Articles with public access mandates - Erik HjalmarssonLearn more
Available somewhere: 7
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AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
Mandates: Austrian Science Fund, Knut and Alice Wallenberg Foundation, Marcus and …
Interactions among high-frequency traders
E Benos, J Brugler, E Hjalmarsson, F Zikes
Journal of Financial and Quantitative Analysis 52 (4), 1375-1402, 2017
Mandates: Swedish Research Council
The evolution of price discovery in an electronic market
A Chaboud, E Hjalmarsson, F Zikes
Journal of Banking & Finance 130, 106171, 2021
Mandates: Swedish Research Council
Long-horizon stock returns are positively skewed
A Farago, E Hjalmarsson
Review of Finance 27 (2), 495-538, 2023
Mandates: Marianne and Marcus Wallenberg Foundation
Small rebalanced portfolios often beat the market over long horizons
A Farago, E Hjalmarsson
The Review of Asset Pricing Studies 13 (2), 307-342, 2023
Mandates: Marianne and Marcus Wallenberg Foundation
Understanding Wealth-Tax Rates: An Investor-Utility Mapping to Capital-Gains Taxes
A Farago, E Hjalmarsson, T Kiss
Available at SSRN 4561160, 2023
Mandates: Marianne and Marcus Wallenberg Foundation, Vinnova, Sweden
Analysts Are Good at Ranking Stocks
A Farago, E Hjalmarsson, M Zeng
Available at SSRN 4495163, 2023
Mandates: Marianne and Marcus Wallenberg Foundation, Vinnova, Sweden
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