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 0 0 3 678
Characteristic-based mean-variance portfolio choice 0 0 0 72 0 0 0 296
Compound Returns 0 0 0 29 0 1 1 81
Diversification across characteristics 0 0 0 11 0 0 1 74
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 0 2 11 935 2 4 47 2,924
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 0 1 1 351
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 0 0 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 0 1 170
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 1 1 28 0 3 4 49
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 1 2 78
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 0 2 347
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 0 0 2 44
Interactions among High-Frequency Traders 0 0 0 26 0 0 2 67
Interactions among high-frequency traders 0 0 0 50 0 0 1 191
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 0 0 0 118
Jackknifing stock return predictions 0 0 0 107 0 0 2 316
Non-Standard Errors 0 2 3 44 0 6 46 438
Nord Pool: A Power Market Without Market Power 0 0 0 1,163 1 3 6 3,518
On the Predictability of Global Stock Returns 0 0 1 374 0 0 2 828
Predicting global stock returns 0 1 2 276 0 1 4 593
Predictive regressions with panel data 0 0 0 120 1 1 4 315
Predictive regressions with panel data 0 0 1 190 0 0 4 525
Rise of the machines: algorithmic trading in the foreign exchange market 0 2 5 214 1 8 17 828
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 0 0 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 1 717 1 2 7 2,757
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 2 11 0 0 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 0 0 1 183 0 0 6 644
What drives volatility persistence in the foreign exchange market? 0 0 0 339 0 0 1 1,257
Total Working Papers 0 8 31 6,223 6 31 180 20,278
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 1 22 0 0 1 65
Anchoring in surveys of household expectations 0 0 2 13 2 2 5 47
Characteristic-based mean-variance portfolio choice 0 0 1 32 1 3 9 136
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 0 6 16 1 2 11 34
Efficiency in housing markets: Which home buyers know how to discount? 0 0 0 42 0 1 1 128
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 2 42
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 1 2 17 0 1 3 48
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 0 0 119
Long‐run predictability tests are even worse than you thought 1 1 4 4 1 2 8 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 1 6 33 0 1 8 102
Predicting Global Stock Returns 1 3 3 56 3 6 11 195
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 0 3 13 112 1 9 50 363
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 2 15 0 1 2 53
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 1 68 2 3 11 236
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 0 1 3 210
The Stambaugh bias in panel predictive regressions 0 0 0 11 0 1 1 89
The evolution of price discovery in an electronic market 0 1 2 5 0 3 6 23
What drives volatility persistence in the foreign exchange market? 0 0 0 79 0 1 2 264
Total Journal Articles 2 11 44 657 11 37 138 2,453

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06