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Should we expect significant out-of-sample results when predicting stock returns?
Hjalmarsson, Erik - In: Stock returns : cyclicity, prediction and economic …, (pp. 269-274). 2009
Persistent link: https://www.econbiz.de/10003945039
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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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Predicting global stock returns
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10008990364
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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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Should we expect significant out-of-sample results when predicting stock returns
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297468
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Predictive regressions with panel data
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003393540
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Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik - In: Finance research letters 5 (2008) 2, pp. 104-117
Persistent link: https://www.econbiz.de/10003751339
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Testing return predictability with the dividend-growth equation : an anatomy of the dog
Hjalmarsson, Erik; Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012064768
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977