Erik Hjalmarsson

发表

Interactions among High-Frequency Traders

Filip Zikes, Erik Hjalmarsson, Evangelos Benos, 2015, Journal of Financial and Quantitative Analysis.

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market: Rise of the Machines

Clara Vega, Erik Hjalmarsson, Clara Vega, 2014 .

Does the Black-Scholes formula work for electricity markets? A nonparametric approach

Erik Hjalmarsson, 2003 .

Rise of the Machines : Algorithmic Trading in the Foreign Exchange Market

Clara Vega, Erik Hjalmarsson, A. Chaboud, 2009 .

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Clara Vega, Erik Hjalmarsson, A. Chaboud, 2009 .

Predicting Global Stock Returns

Erik Hjalmarsson, Erik Hjalmarsson, 2008, Journal of Financial and Quantitative Analysis.

New Methods for Inference in Long-Horizon Regressions

Erik Hjalmarsson, Erik Hjalmarsson, 2011 .

Nord Pool: A Power Market Without Market Power

Erik Hjalmarsson, Erik Hjalmarsson, 2000 .

Anchoring in surveys of household expectations

Erik Hjalmarsson, Pär Österholm, 2020 .

Households’ Mortgage-Rate Expectations: More Realistic than at First Glance?

Erik Hjalmarsson, Pär Österholm, 2017 .

Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog

Erik Hjalmarsson, Tamás Kiss, 2019, SSRN Electronic Journal.

The evolution of price discovery in an electronic market

Erik Hjalmarsson, Filip Žikeš, A. Chaboud, 2020, Finance and Economics Discussion Series.

Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog

Erik Hjalmarsson, Tamás Kiss, 2021 .

Fully Modified Estimation with Nearly Integrated Regressors

Erik Hjalmarsson, 2006 .

Interpreting Long-Horizon Estimates in Predictive Regressions

Erik Hjalmarsson, 2008 .

The Stambaugh Bias in Panel Predictive Regressions

Erik Hjalmarsson, 2007 .

Number 914 November 2007 The Stambaugh Bias in Panel Predictive Regressions

Erik Hjalmarsson, 2007 .

Dialectical behaviour therapy for borderline personality disorder among adolescents and young adults: Pilot study, extending the research findings in new settings and cultures

A. Ghaderi, Erik Hjalmarsson, K. Perseius, 2008 .

Stock Price Co-Movement and the Foundations of Pairs Trading

Erik Hjalmarsson, Ádám Faragó, 2018, Journal of Financial and Quantitative Analysis.

Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies

Erik Hjalmarsson, Pär Österholm, 2010 .

Estimation of Average Local-to-Unity Roots in Heterogenous Panels

Erik Hjalmarsson, 2005 .

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 853 January 2006 Revised October 2008 Inference in Long-Horizon Regressions

Erik Hjalmarsson, 2008 .

New Methods for Inference in Long-Run Predictive Regressions

Erik Hjalmarsson, 2006 .

Inference in Long-Horizon Regressions

Erik Hjalmarsson, 2006 .

On the Predictability of Global Stock Returns

Erik Hjalmarsson, 2005 .

Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures

Zhiwu Chen, Erik Hjalmarsson, G. Bakshi, 2005 .

Long-Horizon Stock Returns Are Positively Skewed

Erik Hjalmarsson, Adam Farago, Erik Hjalmarsson, 2021, SSRN Electronic Journal.

Characteristic-Based Mean-Variance Portfolio Choice

Erik Hjalmarsson, Erik Hjalmarsson, Peter B. Manchev, 2009 .

What Drives Volatility Persistence in the Foreign Exchange Market

Erik Hjalmarsson, A. Chaboud, David W. Berger, 2006 .

What Drives Volatility Persistence in the Foreign Exchange

E. Howorka, Erik Hjalmarsson, A. Chaboud, 2006 .

Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets

Erik Hjalmarsson, A. Chaboud, Benjamin Chiquoine, 2007 .

Efficiency in Housing Markets: Do Home Buyers Know How to Discount?

Randi Hjalmarsson, Erik Hjalmarsson, 2006 .

Testing for Cointegration Using the Johansen Methodology When Variables are Near-Integrated

Erik Hjalmarsson, Erik Hjalmarsson, Pär Österholm, 2007, SSRN Electronic Journal.

Non-Standard Errors

Charles S. Bos, Robert A. Korajczyk, Neil D. Pearson, 2021, SSRN Electronic Journal.

Jackknifing Stock Return Predictions

Erik Hjalmarsson, Erik Hjalmarsson, Benjamin Chiquoine, 2008 .

Predictive Regressions with Panel Data

Erik Hjalmarsson, Erik Hjalmarsson, 2006 .

Maximal Predictability Under Long-Term Mean Reversion

Erik Hjalmarsson, 2017 .

Should We Expect Significant Out-of-Sample Results When Predicting Stock Returns?

Erik Hjalmarsson, 2006 .

Testing the Expectations Hypothesis When Interest Rates are Near Integrated

Meredith J. Beechey, Erik Hjalmarsson, Pär Österholm, 2008 .

Diversification Across Characteristics

Erik Hjalmarsson, 2009 .

No 680 Interactions among High-Frequency Traders

Evangelos Benos, Erik Hjalmarsson, Filip Žikeš, 2016 .

CAMBRIDGE WORKING PAPERS IN ECONOMICS JANEWAY INSTITUTE WORKING PAPERS Non-Standard Errors

Aleksey, Palit, Robert A. Korajczyk, 2021 .

Non-Standard Errors

Charles S. Bos, Robert A. Korajczyk, Neil D. Pearson, 2021, SSRN Electronic Journal.

Compound Returns

Erik Hjalmarsson, Ádám Faragó, 2019, SSRN Electronic Journal.