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 0 246 0 0 1 673
Characteristic-based mean-variance portfolio choice 0 0 5 70 0 1 11 284
Compound Returns 0 1 7 26 0 1 12 72
Diversification across characteristics 0 0 0 10 0 1 5 71
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 0 1 6 914 1 5 14 2,832
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 4 5 5 347
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 1 1 82 1 3 4 315
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 0 0 2 186
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 1 23 0 1 2 167
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 0 2 304
Fully modified estimation with nearly integrated regressors 0 0 1 38 0 0 1 136
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 0 2 74
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 26 0 0 1 42
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 2 47 0 0 2 95
Inference in Long-Horizon Regressions 0 0 0 108 0 0 0 345
Interactions among High-Frequency Traders 0 0 0 24 0 1 4 52
Interactions among high-frequency traders 0 0 0 49 0 0 0 182
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 0 0 1 118
Jackknifing stock return predictions 0 0 0 106 0 0 0 313
Nord Pool: A Power Market Without Market Power 2 4 18 1,158 12 27 69 3,480
On the Predictability of Global Stock Returns 0 1 3 372 1 2 5 821
Predicting global stock returns 0 0 0 274 1 1 4 587
Predictive regressions with panel data 0 0 0 186 0 0 2 517
Predictive regressions with panel data 0 0 0 120 0 0 2 310
Rise of the machines: algorithmic trading in the foreign exchange market 0 1 2 203 0 1 10 775
Should we expect significant out-of-sample results when predicting stock returns? 0 0 0 80 0 0 1 309
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog 0 0 0 12 0 0 1 25
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 1 1 3 435
Testing for cointegration using the Johansen methodology when variables are near-integrated 1 3 11 710 5 15 59 2,717
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 1 1 284
The Evolution of Price Discovery in an Electronic Market 0 0 1 8 0 0 3 35
The Stambaugh bias in panel predictive regressions 0 0 0 165 0 0 6 635
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures 1 3 6 180 1 4 16 624
What drives volatility persistence in the foreign exchange market? 0 0 1 339 0 1 6 1,252
Total Working Papers 4 15 66 6,081 27 71 257 19,414

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 5 15 2 2 7 54
Anchoring in surveys of household expectations 0 1 2 9 0 3 7 33
Characteristic-based mean-variance portfolio choice 0 0 2 26 0 1 7 116
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 0 3 7 0 1 4 18
Efficiency in housing markets: Which home buyers know how to discount? 0 0 1 39 0 1 6 121
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 0 0 111
Fully modified estimation with nearly integrated regressors 0 0 0 8 0 0 0 40
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 3 12 0 1 9 39
Interactions among High-Frequency Traders 0 0 0 6 0 1 2 23
Interpreting long-horizon estimates in predictive regressions 0 0 0 3 0 1 2 49
Jackknifing stock return predictions 0 0 0 31 0 2 4 117
Maximal predictability under long-term mean reversion 0 0 0 5 0 0 1 42
New Methods for Inference in Long-Horizon Regressions 0 1 1 27 0 2 2 93
Predicting Global Stock Returns 0 0 0 53 0 1 3 178
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 0 0 3 84 0 4 12 270
Some curious power properties of long-horizon tests 0 0 0 6 1 1 2 43
Stock Price Co-Movement and the Foundations of Pairs Trading 0 0 1 12 1 2 4 48
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 0 62 1 1 6 203
Testing the expectations hypothesis when interest rates are near integrated 1 1 1 45 1 1 3 202
The Stambaugh bias in panel predictive regressions 0 0 1 11 2 4 6 87
The evolution of price discovery in an electronic market 0 0 1 2 0 1 5 14
What drives volatility persistence in the foreign exchange market? 0 0 1 78 0 0 4 254
Total Journal Articles 1 3 25 559 8 30 96 2,155

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Statistics updated 2023-01-04