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Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2045-2084
Persistent link: https://www.econbiz.de/10010489675
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Evaluating "correlation breakdowns" during periods of market volatility
Loretan, Mico; English, William B. - 2000
Persistent link: https://www.econbiz.de/10001464198
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Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.; Loretan, Mico - 1990
Persistent link: https://www.econbiz.de/10000792321
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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
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New methods for inference in long-run predictive regressions
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003336051
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Interactions among high-frequency traders
Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; … - 2015
Persistent link: https://www.econbiz.de/10010497529
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Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik; Manchev, Petar - In: Journal of banking & finance 36 (2012) 5, pp. 1392-1402
Persistent link: https://www.econbiz.de/10009615809
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Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik; Manchev, Peter - 2009
Persistent link: https://www.econbiz.de/10009535469
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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
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The evolution of price discovery in an electronic market
Chaboud, Alain; Hjalmarsson, Erik; Zikes, Filip - 2020
Persistent link: https://www.econbiz.de/10012388709