Magnus Dahlquist
TitleCited byYear
Direct foreign ownership, institutional investors, and firm characteristics
M Dahlquist, G Robertsson
Journal of Financial Economics 59 (3), 413-440, 2001
8852001
The forward premium puzzle: different tales from developed and emerging economies
R Bansal, M Dahlquist
Journal of International Economics 51 (1), 115-144, 2000
5112000
Corporate governance and the home bias
M Dahlquist, L Pinkowitz, RM Stulz, R Williamson
Journal of Financial and Quantitative Analysis 38 (1), 87-110, 2003
5102003
Performance and characteristics of Swedish mutual funds
M Dahlquist, S Engström, P Söderlind
Journal of Financial and Quantitative Analysis 35 (3), 409-423, 2000
3852000
A note on foreigners' trading and price effects across firms
M Dahlquist, G Robertsson
Journal of Banking & Finance 28 (3), 615-632, 2004
1452004
Regime-switching and interest rates in the European monetary system
M Dahlquist, SF Gray
Journal of International Economics 50 (2), 399-419, 2000
1232000
International bond risk premia
M Dahlquist, H Hasseltoft
Journal of International Economics 90 (1), 17-32, 2013
1112013
Estimating the term structure of interest rates for monetary policy analysis
M Dahlquist, LEO Svensson
Scandinavian Journal of Economics 98 (2), 163-183, 1996
103*1996
Evaluating portfolio performance with stochastic discount factors
M Dahlquist, P Soderlind
Journal of Business 72 (3), 347, 1999
941999
On alternative interest rate processes
M Dahlquist
Journal of Banking & Finance 20 (6), 1093-1119, 1996
901996
Global tactical asset allocation
M Dahlquist, CR Harvey
Available at SSRN 795376, 2001
702001
Individual investor activity and performance
M Dahlquist, JV Martinez, P Söderlind
Review of Financial Studies 30 (3), 866-889, 2017
532017
Direct evidence of dividend tax clienteles
M Dahlquist, G Robertsson, K Rydqvist
Journal of Empirical Finance 28, 1-12, 2014
53*2014
The information in Swedish short-maturity forward rates
M Dahlquist, G Jonsson
European Economic Review 39 (6), 1115-1131, 1995
491995
An evaluation of international asset pricing models
M Dahlquist, T Sallstrom
CEPR Discussion Paper No. 3145, 2002
482002
Expropriation risk and return in global equity markets
R Bansal, M Dahlquist
Expropriation risk and return in global equity markets, 2002
45*2002
Dynamic trading strategies and portfolio choice
R Bansal, M Dahlquist, CR Harvey
National Bureau of Economic Research, 2004
372004
Pseudo market timing: A reappraisal
M Dahlquist, F De Jong
Journal of Financial and Quantitative Analysis 43 (3), 547-579, 2008
36*2008
Exchange rate exposure, risk premia, and firm characteristics
M Dahlquist, G Robertsson
Unpublished working paper. Duke University, 2001
292001
Investor inattention: A hidden cost of choice in pension plans?
M Dahlquist, JV Martinez
European Financial Management 21 (1), 1-19, 2015
242015
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Articles 1–20