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Magnus Dahlquist
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Cited by
Year
Direct foreign ownership, institutional investors, and firm characteristics
M Dahlquist, G Robertsson
Journal of Financial Economics 59 (3), 413-440, 2001
12142001
The forward premium puzzle: Different tales from developed and emerging economies
R Bansal, M Dahlquist
Journal of International Economics 51 (1), 115-144, 2000
6512000
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
6282003
Performance and characteristics of Swedish mutual funds
M Dahlquist, S Engström, P Söderlind
Journal of Financial and Quantitative Analysis 35 (3), 409-423, 2000
5172000
A note on foreigners' trading and price effects across firms
M Dahlquist, G Robertsson
Journal of Banking & Finance 28 (3), 615-632, 2004
1902004
International bond risk premia
M Dahlquist, H Hasseltoft
Handbook of Fixed‐Income Securities, 169-190, 2016
1752016
Regime-switching and interest rates in the European monetary system
M Dahlquist, SF Gray
Journal of International Economics 50 (2), 399-419, 2000
1492000
Estimating the term structure of interest rates for monetary policy analysis
M Dahlquist, LEO Svensson
Scandinavian Journal of Economics 98 (2), 163-183, 1996
128*1996
Evaluating portfolio performance with stochastic discount factors
M Dahlquist, P Soderlind
Journal of Business 72 (3), 347, 1999
1081999
On alternative interest rate processes
M Dahlquist
Journal of Banking & Finance 20 (6), 1093-1119, 1996
971996
Global tactical asset allocation
M Dahlquist, CR Harvey
Available at SSRN 795376, 2001
892001
On the asset allocation of a default pension fund
M Dahlquist, O Setty, R Vestman
Journal of Finance 73 (4), 1893-1936, 2018
882018
Direct evidence of dividend tax clienteles
M Dahlquist, G Robertsson, K Rydqvist
Journal of Empirical Finance 28, 1-12, 2014
84*2014
Individual investor activity and performance
M Dahlquist, JV Martinez, P Söderlind
Review of Financial Studies 30 (3), 866-889, 2017
812017
Economic momentum and currency returns
M Dahlquist, H Hasseltoft
Journal of Financial Economics 136 (1), 152-167, 2020
722020
Asymmetries and portfolio choice
M Dahlquist, A Farago, R Tédongap
Review of Financial Studies 30 (2), 667-702, 2017
632017
An evaluation of international asset pricing models
M Dahlquist, T Sallstrom
CEPR Discussion Paper No. 3145, 2002
602002
The missing risk premium in exchange rates
M Dahlquist, J Penasse
Journal of Financial Economics 43 (2), 697-715, 2022
54*2022
Expropriation risk and return in global equity markets
R Bansal, M Dahlquist
Expropriation risk and return in global equity markets, 2002
52*2002
The information in Swedish short-maturity forward rates
M Dahlquist, G Jonsson
European Economic Review 39 (6), 1115-1131, 1995
521995
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Articles 1–20