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	0	2	249	0	1	15	695
Characteristic-based mean-variance portfolio choice	0	0	0	72	0	0	13	311
Compound Returns	0	0	1	30	1	2	12	94
Diversification across characteristics	0	0	0	11	0	0	12	86
Does the Black-Scholes formula work for electricity markets? A nonparametric approach	0	0	1	938	0	0	27	2,954
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?	0	0	1	63	1	1	18	369
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?	0	0	0	82	2	2	10	330
Estimation of average local-to-unity roots in heterogenous panels	0	0	0	27	0	1	5	194
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	54	1	1	8	313
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	24	3	4	30	201
Fully modified estimation with nearly integrated regressors	0	0	0	38	0	0	7	145
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	40	4	6	22	101
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data	0	0	0	28	0	0	7	57
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?	0	0	0	47	0	0	5	100
Inference in Long-Horizon Regressions	0	0	0	109	1	1	15	362
Inflation Illiteracy – A Micro-Data Analysis	1	1	1	25	1	1	12	57
Interactions among High-Frequency Traders	0	0	0	26	0	0	11	79
Interactions among high-frequency traders	0	0	0	50	1	1	16	208
Interpreting long-horizon estimates in predictive regressions	0	0	0	36	2	3	13	132
Jackknifing stock return predictions	0	0	1	108	3	3	18	336
Non-Standard Errors	1	1	1	45	1	4	41	485
Nord Pool: A Power Market Without Market Power	0	0	0	1,163	1	3	33	3,552
On the Predictability of Global Stock Returns	0	0	0	374	0	0	12	840
Predicting global stock returns	0	0	0	276	1	1	8	601
Predictive regressions with panel data	0	0	1	121	0	1	9	326
Predictive regressions with panel data	0	0	1	191	0	2	25	550
Rise of the machines: algorithmic trading in the foreign exchange market	0	1	2	216	4	14	65	897
Should we expect significant out-of-sample results when predicting stock returns?	0	0	0	80	0	4	10	320
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog	0	0	0	12	0	0	10	36
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated	0	0	1	189	0	0	22	462
Testing for cointegration using the Johansen methodology when variables are near-integrated	0	0	0	717	1	2	35	2,794
Testing the expectations hypothesis when interest rates are near integrated	0	0	0	98	1	2	21	314
The Evolution of Price Discovery in an Electronic Market	0	0	0	11	0	2	20	59
The Stambaugh bias in panel predictive regressions	0	0	0	166	0	2	22	666
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures	0	0	0	184	0	0	17	666
What drives volatility persistence in the foreign exchange market?	0	0	0	339	0	1	13	1,272
Total Working Papers	2	3	13	6,239	29	65	639	20,964

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	0	13	79
Anchoring in surveys of household expectations	0	0	1	14	0	0	6	54
Characteristic-based mean-variance portfolio choice	0	0	0	32	0	1	9	145
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog	0	0	1	17	0	3	8	42
Efficiency in housing markets: Which home buyers know how to discount?	0	0	1	43	1	3	15	143
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets	0	0	0	18	0	0	11	124
Fully modified estimation with nearly integrated regressors	0	0	0	8	1	1	14	57
Heterogeneity in households’ expectations of housing prices – evidence from micro data	0	0	0	17	1	5	13	62
Interactions among High-Frequency Traders	0	0	0	10	0	1	13	46
Interpreting long-horizon estimates in predictive regressions	0	0	0	3	0	0	9	60
Jackknifing stock return predictions	0	0	2	34	0	0	17	137
Long‐run predictability tests are even worse than you thought	0	0	0	4	1	3	18	34
Maximal predictability under long-term mean reversion	0	0	0	6	0	0	7	52
New Methods for Inference in Long-Horizon Regressions	0	0	1	34	1	1	7	109
Predicting Global Stock Returns	0	2	4	60	0	3	21	220
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market	0	1	14	127	3	8	61	435
Some curious power properties of long-horizon tests	0	0	1	7	0	1	10	54
Stock Price Co-Movement and the Foundations of Pairs Trading	0	1	4	19	2	3	17	70
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies	0	0	2	70	1	1	26	263
Testing the expectations hypothesis when interest rates are near integrated	0	0	1	51	0	1	10	222
The Stambaugh bias in panel predictive regressions	0	0	1	12	0	2	16	105
The evolution of price discovery in an electronic market	0	0	2	7	1	1	20	45
What drives volatility persistence in the foreign exchange market?	0	0	0	79	1	2	14	280
Total Journal Articles	0	4	35	694	13	40	355	2,838

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10