معرفی
Erik Hjalmarsson is a Professor at the University of Gothenburg, affiliated with the Centre for Finance. His research lies at the intersection of empirical finance and econometrics, with a strong focus on return predictability, algorithmic trading, and market microstructure. He has published extensively in top-tier journals such as the Journal of Finance and Journal of Financial and Quantitative Analysis.
Research Interests:
- Return predictability using long-horizon regressions
- Algorithmic trading and its impact on market volatility and liquidity
- Pairs trading and co-movement in equity prices
- Portfolio choice under skewness and long-run return dynamics
- Tax policy effects on investor behavior and capital gains
His recent work includes the widely cited paper "Nonstandard Errors" (2024), co-authored with over 100 researchers, which investigates the reliability of standard errors in multi-analyst studies. Another notable publication, "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market" (2015), explores the role of algorithmic trading in FX markets.
Scientific Impact:
His SSRN profile shows over 31,000 total citations and a top 2,151 ranking in total downloads, reflecting significant academic influence.
