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 1 1 247 1 2 3 678
Characteristic-based mean-variance portfolio choice 0 0 0 72 0 0 1 296
Compound Returns 0 0 0 29 0 0 0 80
Diversification across characteristics 0 0 0 11 0 1 1 74
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 0 0 9 933 1 3 55 2,920
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 0 0 0 350
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 0 0 82 0 0 1 319
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 2 2 2 188
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 0 0 305
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 0 1 1 170
Fully modified estimation with nearly integrated regressors 0 0 0 38 0 0 1 138
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 0 1 77
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 27 0 0 2 46
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 0 0 0 95
Inference in Long-Horizon Regressions 0 0 1 109 0 1 2 347
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 1 4 44
Interactions among High-Frequency Traders 0 0 0 26 0 0 3 67
Interactions among high-frequency traders 0 0 0 50 1 1 2 191
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 0 0 0 118
Jackknifing stock return predictions 0 0 0 107 1 2 2 316
Non-Standard Errors 0 0 1 42 6 12 56 432
Nord Pool: A Power Market Without Market Power 0 0 0 1,163 1 2 3 3,515
On the Predictability of Global Stock Returns 0 1 1 374 0 1 4 828
Predicting global stock returns 0 0 1 275 0 1 3 592
Predictive regressions with panel data 0 1 2 190 0 2 5 525
Predictive regressions with panel data 0 0 0 120 0 0 3 314
Rise of the machines: algorithmic trading in the foreign exchange market 1 2 3 212 2 4 17 820
Should we expect significant out-of-sample results when predicting stock returns? 0 0 0 80 0 0 0 309
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog 0 0 0 12 1 1 1 26
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 0 0 0 437
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 2 717 0 1 7 2,755
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 1 2 6 293
The Evolution of Price Discovery in an Electronic Market 1 1 2 11 2 2 3 39
The Stambaugh bias in panel predictive regressions 0 0 1 166 0 0 3 642
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures 1 1 1 183 2 2 6 644
What drives volatility persistence in the foreign exchange market? 0 0 0 339 0 0 3 1,257
Total Working Papers 3 7 25 6,215 21 44 201 20,247
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 2 22 0 0 2 65
Anchoring in surveys of household expectations 0 0 2 13 0 0 3 45
Characteristic-based mean-variance portfolio choice 0 0 2 32 0 3 10 133
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 1 6 16 0 2 9 32
Efficiency in housing markets: Which home buyers know how to discount? 0 0 0 42 0 0 0 127
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 1 2 42
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 2 16 0 0 4 47
Interactions among High-Frequency Traders 0 0 0 10 0 0 2 33
Interpreting long-horizon estimates in predictive regressions 0 0 0 3 1 2 2 51
Jackknifing stock return predictions 0 0 0 32 0 0 0 119
Long‐run predictability tests are even worse than you thought 0 0 3 3 1 1 6 14
Maximal predictability under long-term mean reversion 0 0 0 6 0 0 1 45
New Methods for Inference in Long-Horizon Regressions 1 1 5 32 2 2 7 101
Predicting Global Stock Returns 0 0 0 53 1 2 6 189
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 0 3 12 109 2 11 48 354
Some curious power properties of long-horizon tests 0 0 0 6 0 0 0 43
Stock Price Co-Movement and the Foundations of Pairs Trading 0 1 1 14 0 1 1 52
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 1 1 3 68 2 5 15 233
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 0 1 2 209
The Stambaugh bias in panel predictive regressions 0 0 0 11 0 0 0 88
The evolution of price discovery in an electronic market 0 1 1 4 0 2 3 20
What drives volatility persistence in the foreign exchange market? 0 0 0 79 0 1 3 263
Total Journal Articles 2 8 40 646 9 34 126 2,416

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Statistics updated 2025-03-03