in the foreign exchange market?	0	0	0	79	0	4	14	278
Total Journal Articles	5	9	33	690	19	114	345	2,798

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Statistics updated 2026-06-04