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Erik Hjalmarsson

Institution: Göteborgs Universitet

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2009

Most Recent: 2022

RePEc ID: phj8 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 1.68 0.50 2.19 58%
Last 10 Years 0.00 0.00 3.20 1.01 4.20 67%
All Time 0.00 2.35 9.92 1.01 13.29 91%

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 13.13

Publications (13)

Year Article Journal Tier Authors
2022 Long‐run predictability tests are even worse than you thought Journal of Applied Econometrics B 2
2021 Anchoring in surveys of household expectations Economics Letters C 2
2021 The evolution of price discovery in an electronic market Journal of Banking & Finance B 3
2019 A micro-data analysis of households’ expectations of mortgage rates Economics Letters C 2
2019 Stock Price Co-Movement and the Foundations of Pairs Trading Journal of Financial and Quantitative Analysis B 2
2017 Interactions among High-Frequency Traders Journal of Financial and Quantitative Analysis B 4
2014 Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market Journal of Finance A 4
2012 Characteristic-based mean-variance portfolio choice Journal of Banking & Finance B 2
2011 New Methods for Inference in Long-Horizon Regressions Journal of Financial and Quantitative Analysis B 1
2010 Predicting Global Stock Returns Journal of Financial and Quantitative Analysis B 1
2009 Testing the expectations hypothesis when interest rates are near integrated Journal of Banking & Finance B 3
2009 What drives volatility persistence in the foreign exchange market? Journal of Financial Economics A 3
2009 Efficiency in housing markets: Which home buyers know how to discount? Journal of Banking & Finance B 2