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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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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
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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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The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik - In: Finance research letters 5 (2008) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10003751283
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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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Estimation of average local-to-unity roots in heterogenous panels
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297466
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Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297467
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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