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Top Publications

Adam Farago and Erik Hjalmarsson (2018). “Stock Price Co-Movement and the Foundations of Pairs Trading”, Journal of Financial and Quantitative Analysis, Forthcoming.

Adam Farago and Romeo Tedongap (2018). “Downside Risks and the Cross-Section of Asset Returns", Journal of Financial Economics, 129, 69-86.

Magnus Dahlquist, Adam Farago, and Romeo Tedongap (2017). “Asymmetries and Portfolio Choice", Review of Financial Studies 30, 667-702

Evangelos Benos, James Brugler, Erik Hjalmarsson, and Filip Zikes (2017). “Interactions among High-Frequency Traders”, Journal of Financial and Quantitative Analysis 52, 1375-1402.

Benjamin Chiquoine, Alain Chaboud, Erik Hjalmarsson, and Clara Vega (2014). “Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market”. Journal of Finance 69, 2045-2084.

Erik Hjalmarsson (2011). “New Methods for Inference in Long-Horizon Regressions”, Journal of Financial and Quantitative Analysis 46, 815-839.

Erik Hjalmarsson (2010). “Predicting Global Stock Returns”, Journal of Financial and Quantitative Analysis 45, 49-80.

David Berger, Alain Chaboud, and Erik Hjalmarsson (2009). “What Drives Volatility Persistence in the Foreign Exchange Market?”, Journal of Financial Economics 94, 192-213.

Martin Holmen and John Knopf (2004). “Minority Shareholder Protection and Private Benefits of Control for Swedish Mergers”, Journal of Financial and Quantitative Analysis 39, 167-191.

Page Manager: Marie Andersson|Last update: 9/13/2018

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