Erik Hjalmarsson

Economics and Econometrics · 2007–2011

A researcher in the Science corpus: 5 papers; trusts 28 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 43 citations into it; #5,194 of 23,481 by trust here, #6,966 by citations
• Finance — 42 citations into it; #2,453 of 10,518 by trust here, #2,779 by citations
• Management Science and Operations Research — 12 citations into it; #11,804 of 11,946 by trust here, #4,746 by citations
• Accounting — 10 citations into it; #2,108 of 8,970 by trust here, #5,358 by citations

Whom Erik Hjalmarsson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John Y. Campbell
2. Bradley S. Paye
3. M. Hashem
4. Motohiro Yogo
5. Allan G. Timmermann
6. Peter C. B. Phillips
7. M. Pesaran
8. H. R. Moon
9. J. Lewellen
10. Takashi Yamagata

Who trusts Erik Hjalmarsson overall

1. Sasan Barak
2. Gurdip Bakshi
3. David E. Rapach
4. Mohammad Modarres
5. George Panayotov
6. Guofu Zhou
7. K. Lim
8. Georgios Skoulakis
9. Tim Bollerslev
10. Dashan Huang

Papers from Erik Hjalmarsson's perspective

Ordered by how strongly the researchers Erik Hjalmarsson trusts endorse each paper. Same corpus, a different order for every researcher.

1. Efficient Tests of Stock Return Predictability
2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
4. MODELING AND FORECASTING REALIZED VOLATILITY
5. Generalized autoregressive conditional heteroskedasticity
6. Separating Microstructure Noise from Volatility
7. The distribution of realized stock return volatility
8. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
9. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
10. Instability of Return Prediction Models

Their papers

• Predicting Global Stock Returns (2008) — 300 citations
• Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market: Rise of the Machines (2009) — 431 citations
• New Methods for Inference in Long-Horizon Regressions (2011) — 73 citations
• Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies (2010) — 89 citations
• Testing for Cointegration Using the Johansen Methodology When Variables are Near-Integrated (2007) — 207 citations