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	1	248	2	5	14	692
Characteristic-based mean-variance portfolio choice	0	0	0	72	3	4	13	309
Compound Returns	0	0	1	30	2	2	11	92
Diversification across characteristics	0	0	0	11	3	4	11	85
Does the Black-Scholes formula work for electricity markets? A nonparametric approach	0	0	3	938	7	14	31	2,953
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	1	1	1	63	3	4	17	368
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	0	0	0	82	4	5	9	328
Estimation of average local-to-unity roots in heterogenous panels	0	0	0	27	0	0	5	193
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	24	2	11	26	196
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	54	0	1	6	311
Fully modified estimation with nearly integrated regressors	0	0	0	38	1	1	7	145
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	40	4	4	15	93
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	28	2	4	8	57
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?	0	0	0	47	1	1	5	100
Inference in Long-Horizon Regressions	0	0	0	109	2	4	14	361
Inflation Illiteracy – A Micro-Data Analysis	0	0	0	24	4	7	12	56
Interactions among High-Frequency Traders	0	0	0	26	2	4	12	79
Interactions among high-frequency traders	0	0	0	50	2	5	16	207
Interpreting long-horizon estimates in predictive regressions	0	0	0	36	1	2	11	129
Jackknifing stock return predictions	0	0	1	108	1	2	17	333
Non-Standard Errors	0	0	0	44	5	10	38	476
Nord Pool: A Power Market Without Market Power	0	0	0	1,163	11	20	31	3,548
On the Predictability of Global Stock Returns	0	0	0	374	2	6	12	840
Predicting global stock returns	0	0	0	276	3	5	7	600
Predictive regressions with panel data	0	0	1	191	4	5	20	545
Predictive regressions with panel data	0	0	1	121	0	1	11	325
Rise of the machines: algorithmic trading in the foreign exchange market	0	0	1	215	12	22	52	879
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	2	2	7	316
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog	0	0	0	12	1	2	10	36
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	0	1	189	2	10	25	462
Testing for cointegration using the Johansen methodology when variables are near-integrated	0	0	0	717	7	9	32	2,788
Testing the expectations hypothesis when interest rates are near integrated	0	0	0	98	5	8	18	311
The Evolution of Price Discovery in an Electronic Market	0	0	0	11	5	7	16	55
The Stambaugh bias in panel predictive regressions	0	0	0	166	3	6	21	663
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	0	0	1	184	3	3	22	666
What drives volatility persistence in the foreign exchange market?	0	0	0	339	1	3	14	1,271
Total Working Papers	1	1	12	6,235	112	203	596	20,868

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	3	5	13	78
Anchoring in surveys of household expectations	0	0	1	14	1	1	9	54
Characteristic-based mean-variance portfolio choice	0	0	0	32	2	4	9	144
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog	0	1	1	17	0	1	6	39
Efficiency in housing markets: Which home buyers know how to discount?	0	0	1	43	3	4	10	138
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	18	3	4	13	124
Fully modified estimation with nearly integrated regressors	0	0	0	8	8	8	14	56
Heterogeneity in households’ expectations of housing prices – evidence from micro data	0	0	0	17	2	4	9	57
Interactions among High-Frequency Traders	0	0	0	10	2	4	11	44
Interpreting long-horizon estimates in predictive regressions	0	0	0	3	2	3	9	60
Jackknifing stock return predictions	0	0	2	34	1	1	17	136
Long‐run predictability tests are even worse than you thought	0	0	1	4	4	5	15	30
Maximal predictability under long-term mean reversion	0	0	0	6	2	3	7	52
New Methods for Inference in Long-Horizon Regressions	0	0	0	33	0	0	5	107
Predicting Global Stock Returns	0	0	2	57	1	2	21	213
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market	1	6	13	125	6	24	61	423
Some curious power properties of long-horizon tests	0	0	1	7	3	4	9	52
Stock Price Co-Movement and the Foundations of Pairs Trading	0	0	2	17	4	5	12	65
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	0	0	2	70	3	7	28	262
Testing the expectations hypothesis when interest rates are near integrated	0	0	2	51	4	4	11	221
The Stambaugh bias in panel predictive regressions	0	1	1	12	2	9	14	103
The evolution of price discovery in an electronic market	0	0	1	6	3	10	20	43
What drives volatility persistence in the foreign exchange market?	0	0	0	79	4	4	14	278
Total Journal Articles	1	8	30	685	63	116	337	2,779

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Statistics updated 2026-05-06