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 1 1 248 0 6 9 686
Characteristic-based mean-variance portfolio choice 0 0 0 72 2 4 6 302
Compound Returns 1 1 1 30 2 2 4 84
Diversification across characteristics 0 0 0 11 0 2 3 76
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 0 0 5 938 4 7 16 2,935
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 3 6 9 359
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 0 0 82 0 1 2 321
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 1 2 5 191
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 4 8 10 179
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 1 4 4 309
Fully modified estimation with nearly integrated regressors 0 0 0 38 1 3 3 141
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 2 4 7 84
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 1 28 1 1 5 51
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance? 0 0 0 47 1 1 1 96
Inference in Long-Horizon Regressions 0 0 0 109 2 6 7 353
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 2 3 5 48
Interactions among High-Frequency Traders 0 0 0 26 1 2 4 71
Interactions among high-frequency traders 0 0 0 50 1 4 6 196
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 0 3 4 122
Jackknifing stock return predictions 0 0 0 107 1 4 7 322
Non-Standard Errors 0 0 2 44 6 12 35 458
Nord Pool: A Power Market Without Market Power 0 0 0 1,163 4 5 10 3,524
On the Predictability of Global Stock Returns 0 0 0 374 0 4 5 833
Predicting global stock returns 0 0 1 276 0 1 3 594
Predictive regressions with panel data 1 1 1 121 2 5 8 322
Predictive regressions with panel data 1 1 1 191 2 9 10 534
Rise of the machines: algorithmic trading in the foreign exchange market 1 1 4 215 7 16 33 850
Should we expect significant out-of-sample results when predicting stock returns? 0 0 0 80 1 1 2 311
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog 0 0 0 12 2 4 5 30
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated 1 1 1 189 4 6 9 446
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 7 10 15 2,770
Testing the expectations hypothesis when interest rates are near integrated 0 0 0 98 3 3 5 296
The Evolution of Price Discovery in an Electronic Market 0 0 1 11 1 4 7 44
The Stambaugh bias in panel predictive regressions 0 0 0 166 6 9 11 653
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures 0 0 2 184 4 11 19 661
What drives volatility persistence in the foreign exchange market? 0 0 0 339 4 6 8 1,265
Total Working Papers 5 6 21 6,233 82 179 302 20,517
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 2 67
Anchoring in surveys of household expectations 0 0 0 13 1 2 6 51
Characteristic-based mean-variance portfolio choice 0 0 0 32 0 0 5 136
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 0 0 16 1 1 4 35
Efficiency in housing markets: Which home buyers know how to discount? 0 0 0 42 0 0 2 129
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 1 3 5 116
Fully modified estimation with nearly integrated regressors 0 0 0 8 1 1 3 44
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 1 17 1 3 5 52
Interactions among High-Frequency Traders 0 0 0 10 1 1 1 34
Interpreting long-horizon estimates in predictive regressions 0 0 0 3 1 2 3 53
Jackknifing stock return predictions 0 1 1 33 1 6 7 126
Long‐run predictability tests are even worse than you thought 0 0 1 4 3 4 8 21
Maximal predictability under long-term mean reversion 0 0 0 6 2 2 2 47
New Methods for Inference in Long-Horizon Regressions 0 0 2 33 0 1 5 104
Predicting Global Stock Returns 0 1 4 57 0 7 19 206
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 2 5 11 118 8 15 45 393
Some curious power properties of long-horizon tests 1 1 1 7 2 2 3 46
Stock Price Co-Movement and the Foundations of Pairs Trading 1 2 3 17 2 6 8 60
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 2 3 70 3 10 19 247
Testing the expectations hypothesis when interest rates are near integrated 0 1 2 51 0 2 6 214
The Stambaugh bias in panel predictive regressions 0 0 0 11 0 2 3 91
The evolution of price discovery in an electronic market 0 1 2 6 3 5 13 32
What drives volatility persistence in the foreign exchange market? 0 0 0 79 1 3 6 269
Total Journal Articles 4 14 31 673 32 79 180 2,573

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Statistics updated 2026-01-09