- Empirical Finance
- Econometrics
- Financial Markets
- +۳ مورد دیگر
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.









