Access Statistics for Erik Hjalmarsson

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	241	1	4	10	638
Characteristic-based mean-variance portfolio choice	0	0	4	61	1	9	25	244
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	0	0	2	61	0	0	3	331
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	0	0	1	81	1	2	4	302
Estimation of average local-to-unity roots in heterogenous panels	0	0	0	27	1	2	6	178
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	54	1	5	9	278
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	1	22	3	4	7	154
Fully modified estimation with nearly integrated regressors	1	1	1	36	1	2	3	124
Inference in Long-Horizon Regressions	0	0	0	104	0	2	7	319
Interpreting long-horizon estimates in predictive regressions	0	0	0	34	0	1	2	93
Jackknifing stock return predictions	1	2	2	104	2	3	4	288
Nord Pool: A Power Market Without Market Power	1	2	6	1,122	5	11	33	3,337
On the Predictability of Global Stock Returns	0	0	2	368	1	1	6	802
Predicting global stock returns	0	2	5	273	2	5	18	566
Predictive regressions with panel data	0	0	0	186	2	5	5	499
Predictive regressions with panel data	0	0	0	114	1	5	7	281
Rise of the machines: algorithmic trading in the foreign exchange market	0	2	9	190	1	3	19	694
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	0	0	1	299
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	0	1	188	1	7	12	408
Testing for cointegration using the Johansen methodology when variables are near-integrated	2	7	12	671	8	22	56	2,455
Testing the expectations hypothesis when interest rates are near integrated	0	0	1	97	1	5	9	266
The Stambaugh bias in panel predictive regressions	0	0	1	165	0	4	8	602
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	1	2	4	159	2	4	19	555
What drives volatility persistence in the foreign exchange market?	0	0	0	335	1	4	7	1,221
Total Working Papers	6	18	54	4,773	36	110	280	14,934

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Characteristic-based mean-variance portfolio choice	0	0	1	19	1	2	6	85
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	16	2	2	5	93
Fully modified estimation with nearly integrated regressors	0	0	1	7	2	2	4	36
Interpreting long-horizon estimates in predictive regressions	0	0	1	3	0	0	3	45
Jackknifing stock return predictions	0	0	2	31	1	1	5	107
New Methods for Inference in Long-Horizon Regressions	0	1	3	22	2	4	9	73
Predicting Global Stock Returns	0	0	2	50	1	1	8	148
Some curious power properties of long-horizon tests	0	0	2	5	0	1	4	34
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	0	1	2	56	1	5	17	168
Testing the expectations hypothesis when interest rates are near integrated	0	1	8	42	1	3	14	186
The Stambaugh bias in panel predictive regressions	0	0	1	10	1	1	3	69
What drives volatility persistence in the foreign exchange market?	0	0	2	70	0	1	5	224
Total Journal Articles	0	3	25	331	12	23	83	1,268

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Statistics updated 2019-10-05