| Rise of the machines: Algorithmic trading in the foreign exchange market AP Chaboud, B Chiquoine, E Hjalmarsson, C Vega The Journal of Finance 69 (5), 2045-2084, 2014 | 955 | 2014 |
| Predicting global stock returns E Hjalmarsson Journal of Financial and Quantitative Analysis 45 (1), 49-80, 2010 | 389 | 2010 |
| Testing for cointegration using the Johansen methodology when variables are near-integrated E Hjalmarsson, P Österholm IMF Working paper, 2007 | 318 | 2007 |
| Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies E Hjalmarsson, P Österholm Empirical Economics 39, 51-76, 2010 | 141 | 2010 |
| What drives volatility persistence in the foreign exchange market? D Berger, A Chaboud, E Hjalmarsson Journal of Financial Economics 94 (2), 192-213, 2009 | 134 | 2009 |
| Nord Pool: A power market without market power E Hjalmarsson rapport nr.: Working Papers in Economics, 2000 | 108 | 2000 |
| New methods for inference in long-horizon regressions E Hjalmarsson Journal of Financial and Quantitative Analysis 46 (3), 815-839, 2011 | 99 | 2011 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 67 | 2024 |
| Characteristic-based mean-variance portfolio choice E Hjalmarsson, P Manchev Journal of Banking & Finance 36 (5), 1392-1401, 2012 | 65 | 2012 |
| Jackknifing stock return predictions B Chiquoine, E Hjalmarsson Journal of Empirical Finance 16 (5), 793-803, 2009 | 60 | 2009 |
| Testing the expectations hypothesis when interest rates are near integrated M Beechey, E Hjalmarsson, P Österholm Journal of Banking & Finance 33 (5), 934-943, 2009 | 54 | 2009 |
| Efficiency in housing markets: Which home buyers know how to discount? E Hjalmarsson, R Hjalmarsson Journal of Banking & Finance 33 (11), 2150-2163, 2009 | 52 | 2009 |
| The Stambaugh bias in panel predictive regressions E Hjalmarsson Finance Research Letters 5 (1), 47-58, 2008 | 45 | 2008 |
| Interactions among high-frequency traders E Benos, J Brugler, E Hjalmarsson, F Zikes Journal of Financial and Quantitative Analysis 52 (4), 1375-1402, 2017 | 44 | 2017 |
| Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets AP Chaboud, B Chiquoine, E Hjalmarsson, M Loretan Journal of Empirical Finance 17 (2), 212-240, 2010 | 41 | 2010 |
| A residual-based cointegration test for near unit root variables E Hjalmarsson, P Österholm FRB International Finance Discussion Paper, 2007 | 36 | 2007 |
| On the predictability of global stock returns E Hjalmarsson rapport nr.: Working Papers in Economics, 2005 | 30 | 2005 |
| Heterogeneity in households’ expectations of housing prices–evidence from micro data E Hjalmarsson, P Österholm Journal of Housing Economics 50, 101731, 2020 | 27 | 2020 |
| The evolution of price discovery in an electronic market A Chaboud, E Hjalmarsson, F Zikes Journal of Banking & Finance 130, 106171, 2021 | 25 | 2021 |
| Does the Black-Scholes formula work for electricity markets? A nonparametric approach E Hjalmarsson rapport nr.: Working Papers in Economics, 2003 | 23 | 2003 |
