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Predictive regressions with panel data
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569981
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On the predictability of global stock returns
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569991
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Does the black-scholes formula work for electricity markets? : A nonparametric approach
Hjalmarsson, Erik (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001780079
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Predicting glocal stock returns
Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
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The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik - 2007
Persistent link: https://www.econbiz.de/10003997742
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Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10003997782
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New methods for inference in long-horizon regressions
Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 815-839
Persistent link: https://www.econbiz.de/10009384976
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Predicting global stock returns
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10008990364
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Some curious power properties of long-horizon tests
Hjalmarsson, Erik - In: Finance research letters 9 (2012) 2, pp. 81-91
Persistent link: https://www.econbiz.de/10009615896
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Portfolio disversification across characteristics
Hjalmarsson, Erik - In: The journal of investing 20 (2011) 4, pp. 84-88
Persistent link: https://www.econbiz.de/10009672041