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~person:"Hjalmarsson, Erik"
~source:"econis"
~subject:"Kapitalmarktrendite"
~subject:"Shock"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Kapitalmarktrendite
Shock
Volatilität
Capital market returns
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Hjalmarsson, Erik
McAleer, Michael
55
Chang, Chia-Lin
21
Allen, David E.
12
Nagel, Stefan
11
Weber, Michael
10
Asai, Manabu
9
Lettau, Martin
8
Rodriguez, Gabriel
8
Grossman, Richard S.
7
Massa, Massimo
7
Schrimpf, Andreas
7
Wagner, Alexander F.
7
Bianchi, Francesco
6
Ludvigson, Sydney C.
6
Powell, Robert
6
Stambaugh, Robert F.
6
Adam, Klaus
5
Hansen, Stephen
5
Hirshleifer, David
5
Ilomäki, Jukka
5
Kang, Wensheng
5
Laurila, Hannu
5
Martinet, Guillaume Gaetan
5
Neuhierl, Andreas
5
Pástor, Ľuboš
5
Ratti, Ronald A.
5
Taylor, Lucian A.
5
Weigert, Florian
5
Whitelaw, Robert F.
5
Alexeev, Vitali
4
Ammann, Manuel
4
Backus, David
4
Bouchaud, Jean-Philippe
4
Boyarchenko, Nina
4
Chernov, Mikhail
4
Edmans, Alex
4
Favero, Carlo A.
4
Hafner, Christian M.
4
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International finance discussion papers
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ECONIS (ZBW)
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Compound Returns
Farago, Adam
;
Hjalmarsson, Erik
-
2019
Persistent link: https://www.econbiz.de/10012064765
Saved in:
2
Diversification across characteristics
Hjalmarsson, Erik
-
2009
Persistent link: https://www.econbiz.de/10009535464
Saved in:
3
Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik
;
Manchev, Peter
-
2009
Persistent link: https://www.econbiz.de/10009535469
Saved in:
4
Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2009
Persistent link: https://www.econbiz.de/10009535470
Saved in:
5
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2007
Persistent link: https://www.econbiz.de/10003997594
Saved in:
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