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ECONIS (ZBW)
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Stock price co-movement and the foundations of pairs trading
Farago, Adam
;
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
Saved in:
2
Interactions among high-frequency traders
Benos, Evangelos
;
Brugler, James
;
Hjalmarsson, Erik
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1375-1402
Persistent link: https://www.econbiz.de/10011927918
Saved in:
3
Anchoring in surveys of household expectations
Hjalmarsson, Erik
;
Österholm, Pär
- In:
Economics letters
198
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605794
Saved in:
4
Heterogeneity in households' expectations of housing prices : evidence from micro data
Hjalmarsson, Erik
;
Österholm, Pär
- In:
Journal of housing economics
50
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012653441
Saved in:
5
A micro-data analysis of households’ expectations of mortgage rates
Hjalmarsson, Erik
;
Österholm, Pär
- In:
Economics letters
185
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012304920
Saved in:
6
The evolution of price discovery in an electronic market
Chaboud, Alain
;
Hjalmarsson, Erik
;
Zikes, Filip
- In:
Journal of banking & finance
130
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164855
Saved in:
7
Asymmetries and portfolio choice
Dahlquist, Magnus
;
Farago, Adam
;
Tédongap, Roméo
-
2015
Persistent link: https://www.econbiz.de/10011316555
Saved in:
8
Asymmetries and portfolio choice
Dahlquist, Magnus
;
Farago, Adam
;
Tédongap, Roméo
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 667-702
Persistent link: https://www.econbiz.de/10011746293
Saved in:
9
Downside risks and the cross-section of asset returns
Farago, Adam
;
Tédongap, Roméo
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 69-86
Persistent link: https://www.econbiz.de/10011981218
Saved in:
10
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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