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 3 241 0 1 8 634
Characteristic-based mean-variance portfolio choice 0 0 5 61 4 6 17 235
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT? 1 1 2 61 1 2 5 331
Efficiency in Housing Markets: Do Home Buyers Know how to Discount? 0 1 1 81 0 1 2 300
Estimation of average local-to-unity roots in heterogenous panels 0 0 0 27 0 1 4 176
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 1 22 0 0 4 150
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 0 5 273
Fully modified estimation with nearly integrated regressors 0 0 0 35 0 0 1 122
Inference in Long-Horizon Regressions 0 0 0 104 0 3 7 317
Interpreting long-horizon estimates in predictive regressions 0 0 0 34 0 1 1 92
Jackknifing stock return predictions 0 0 0 102 0 0 3 285
Nord Pool: A Power Market Without Market Power 1 2 5 1,120 2 6 25 3,326
On the Predictability of Global Stock Returns 0 0 2 368 0 0 5 801
Predicting global stock returns 1 3 3 271 2 4 16 561
Predictive regressions with panel data 0 0 0 186 0 0 1 494
Predictive regressions with panel data 0 0 0 114 0 1 3 276
Rise of the machines: algorithmic trading in the foreign exchange market 0 4 7 188 3 9 18 691
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 1 1 188 0 3 6 401
Testing for cointegration using the Johansen methodology when variables are near-integrated 1 4 6 664 6 20 48 2,433
Testing the expectations hypothesis when interest rates are near integrated 0 0 1 97 0 1 4 261
The Stambaugh bias in panel predictive regressions 0 0 1 165 1 3 4 598
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures 0 0 4 157 1 4 20 551
What drives volatility persistence in the foreign exchange market? 0 0 0 335 0 0 3 1,217
Total Working Papers 4 16 42 4,755 20 66 211 14,824


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 1 2 19 0 3 8 83
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 16 0 1 3 91
Fully modified estimation with nearly integrated regressors 0 0 1 7 1 1 2 34
Interpreting long-horizon estimates in predictive regressions 0 0 1 3 0 0 3 45
Jackknifing stock return predictions 0 0 2 31 0 1 5 106
New Methods for Inference in Long-Horizon Regressions 0 1 2 21 0 1 5 69
Predicting Global Stock Returns 0 0 3 50 0 0 9 147
Some curious power properties of long-horizon tests 0 1 2 5 0 1 4 33
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies 1 1 1 55 1 5 12 163
Testing the expectations hypothesis when interest rates are near integrated 1 1 7 41 2 3 12 183
The Stambaugh bias in panel predictive regressions 0 0 1 10 0 0 2 68
What drives volatility persistence in the foreign exchange market? 0 0 2 70 0 1 5 223
Total Journal Articles 2 5 24 328 4 17 70 1,245


Statistics updated 2019-07-03