Erik Hjalmarsson
Names
first: | Erik |
last: | Hjalmarsson |
Affiliations
-
Göteborgs Universitet
→ Handelshögskolan
→ Institutionen för Nationalekonomi med Statistik
- website
- location: Göteborg, Sweden
Research profile
author of:
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Jackknifing stock return predictions
by Benjamin Chiquoine & Erik Hjalmarsson -
Inference in Long-Horizon Regressions
by Erik Hjalmarsson -
Predictive regressions with panel data
by Hjalmarsson, Erik -
Predicting Global Stock Returns
by Hjalmarsson, Erik -
Jackknifing stock return predictions
by Chiquoine, Benjamin & Hjalmarsson, Erik -
Predicting global stock returns
by Erik Hjalmarsson -
New Methods for Inference in Long-Horizon Regressions
by Hjalmarsson, Erik -
Nord Pool: A Power Market Without Market Power
by Hjalmarsson, Erik -
Predictive regressions with panel data
by Erik Hjalmarsson -
Interpreting long-horizon estimates in predictive regressions
by Hjalmarsson, Erik -
Interpreting long-horizon estimates in predictive regressions
by Erik Hjalmarsson -
On the Predictability of Global Stock Returns
by Hjalmarsson, Erik -
Rise of the machines: algorithmic trading in the foreign exchange market
by Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega -
Testing for cointegration using the Johansen methodology when variables are near-integrated
by Erik Hjalmarsson & Pär Österholm -
What drives volatility persistence in the foreign exchange market?
by David W. Berger & Alain P. Chaboud & Erik Hjalmarsson & Edward Howorka -
Should we expect significant out-of-sample results when predicting stock returns?
by Erik Hjalmarsson -
Testing the expectations hypothesis when interest rates are near integrated
by Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm -
The Stambaugh bias in panel predictive regressions
by Erik Hjalmarsson -
Testing the expectations hypothesis when interest rates are near integrated
by Beechey, Meredith & Hjalmarsson, Erik & sterholm, Pr -
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
by Erik Hjalmarsson & Pär Österholm -
Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures
by Bakshi, Gurdip & Chen, Zhiwu & Hjalmarsson, Erik -
Some curious power properties of long-horizon tests
by Hjalmarsson, Erik -
The Stambaugh bias in panel predictive regressions
by Hjalmarsson, Erik -
A residual-based cointegration test for near unit root variables
by Erik Hjalmarsson & Pär Österholm -
Characteristic-based mean-variance portfolio choice
by Hjalmarsson, Erik & Manchev, Petar -
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
by Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan -
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
by Chaboud, Alain P. & Chiquoine, Benjamin & Hjalmarsson, Erik & Loretan, Mico -
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
by Alain Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Mico Loretan -
Fully modified estimation with nearly integrated regressors
by Hjalmarsson, Erik -
What drives volatility persistence in the foreign exchange market?
by Berger, David & Chaboud, Alain & Hjalmarsson, Erik -
Estimation of average local-to-unity roots in heterogenous panels
by Erik Hjalmarsson -
Efficiency in Housing Markets: Do Home Buyers Know how to Discount?
by Erik Hjalmarsson & Randi Hjalmarsson -
Fully modified estimation with nearly integrated regressors
by Erik Hjalmarsson -
EFFICIENCY IN HOUSING MARKETS: DO HOME BUYERS KNOW HOW TO DISCOUNT?
by Hjalmarsson, Erik & Hjalmarsson, Randi -
Characteristic-based mean-variance portfolio choice
by Erik Hjalmarsson & Peter Manchev -
Diversification across characteristics
by Erik Hjalmarsson -
The Evolution of Price Discovery in an Electronic Market
by Alain P. Chaboud & Erik Hjalmarsson & Filip Zikes -
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data
by Hjalmarsson, Erik & Österholm, Pär -
Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog
by Hjalmarsson, Erik & Kiss, Tamás -
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
by Erik Hjalmarsson & Pär Österholm -
Interactions among high-frequency traders
by Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip -
Maximal predictability under long-term mean reversion
by Hjalmarsson, Erik -
Stock Price Co-Movement and the Foundations of Pairs Trading
by Farago, Adam & Hjalmarsson, Erik -
Compound Returns
by Farago, Adam & Hjalmarsson, Erik -
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
by ALAIN P. CHABOUD & BENJAMIN CHIQUOINE & ERIK HJALMARSSON & CLARA VEGA -
Interactions among High-Frequency Traders
by Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip -
A micro-data analysis of households’ expectations of mortgage rates
by Hjalmarsson, Erik & Österholm, Pär -
Interactions among High-Frequency Traders
by Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip -
Does the Black-Scholes formula work for electricity markets? A nonparametric approach
by Hjalmarsson, Erik -
Heterogeneity in households’ expectations of housing prices – evidence from micro data
by Hjalmarsson, Erik & Österholm, Pär -
Heterogeneity in Households’ Expectations of Housing Prices – Evidence from Micro Data
by Hjalmarsson, Erik & Österholm, Pär -
Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?
by Hjalmarsson, Erik & Österholm, Pär -
Efficiency in housing markets: Which home buyers know how to discount?
by Hjalmarsson, Erik & Hjalmarsson, Randi -
Anchoring in surveys of household expectations
by Hjalmarsson, Erik & Österholm, Pär -
The evolution of price discovery in an electronic market
by Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip -
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog
by Erik Hjalmarsson & Tamás Kiss