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Magnus Dahlquist · Study
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Author
Magnus Dahlquist
25 works
· latest 2024
· 5 institutions
cluster: provisional
ORCID 0000-0002-1846-3113
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Citations
3,589
Works here
25
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Most cited in this library
Direct foreign ownership, institutional investors, and firm characteristics
2001 · 888 citations
The forward premium puzzle: different tales from developed and emerging economies
2000 · 501 citations
Corporate Governance and the Home Bias
2003 · 483 citations
Performance and Characteristics of Swedish Mutual Funds
2000 · 303 citations
A note on foreigners’ trading and price effects across firms
2003 · 117 citations
Works
25 shown
Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
Review of Financial Studies
·
2024
·
2 authors
·
Open access
77
citations
Pricing Currency Risks
The Journal of Finance
·
2022
·
3 authors
·
Open access
71
citations
The missing risk premium in exchange rates
Journal of Financial Economics
·
2021
·
2 authors
·
Open access
70
citations
Economic momentum and currency returns
Journal of Financial Economics
·
2019
·
2 authors
74
citations
On the Asset Allocation of a Default Pension Fund
The Journal of Finance
·
2018
·
3 authors
93
citations
Individual Investor Activity and Performance
Review of Financial Studies
·
2016
·
3 authors
·
Open access
90
citations
Asymmetries and Portfolio Choice
Review of Financial Studies
·
2016
·
3 authors
85
citations
Direct evidence of dividend tax clienteles
Journal of Empirical Finance
·
2014
·
3 authors
40
citations
Investor Inattention: A Hidden Cost of Choice in Pension Plans?
European Financial Management
·
2013
·
2 authors
·
Open access
41
citations
International Bond Risk Premia
Journal of International Economics
·
2012
·
2 authors
·
Open access
112
citations
Global Tactical Asset Allocation
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
45
citations
Dynamic Trading Strategies and Portfolio Choice
National Bureau of Economic Research
·
2004
·
3 authors
·
report
·
Open access
28
citations
A note on foreigners’ trading and price effects across firms
Journal of Banking & Finance
·
2003
·
2 authors
117
citations
Corporate Governance and the Home Bias
Journal of Financial and Quantitative Analysis
·
2003
·
4 authors
483
citations
Corporate Governance, Investor Protection, and the Home Bias
SSRN Electronic Journal
·
2002
·
4 authors
·
preprint
·
Open access
40
citations
An Evaluation of International Asset Pricing Models
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
33
citations
Direct foreign ownership, institutional investors, and firm characteristics
Journal of Financial Economics
·
2001
·
1 author
888
citations
Performance and Characteristics of Swedish Mutual Funds
Journal of Financial and Quantitative Analysis
·
2000
·
3 authors
·
Open access
303
citations
The forward premium puzzle: different tales from developed and emerging economies
Journal of International Economics
·
2000
·
2 authors
501
citations
Regime-switching and interest rates in the European monetary system
Journal of International Economics
·
2000
·
2 authors
100
citations
Evaluating Portfolio Performance with Stochastic Discount Factors
The Journal of Business
·
1999
·
2 authors
·
Open access
87
citations
On alternative interest rate processes
Journal of Banking & Finance
·
1996
·
1 author
·
Open access
56
citations
Estimating the Term Structure of Interest Rates for Monetary Policy Analysis
Scandinavian Journal of Economics
·
1996
·
2 authors
96
citations
The information in Swedish short-maturity forward rates
European Economic Review
·
1995
·
1 author
·
Open access
35
citations
Essays on the term structure of interest rates and monetary policy
·
1995
·
1 author
24
citations