Product
Help
Pricing
About
Jobs
Log in
Get started
Author
Add to collection
Erik Hjalmarsson
Observed names:
ERIK HJALMARSSON,
Erik, Hjalmarsson,
Hjalmarsson, Erik
Institution:
University of Gothenburg
Observed institutions:
Uppsala University,
Federal Reserve,
Queen Mary University of London,
Federal Reserve Board of Governors,
Yale University,
University of Gothenburg
show all 6
ORCID:
0000-0002-1553-5193
Observed ORCID:
0000-0002-1553-5193
OpenAlex ID:
A5019262808
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
2014
·
ALAIN P. CHABOUD
, BENJAMIN CHIQUOINE
, et al.
·
The Journal of Finance
·
637
PDF
Predicting Global Stock Returns
2009
·
Erik Hjalmarsson
·
Journal of Financial and Quantitative Analysis
·
303
Nonstandard Errors
2024
·
ALBERT J. MENKVELD
, ANNA DREBER
, et al.
·
The Journal of Finance
·
121
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
2009
·
Alain Chaboud
, Ben Chiquoine
, et al.
·
SSRN Electronic Journal
·
112
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
2009
·
Alain P. Chaboud
, Benjamin Chiquoine
, et al.
·
International Finance Discussion Paper
·
109
PDF
What drives volatility persistence in the foreign exchange market?☆
2009
·
David Berger
, Alain Chaboud
, et al.
·
Journal of Financial Economics
·
94
PDF
New Methods for Inference in Long-Horizon Regressions
2011
·
Erik Hjalmarsson
·
Journal of Financial and Quantitative Analysis
·
89
Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
2009
·
Erik Hjalmarsson
, Pär Österholm
·
Empirical Economics
·
85
Testing for Cointegration Using the Johansen Methodology When Variables are Near-Integrated
2007
·
Erik Hjalmarsson
, Pär Österholm
·
SSRN Electronic Journal
·
74
Nord Pool: A Power Market Without Market Power
2000
·
Erik Hjalmarsson
·
RePEc: Research Papers in Economics
·
50
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
2007
·
Erik Hjalmarsson
, Pär Österholm
·
International Finance Discussion Paper
·
49
Characteristic-based mean-variance portfolio choice
2011
·
Erik Hjalmarsson
, Petar Manchev
·
Journal of Banking & Finance
·
45
PDF
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
2007
·
Pär Österholm
, Erik Hjalmarsson
·
IMF Working Paper
·
45
PDF
Efficiency in housing markets: Which home buyers know how to discount?
2009
·
Erik Hjalmarsson
, Randi Hjalmarsson
·
Journal of Banking & Finance
·
37
Interactions Among High-Frequency Traders
2015
·
Evangelos Benos
, James Brugler
, et al.
·
Journal of Financial and Quantitative Analysis
·
35
Testing the expectations hypothesis when interest rates are near integrated
2008
·
Meredith Beechey
, Erik Hjalmarsson
, et al.
·
Journal of Banking & Finance
·
35
PDF
Jackknifing stock return predictions
2009
·
Benjamin Chiquoine
, Erik Hjalmarsson
·
Journal of Empirical Finance
·
33
PDF
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated ∗
2007
·
Erik Hjalmarsson
, Pär Österholm
·
33
The evolution of price discovery in an electronic market
2021
·
Alain Chaboud
, Erik Hjalmarsson
, et al.
·
Journal of Banking & Finance
·
32
PDF
Heterogeneity in households’ expectations of housing prices – evidence from micro data
2020
·
Erik Hjalmarsson
, Pär Österholm
·
Journal of Housing Economics
·
28
PDF
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
2009
·
Alain P. Chaboud
, Benjamin Chiquoine
, et al.
·
Journal of Empirical Finance
·
28
The Stambaugh bias in panel predictive regressions
2008
·
Erik Hjalmarsson
·
Finance research letters
·
26
PDF
Long-Horizon Stock Returns Are Positively Skewed
2022
·
Adam Farago
, Erik Hjalmarsson
·
European Finance Review
·
25
A Residual-Based Cointegration Test for Near Unit Root Variables
2007
·
Erik Hjalmarsson
, Pär Österholm
·
International Finance Discussion Paper
·
20
Should We Expect Significant Out-of-Sample Results When Predicting Stock Returns?
2006
·
Erik Hjalmarsson
·
International Finance Discussion Paper
·
20
Show more works
View as search
Works count:
92
Citation count:
2,396
H-index:
23
I10-index:
33
Year
Topic
Type
