Erik Hjalmarsson

Names

Affiliations

• Queen Mary University of London → School of Economics and Finance (weight: 50%)
  • website
  • location: London, United Kingdom
• Göteborgs Universitet → Handelshögskolan → Nationalekonomiska institutionen (weight: 50%)
  • website
  • location: Göteborg, Sweden

Research profile

author of:

• 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 Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega & Alain P. Chaboud
• Testing for cointegration using the Johansen methodology when variables are near-integrated
  by Erik Hjalmarsson & Par Osterholm
• What drives volatility persistence in the foreign exchange market?
  by Edward Howorka & David W. Berger & Alain P. Chaboud & Erik Hjalmarsson
• 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 Erik Hjalmarsson & Meredith J. Beechey & Par Osterholm
• 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
• Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
  by Pär Österholm & Erik Hjalmarsson
• 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 & Par Osterholm
• 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 Erik Hjalmarsson & Benjamin Chiquoine & Mico Loretan & Alain P. Chaboud
• 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 Randi Hjalmarsson & Erik 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 Peter Manchev & Erik Hjalmarsson