| . |
Dahlquist, Magnus's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
9,494 |
Total
Citations
539 |
|
|
|
|
|
1.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Harvey, Campbell R. Duke University - Fuqua School of Business
|
|
4,011
(821)
|
5
|
|
| |
|
| |
Benchmarks, strategic asset allocation, tactical asset allocation, dynamic trading strategies, return predictability, trading strategies, active management, passive management, business cycle, yield curve, term structure
|
|
|
2.
|
|
Dynamic Trading Strategies and Portfolio Choice
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Bansal, Ravi Duke University and NBER Harvey, Campbell R. Duke University - Fuqua School of Business Dahlquist, Magnus Stockholm School of Economics
|
|
Posted:
|
|
24 Sep 04
|
|
Last Revised:
|
|
27 Jul 10
|
|
1,308
(5,925)
|
11
|
|
|
|
|
Bansal, Ravi Duke University and NBER Harvey, Campbell R. Duke University - Fuqua School of Business Dahlquist, Magnus Stockholm School of Economics
|
|
76
|
11
|
|
| |
|
| |
|
|
|
|
|
|
|
Bansal, Ravi Duke University and NBER Harvey, Campbell R. Duke University - Fuqua School of Business Dahlquist, Magnus Stockholm School of Economics
|
|
1,232
|
11
|
|
| |
|
| |
Dynamic strategies, mean-variance optimization, multiperiod choice, efficient frontier, buy-and-hold investment
|
|
|
|
|
|
3.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Pinkowitz, Lee Georgetown University - Department of Finance Stulz, Rene M. Ohio State University (OSU) - Department of Finance Williamson, Rohan Georgetown University - McDonough School of Business
|
|
1,143
(7,409)
|
391
|
|
| |
|
| |
|
|
|
4.
|
|
An Evaluation of International Asset Pricing Models
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Dahlquist, Magnus Stockholm School of Economics Saellstrom, Torbjorn Stockholm School of Economics - Department of Finance
|
|
Posted:
|
|
31 Jan 02
|
|
Last Revised:
|
|
18 Nov 08
|
|
919
(10,602)
|
10
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Saellstrom, Torbjorn Stockholm School of Economics - Department of Finance
|
|
879
|
10
|
|
| |
|
| |
Characteristics, Conditional Information, Foreign Exchange Risk, HML, SMB, World CAPM
|
|
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Sallstrom, Torbjorn Stockholm School of Economics - Department of Finance
|
|
40
|
10
|
|
| |
|
| |
Characteristics, conditional information, foreign exchange risk, HML, SMB, world CAPM
|
|
|
|
|
|
5.
|
|
International Bond Risk Premia
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Dahlquist, Magnus Stockholm School of Economics Hasseltoft, Henrik University of Zurich
|
|
Posted:
|
|
03 Sep 10
|
|
Last Revised:
|
|
16 Dec 12
|
|
427
(31,349)
|
2
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Hasseltoft, Henrik University of Zurich
|
|
230
|
2
|
|
| |
|
| |
Affine model, local and global factors, time-varying risk premia
|
|
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Hasseltoft, Henrik University of Zurich
|
| Posted: |
|
03 Sep 10
|
|
Last Revised:
|
|
16 Dec 12
|
|
197
|
2
|
|
| |
|
| |
Affine model, local and global factors, time-varying risk premia
|
|
|
|
|
|
6.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Bansal, Ravi Duke University and NBER
|
|
414
(32,678)
|
7
|
|
| |
|
| |
Sample Selectivity, Sovereign Risk, Peso Problem, World CAPM.
|
|
|
7.
|
|
Direct Evidence of Dividend Tax Clienteles
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Dahlquist, Magnus Stockholm School of Economics Robertsson, Goran Swedish Institute for Financial Research (SIFR) Rydqvist, Kristian State University of New York at Binghamton - School of Management
|
|
Posted:
|
|
20 Nov 06
|
|
Last Revised:
|
|
02 Apr 13
|
|
237
(62,702)
|
8
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Robertsson, Goran Swedish Institute for Financial Research (SIFR) Rydqvist, Kristian State University of New York at Binghamton - School of Management
|
|
24
|
8
|
|
| |
|
| |
Capital gains tax, dividend tax clienteles, stock ownership, tax incidence
|
|
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Robertsson, Goran Swedish Institute for Financial Research (SIFR) Rydqvist, Kristian State University of New York at Binghamton - School of Management
|
| Posted: |
|
20 Nov 06
|
|
Last Revised:
|
|
02 Apr 13
|
|
213
|
8
|
|
| |
|
| |
Tax-CAPM, stock ownership, institutional investors, private corporations, foundations, partnerships
|
|
|
|
|
|
8.
