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Ulf Erik Holmberg

Personal Details

First Name:Ulf
Middle Name:Erik
Last Name:Holmberg
Suffix:
RePEc Short-ID:pho334
http://www.econ.umu.se/%7Eulf.holmberg/

Affiliation

Institutionen för Nationalekonomi
Umeå Universitet

Umeå, Sweden
http://www.econ.umu.se/

: 090 - 786 61 42
090 - 77 23 02
901 87 Umeå
RePEc:edi:inumuse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Holmberg, Ulf, 2012. "The Credit Market and the Determinants of Credit Crunches: An Agent Based Modeling Approach," Umeå Economic Studies 836, Umeå University, Department of Economics.
  2. Holmberg, Ulf, 2012. "Error Corrected Disequilibrium," Umeå Economic Studies 837, Umeå University, Department of Economics.
  3. Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
  4. Holmberg, Ulf & Sjögren, Tomas & Hellström, Jörgen, 2012. "Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks," Umeå Economic Studies 838, Umeå University, Department of Economics.
  5. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012. "Assessing the profitability of intraday opening range breakout strategies," Umeå Economic Studies 845, Umeå University, Department of Economics.
  6. Holmberg, Ulf, 2011. "Banking and the Determinants of Credit Crunches," Umeå Economic Studies 822, Umeå University, Department of Economics.
  7. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," Umeå Economic Studies 769, Umeå University, Department of Economics.

Articles

  1. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2013. "Assessing the profitability of intraday opening range breakout strategies," Finance Research Letters, Elsevier, vol. 10(1), pages 27-33.
  2. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2011. "Value at Risk and Expected Shortfall for large portfolios," Finance Research Letters, Elsevier, vol. 8(2), pages 59-68, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2012. "Assessing the profitability of intraday opening range breakout strategies," Umeå Economic Studies 845, Umeå University, Department of Economics.

    Cited by:

    1. Mitra, Subrata Kumar & Bawa, Jaslene & Kannadhasan, M. & Goyal, Vinay & Chattopadhyay, Manojit, 2017. "Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?," Finance Research Letters, Elsevier, vol. 20(C), pages 269-273.
    2. Wang, Lijun & An, Haizhong & Liu, Xiaojia & Huang, Xuan, 2016. "Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach," Applied Energy, Elsevier, vol. 162(C), pages 1608-1618.
    3. Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011. "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers 0136, Dipartimento di Scienze Economiche "Marco Fanno".
    4. Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping, 2017. "Dynamic autocorrelation of intraday stock returns," Finance Research Letters, Elsevier, vol. 20(C), pages 274-280.
    5. Kuo, Wei-Yu & Lin, Tse-Chun, 2013. "Overconfident individual day traders: Evidence from the Taiwan futures market," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3548-3561.

Articles

  1. Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2013. "Assessing the profitability of intraday opening range breakout strategies," Finance Research Letters, Elsevier, vol. 10(1), pages 27-33.
    See citations under working paper version above.
  2. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2011. "Value at Risk and Expected Shortfall for large portfolios," Finance Research Letters, Elsevier, vol. 8(2), pages 59-68, June.

    Cited by:

    1. Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2011-04-23 2012-02-27 2012-02-27 2012-04-03. Author is listed
  2. NEP-CTA: Contract Theory & Applications (2) 2011-04-23 2012-02-27. Author is listed
  3. NEP-ENE: Energy Economics (1) 2012-09-03
  4. NEP-MST: Market Microstructure (1) 2012-09-03
  5. NEP-RMG: Risk Management (1) 2009-04-05

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