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 1 4 679
Characteristic-based mean-variance portfolio choice 0 0 0 72 0 2 2 298
Compound Returns 0 0 0 29 1 1 2 82
Diversification across characteristics 0 0 0 11 0 0 1 74
Does the Black-Scholes formula work for electricity markets? A nonparametric approach 0 1 10 936 0 4 38 2,926
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 0 0 0 62 0 0 1 351
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 0 0 82 0 1 1 320
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 1 1 3 189
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 1 1 2 171
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 0 1 28 0 0 4 49
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data 0 0 0 40 0 0 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 0 109 0 0 1 347
Inflation Illiteracy – A Micro-Data Analysis 0 0 0 24 1 1 3 45
Interactions among High-Frequency Traders 0 0 0 26 0 1 2 68
Interactions among high-frequency traders 0 0 0 50 1 1 2 192
Interpreting long-horizon estimates in predictive regressions 0 0 0 36 0 1 1 119
Jackknifing stock return predictions 0 0 0 107 0 1 3 317
Non-Standard Errors 0 0 3 44 0 2 37 440
Nord Pool: A Power Market Without Market Power 0 0 0 1,163 0 2 7 3,519
On the Predictability of Global Stock Returns 0 0 1 374 0 0 1 828
Predicting global stock returns 0 0 2 276 0 0 3 593
Predictive regressions with panel data 0 0 1 190 0 0 3 525
Predictive regressions with panel data 0 0 0 120 0 3 6 317
Rise of the machines: algorithmic trading in the foreign exchange market 0 0 5 214 2 5 20 832
Should we expect significant out-of-sample results when predicting stock returns? 0 0 0 80 0 1 1 310
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 1 1 438
Testing for cointegration using the Johansen methodology when variables are near-integrated 0 0 0 717 1 3 7 2,759
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 1 11 0 0 2 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 2 644
What drives volatility persistence in the foreign exchange market? 0 0 0 339 1 2 3 1,259
Total Working Papers 0 1 27 6,224 9 35 173 20,307
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 1 66
Anchoring in surveys of household expectations 0 0 0 13 0 2 2 47
Characteristic-based mean-variance portfolio choice 0 0 1 32 0 1 8 136
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog 0 0 1 16 0 1 4 34
Efficiency in housing markets: Which home buyers know how to discount? 0 0 0 42 0 0 1 128
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 2 2 2 113
Fully modified estimation with nearly integrated regressors 0 0 0 8 1 1 3 43
Heterogeneity in households’ expectations of housing prices – evidence from micro data 0 0 2 17 0 0 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 1 1 120
Long‐run predictability tests are even worse than you thought 0 1 3 4 0 1 7 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 0 6 33 0 0 8 102
Predicting Global Stock Returns 0 1 3 56 1 5 10 197
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market 0 1 13 113 2 10 57 372
Some curious power properties of long-horizon tests 0 0 0 6 0 1 1 44
Stock Price Co-Movement and the Foundations of Pairs Trading 0 0 2 15 0 0 2 53
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 0 0 1 68 1 3 10 237
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 49 1 1 4 211
The Stambaugh bias in panel predictive regressions 0 0 0 11 0 0 1 89
The evolution of price discovery in an electronic market 0 0 2 5 1 2 8 25
What drives volatility persistence in the foreign exchange market? 0 0 0 79 1 1 3 265
Total Journal Articles 0 3 35 658 10 33 140 2,475

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Statistics updated 2025-08-05