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	1	2	249	1	5	16	695
Characteristic-based mean-variance portfolio choice	0	0	0	72	0	5	13	311
Compound Returns	0	0	1	30	1	3	12	93
Diversification across characteristics	0	0	0	11	0	4	12	86
Does the Black-Scholes formula work for electricity markets? A nonparametric approach	0	0	2	938	0	8	28	2,954
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	0	1	1	63	0	3	17	368
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	0	0	0	82	0	4	8	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	54	0	1	7	312
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	24	0	3	27	197
Fully modified estimation with nearly integrated regressors	0	0	0	38	0	1	7	145
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	40	2	8	19	97
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	28	0	2	8	57
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?	0	0	0	47	0	1	5	100
Inference in Long-Horizon Regressions	0	0	0	109	0	2	14	361
Inflation Illiteracy – A Micro-Data Analysis	0	0	0	24	0	4	12	56
Interactions among High-Frequency Traders	0	0	0	26	0	2	11	79
Interactions among high-frequency traders	0	0	0	50	0	2	16	207
Interpreting long-horizon estimates in predictive regressions	0	0	0	36	1	2	11	130
Jackknifing stock return predictions	0	0	1	108	0	1	16	333
Non-Standard Errors	0	0	0	44	2	12	43	483
Nord Pool: A Power Market Without Market Power	0	0	0	1,163	1	13	31	3,550
On the Predictability of Global Stock Returns	0	0	0	374	0	2	12	840
Predicting global stock returns	0	0	0	276	0	3	7	600
Predictive regressions with panel data	0	0	1	121	1	1	9	326
Predictive regressions with panel data	0	0	1	191	2	9	25	550
Rise of the machines: algorithmic trading in the foreign exchange market	1	1	2	216	6	22	59	889
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	4	6	10	320
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog	0	0	0	12	0	1	10	36
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	0	1	189	0	2	24	462
Testing for cointegration using the Johansen methodology when variables are near-integrated	0	0	0	717	1	12	35	2,793
Testing the expectations hypothesis when interest rates are near integrated	0	0	0	98	1	7	20	313
The Evolution of Price Discovery in an Electronic Market	0	0	0	11	1	8	19	58
The Stambaugh bias in panel predictive regressions	0	0	0	166	2	6	24	666
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	0	0	1	184	0	3	22	666
What drives volatility persistence in the foreign exchange market?	0	0	0	339	0	1	13	1,271
Total Working Papers	1	3	13	6,237	26	169	627	20,925

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	0	4	13	79
Anchoring in surveys of household expectations	0	0	1	14	0	1	7	54
Characteristic-based mean-variance portfolio choice	0	0	0	32	1	3	9	145
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog	0	0	1	17	0	0	5	39
Efficiency in housing markets: Which home buyers know how to discount?	0	0	1	43	0	5	12	140
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	18	0	3	13	124
Fully modified estimation with nearly integrated regressors	0	0	0	8	0	8	14	56
Heterogeneity in households’ expectations of housing prices – evidence from micro data	0	0	0	17	2	4	11	59
Interactions among High-Frequency Traders	0	0	0	10	0	3	12	45
Interpreting long-horizon estimates in predictive regressions	0	0	0	3	0	2	9	60
Jackknifing stock return predictions	0	0	2	34	0	2	17	137
Long‐run predictability tests are even worse than you thought	0	0	0	4	0	5	15	31
Maximal predictability under long-term mean reversion	0	0	0	6	0	2	7	52
New Methods for Inference in Long-Horizon Regressions	0	1	1	34	0	1	6	108
Predicting Global Stock Returns	1	2	3	59	1	6	22	218
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market	0	2	13	126	3	13	60	430
Some curious power properties of long-horizon tests	0	0	1	7	0	4	9	53
Stock Price Co-Movement and the Foundations of Pairs Trading	1	2	4	19	1	7	15	68
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	0	0	2	70	0	3	26	262
Testing the expectations hypothesis when interest rates are near integrated	0	0	2	51	0	4	11	221
The Stambaugh bias in panel predictive regressions	0	0	1	12	1	3	15	104
The evolution of price discovery in an electronic market	0	1	2	7	0	4	20	44
What drives volatility persistence in the foreign exchange market?	0	0	0	79	0	4	14	278
Total Journal Articles	2	8	34	692	9	91	342	2,807

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Statistics updated 2026-07-10