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 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
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


Statistics updated 2019-10-05