Access Statistics for Erik Hjalmarsson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 248 1 3 10 687
Characteristic-based mean-variance portfolio choice 0 0 0 72 3 7 9 305
Compound Returns 0 1 1 30 6 8 10 90
Diversification across characteristics 0 0 0 11 5 5 7 81
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 0 0 5 938 4 9 20 2,939
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 5 10 14 364
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 0 0 82 2 3 4 323
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 2 3 7 193
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 6 12 15 185
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 1 2 5 310
Fully modified estimation with nearly integrated regressors 0 0 0 38 3 5 6 144
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 5 9 12 89
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 2 3 7 53
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 3 4 4 99
Inference in Long-Horizon Regressions 0 0 0 109 4 7 10 357
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 1 4 5 49
Interactions among High-Frequency Traders 0 0 0 26 4 6 8 75
Interactions among high-frequency traders 0 0 0 50 6 9 12 202
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 5 5 9 127
Jackknifing stock return predictions 1 1 1 108 9 12 16 331
Non-Standard Errors 0 0 2 44 8 20 40 466
Nord Pool: A Power Market Without Market Power 0 0 0 1,163 4 9 14 3,528
On the Predictability of Global Stock Returns 0 0 0 374 1 2 6 834
Predicting global stock returns 0 0 1 276 1 2 3 595
Predictive regressions with panel data 0 1 1 191 6 14 15 540
Predictive regressions with panel data 0 1 1 121 2 6 10 324
Rise of the machines: algorithmic trading in the foreign exchange market 0 1 4 215 7 20 39 857
Should we expect significant out-of-sample results when predicting stock returns? 0 0 0 80 3 4 5 314
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog 0 0 0 12 4 8 9 34
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 1 1 189 6 12 15 452
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 9 17 24 2,779
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 7 10 11 303
The Evolution of Price Discovery in an Electronic Market 0 0 1 11 4 6 11 48
The Stambaugh bias in panel predictive regressions 0 0 0 166 4 12 15 657
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures 0 0 2 184 2 7 21 663
What drives volatility persistence in the foreign exchange market? 0 0 0 339 3 7 11 1,268
Total Working Papers 1 6 22 6,234 148 282 439 20,665
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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 6 6 8 73
Anchoring in surveys of household expectations 1 1 1 14 2 4 8 53
Characteristic-based mean-variance portfolio choice 0 0 0 32 4 4 7 140
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 0 0 16 3 4 6 38
Efficiency in housing markets: Which home buyers know how to discount? 1 1 1 43 5 5 7 134
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 4 7 9 120
Fully modified estimation with nearly integrated regressors 0 0 0 8 4 5 6 48
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 1 17 1 3 6 53
Interactions among High-Frequency Traders 0 0 0 10 6 7 7 40
Interpreting long-horizon estimates in predictive regressions 0 0 0 3 4 5 7 57
Jackknifing stock return predictions 1 1 2 34 9 12 16 135
Long‐run predictability tests are even worse than you thought 0 0 1 4 4 8 12 25
Maximal predictability under long-term mean reversion 0 0 0 6 2 4 4 49
New Methods for Inference in Long-Horizon Regressions 0 0 2 33 3 3 8 107
Predicting Global Stock Returns 0 1 4 57 5 10 23 211
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 1 5 10 119 6 18 47 399
Some curious power properties of long-horizon tests 0 1 1 7 2 4 5 48
Stock Price Co-Movement and the Foundations of Pairs Trading 0 2 3 17 0 4 8 60
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 3 70 8 12 24 255
Testing the expectations hypothesis when interest rates are near integrated 0 1 2 51 3 5 8 217
The Stambaugh bias in panel predictive regressions 0 0 0 11 3 5 6 94
The evolution of price discovery in an electronic market 0 1 2 6 1 5 13 33
What drives volatility persistence in the foreign exchange market? 0 0 0 79 5 7 11 274
Total Journal Articles 4 14 33 677 90 147 256 2,663

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Statistics updated 2026-02-12