University of Gothenburg
University of Gothenburg
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  4. Erik Hjalmarsson

Erik Hjalmarsson

Professor

Department of
Economics
Telephone
+46 31-786 13 46
Mail
erik.hjalmarsson@economics.gu.se
Visiting address
Vasagatan 1
41124 Göteborg
Room number
D-512
Postal address
Box 640
40530 Göteborg

About Erik Hjalmarsson

Professor Hjalmarsson’s main areas of interest are empirical finance and financial econometrics. His current research focuses on long-run returns in stock markets. He has also worked extensively on stock return predictability, with a particular focus on new econometric methods and empirical analysis of international data. Prior to joining the University of Gothenburg, Hjalmarsson held a position as Professor of Finance at Queen Mary University of London. He has also worked for the Federal Reserve Board in Washington, DC, and at a major London-based hedge fund. Hjalmarsson’s research has been published in leading finance journals, including Journal of Finance, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis. He received his PhD from Yale University.

More information can be found on his personal webpage.

Research areas

  • Empirical Asset Pricing
  • Empirical Market Microstructure
  • Financial Econometrics

Selected publications

Rise of the Machines: Algorithmic Trading in the Foreign Exchange MarketChaboud, A. P., Chiquoine, B., Hjalmarsson, Erik, Vega, ClaraJournal of Finance, 69:5, s. 2045-2084, 2014

New Methods for Inference in Long-Horizon RegressionsHjalmarsson, ErikJournal of financial and quantitative analysis, 46:3, s. 815-839, 2011