|
|
|
Söderlind, Paul University of St. Gallen Dahlquist, Magnus Stockholm School of Economics Martinez, Jose Vicente University of Oxford - Said Business School
|
|
229
(65,093)
|
|
|
| |
|
| |
Coordinated fund changes, financial advisors, fire sales, 401(k)
|
|
|
9.
|
|
|
Dahlquist, Magnus Stockholm School of Economics de Jong, Frank Tilburg University - Department of Finance
|
|
216
(69,194)
|
11
|
|
| |
|
| |
Abnormal return measures, Endogenous events, Event studies, Initial public offerings, Long-run underperformance
|
|
|
10.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Engstrom, Stefan Stockholm School of Economics, Department of Finance Söderlind, Paul University of St. Gallen
|
| Posted: |
|
02 Jun 09
|
|
Last Revised:
|
|
07 Jun 10
|
|
171
(86,980)
|
29
|
|
| |
|
| |
flows, persistence, portfolio evaluation, survivorship bias, style analysis
|
|
|
11.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Robertsson, Goran Swedish Institute for Financial Research (SIFR)
|
|
139
(104,610)
|
15
|
|
| |
|
| |
Feedback Trading, Momentum, Portfolio Flows
|
|
|
12.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Söderlind, Paul University of St. Gallen
|
| Posted: |
|
20 Aug 99
|
|
Last Revised:
|
|
07 Jun 10
|
|
82
(154,033)
|
22
|
|
| |
|
| |
|
|
|
13.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Martinez, Jose Vicente University of Oxford - Said Business School
|
| Posted: |
|
24 Dec 10
|
|
Last Revised:
|
|
02 Apr 11
|
|
65
(176,355)
|
|
|
| |
|
| |
Flows, Inertia, Pension Plan Design, Performance, Redemptions
|
|
|
14.
|
|
Individual Investor Activity and Performance
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Dahlquist, Magnus Stockholm School of Economics Martinez, Jose Vicente University of Oxford - Said Business School Söderlind, Paul University of St. Gallen
|
|
Posted:
|
|
25 Nov 11
|
|
Last Revised:
|
|
12 Mar 12
|
|
64
(177,820)
|
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Martinez, Jose Vicente University of Oxford - Said Business School Söderlind, Paul University of St. Gallen
|
|
28
|
|
|
| |
|
| |
Coordinated fund changes, financial advisors, fire sales, 401(k)
|
|
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Martinez, Jose Vicente University of Oxford - Said Business School Söderlind, Paul University of St. Gallen
|
|
8
|
|
|
| |
|
| |
401(k), Coordinated fund changes, Financial advisors, Fire sales
|
|
|
|
|
|
|
Dahlquist, Magnus Stockholm School of Economics Martinez, Jose Vicente University of Oxford - Said Business School Soderlind, Paul affiliation not provided to SSRN
|
|
28
|
|
|
| |
|
| |
Coordinated fund changes, financial advisors, fire sales, 401(k)
|
|
|
|
|
|
15.
|
|
|
Bansal, Ravi Duke University and NBER Dahlquist, Magnus Stockholm School of Economics
|
|
36
(228,589)
|
7
|
|
| |
|
| |
Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems
|
|
|
16.
|
|
|
Dahlquist, Magnus Stockholm School of Economics Robertsson, Goran Swedish Institute for Financial Research (SIFR)
|
|
19
(278,834)
|
11
|
|
| |
|
| |
Feedback trading, momentum, portfolio flows
|
|
|
17.
|
|
|
Dahlquist, Magnus Stockholm School of Economics de Jong, Frank Tilburg University - Department of Finance
|
|
14
(296,700)
|
10
|
|
| |
|
| |
Abnormal return measures, endogenous events, event studies, initial public offerings, long-run underperformance, pseudo market timing
|
|