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 1 247 1 2 5 680
Characteristic-based mean-variance portfolio choice 0 0 0 72 0 2 2 298
Compound Returns 0 0 0 29 0 1 2 82
Diversification across characteristics 0 0 0 11 0 0 1 74
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 1 2 10 937 1 3 33 2,927
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 0 0 1 351
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 0 0 82 0 1 1 320
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 0 1 3 189
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 0 1 2 171
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 0 0 305
Fully modified estimation with nearly integrated regressors 0 0 0 38 0 0 0 138
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 1 1 5 50
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 1 1 3 79
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 0 109 0 0 1 347
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 1 2 45
Interactions among High-Frequency Traders 0 0 0 26 0 1 2 68
Interactions among high-frequency traders 0 0 0 50 0 1 2 192
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 0 1 1 119
Jackknifing stock return predictions 0 0 0 107 1 2 4 318
Non-Standard Errors 0 0 3 44 4 6 36 444
Nord Pool: A Power Market Without Market Power 0 0 0 1,163 0 1 7 3,519
On the Predictability of Global Stock Returns 0 0 1 374 0 0 1 828
Predicting global stock returns 0 0 2 276 0 0 3 593
Predictive regressions with panel data 0 0 0 120 0 2 6 317
Predictive regressions with panel data 0 0 1 190 0 0 3 525
Rise of the machines: algorithmic trading in the foreign exchange market 0 0 5 214 0 4 19 832
Should we expect significant out-of-sample results when predicting stock returns? 0 0 0 80 0 1 1 310
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog 0 0 0 12 0 0 1 26
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 0 0 0 188 2 3 3 440
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 0 2 7 2,759
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 0 0 4 293
The Evolution of Price Discovery in an Electronic Market 0 0 1 11 0 0 2 39
The Stambaugh bias in panel predictive regressions 0 0 1 166 2 2 4 644
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures 1 1 2 184 5 5 7 649
What drives volatility persistence in the foreign exchange market? 0 0 0 339 0 2 3 1,259
Total Working Papers 2 3 28 6,226 18 47 177 20,325
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 0 1 1 66
Anchoring in surveys of household expectations 0 0 0 13 1 1 3 48
Characteristic-based mean-variance portfolio choice 0 0 1 32 0 0 8 136
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 0 1 16 0 0 4 34
Efficiency in housing markets: Which home buyers know how to discount? 0 0 0 42 0 0 1 128
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 2 2 113
Fully modified estimation with nearly integrated regressors 0 0 0 8 0 1 3 43
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 2 17 1 1 4 49
Interactions among High-Frequency Traders 0 0 0 10 0 0 1 33
Interpreting long-horizon estimates in predictive regressions 0 0 0 3 0 0 2 51
Jackknifing stock return predictions 0 0 0 32 0 1 1 120
Long‐run predictability tests are even worse than you thought 0 0 3 4 0 0 7 16
Maximal predictability under long-term mean reversion 0 0 0 6 0 0 1 45
New Methods for Inference in Long-Horizon Regressions 0 0 5 33 0 0 7 102
Predicting Global Stock Returns 0 0 3 56 2 4 12 199
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 0 1 13 113 2 11 59 374
Some curious power properties of long-horizon tests 0 0 0 6 0 1 1 44
Stock Price Co-Movement and the Foundations of Pairs Trading 0 0 2 15 0 0 2 53
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 1 68 0 1 10 237
Testing the expectations hypothesis when interest rates are near integrated 1 1 2 50 1 2 5 212
The Stambaugh bias in panel predictive regressions 0 0 0 11 0 0 1 89
The evolution of price discovery in an electronic market 0 0 2 5 0 2 8 25
What drives volatility persistence in the foreign exchange market? 0 0 0 79 1 2 4 266
Total Journal Articles 1 2 35 659 8 30 147 2,483

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Statistics updated 2025-09-05