Jesper Rangvid

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

DENMARK

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 18,579

in Total Papers Downloads

3,420

SSRN CITATIONS
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SSRN RANKINGS

Top 8,929

in Total Papers Citations

102

CROSSREF CITATIONS

44

Scholarly Papers (15)

1.
Downloads 671 ( 49,228)
Citation 24

Dividend Predictability Around the World

CREATES Research Paper No. 2010-03
Number of pages: 44 Posted: 26 Jan 2010 Last Revised: 02 Oct 2012
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 526 (66,325)
Citation 9

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Dividend Yield, Predictability, International Stock Markets, Value, Growth, Idiosyncratic Volatility

Dividend Predictability around the World

Number of pages: 44 Posted: 05 Mar 2010 Last Revised: 02 Oct 2012
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 145 (251,918)
Citation 19

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dividend yield, predictability, international stock markets, value, growth, idiosyncratic volatility

2.

Fiction or Fact: Systematic Gender Differences in Financial Investments?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 14 Posted: 30 Nov 2006 Last Revised: 08 Nov 2017
Aarhus University - CREATES, Copenhagen Business School and University of Chicago
Downloads 421 (87,746)
Citation 4

Abstract:

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Stock market participation, Bond market participation, Gender, Portfolio Choice

3.

Stock Return Predictability in a Monetary Economy

Number of pages: 48 Posted: 26 Feb 2007
Abraham Lioui and Jesper Rangvid
EDHEC Business School and Scientific Beta Research Chair and Copenhagen Business School
Downloads 299 (128,546)

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monetary economy, short interest rate, return predictability

4.
Downloads 284 (135,653)
Citation 27

Are Economists More Likely to Hold Stocks?

EFA 2006 Zurich Meetings Paper, Aarhus University Economics Paper No. 2005-06
Number of pages: 35 Posted: 18 Apr 2005
Aarhus University - CREATES, Copenhagen Business School and University of Chicago
Downloads 284 (134,977)
Citation 27

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Investor Education, Portfolio Choice, Stock Market Participation

Are Economists More Likely to Hold Stocks?

Review of Finance, Vol. 12, No. 3, pp. 465-496, 2008
Posted: 08 Aug 2008
Aarhus University - CREATES, University of Chicago and Copenhagen Business School

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G11, G129, J24

5.

What do Professional Forecasters' Stock Market Expectations tell us about Herding, Information Extraction and Beauty Contests?

ZEW - Centre for European Economic Research Discussion Paper No. 09-042
Number of pages: 54 Posted: 20 Sep 2009 Last Revised: 22 Feb 2012
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 228 (168,688)
Citation 3

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Higher-Order Expectations, Stock Market Forecasts, Forecaster Heterogeneity

6.

Output and Expected Returns: A Multicountry Study

Number of pages: 53 Posted: 11 Mar 2002
Jesper Rangvid
Copenhagen Business School
Downloads 228 (168,688)
Citation 13

Abstract:

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share prices, output of firms, return predictability

Understanding the Effects of Marriage and Divorce on Financial Investments: The Role of Background Risk Sharing

Number of pages: 35 Posted: 03 Sep 2010 Last Revised: 14 Mar 2014
Aarhus University - CREATES, University of Chicago and Copenhagen Business School
Downloads 224 (171,190)
Citation 1

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Gender, Marriage and divorce, Stock market participation, Portfolio choice, Labor income risk sharing

Understanding the Effects of Marriage and Divorce on Financial Investments: The Role of Background Risk Sharing

Economic Inquiry, Vol. 53, Issue 1, pp. 431-447, 2015
Number of pages: 17 Posted: 21 Nov 2014
Aarhus University - CREATES, University of Chicago and Copenhagen Business School
Downloads 0
Citation 2
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8.

Global Economic Growth and Expected Returns Around the World: The End-of-the-Year Effect

Number of pages: 52 Posted: 25 Feb 2015 Last Revised: 03 Sep 2015
Stig Vinther Møller and Jesper Rangvid
Aarhus University - CREATES and Copenhagen Business School
Downloads 203 (188,155)
Citation 8

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End-of-the-year global economic growth, expected returns, international business cycle, in-sample and out-of-sample international return forecasts

9.

Predicting Returns and Changes in Real Activity in Emerging and Developed Economies

Number of pages: 33 Posted: 25 Mar 2001
Jesper Rangvid
Copenhagen Business School
Downloads 201 (189,886)

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10.

Capital Market Integration and Consumption Risk Sharing Over the Long Run

Number of pages: 57 Posted: 16 Jan 2014 Last Revised: 20 Jan 2016
Jesper Rangvid, Pedro Santa-Clara and Maik Schmeling
Copenhagen Business School, New University of Lisbon - Nova School of Business and Economics and Goethe University Frankfurt - Department of Finance
Downloads 171 (219,043)
Citation 4

Abstract:

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Market integration, Consumption risk sharing, International financial markets

11.

Convergence in the Erm and Declining Numbers of Common Stochastic Trends

Number of pages: 26 Posted: 25 Mar 2001
Jesper Rangvid and Carsten Sørensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 153 (240,445)
Citation 5

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12.

Long-run Consumption Risk and International Stock Returns: A Century of Evidence

Number of pages: 31 Posted: 29 Nov 2009 Last Revised: 30 Jan 2011
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 128 (276,604)

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International Asset Pricing, Long-run Consumption Risk, Capital Market Integration, Long Term Data

Time-Varying Capital Requirements and Disclosure Rules: Effects on Capitalization and Lending Decisions

Number of pages: 45 Posted: 14 Sep 2017
Björn Imbierowicz, Jonas Kragh and Jesper Rangvid
Deutsche Bundesbank - Research Centre, Copenhagen Business School and Copenhagen Business School
Downloads 66 (425,547)

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Capital Requirement, Bank Lending, Bank Capital Structure, Capital Disclosure Rules

Time-Varying Capital Requirements and Disclosure Rules: Effects on Capitalization and Lending Decisions

Deutsche Bundesbank Discussion Paper No. 18/2018
Number of pages: 50 Posted: 20 Aug 2018 Last Revised: 21 Feb 2019
Björn Imbierowicz, Jonas Kragh and Jesper Rangvid
Deutsche Bundesbank - Research Centre, Copenhagen Business School and Copenhagen Business School
Downloads 14 (710,937)
Citation 11

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capital requirement, bank lending, bank capital structure, capital disclosure rules

14.

The Aggregate Cost of Equity Underdiversification

Financial Review, Vol. 54, Issue 4, pp. 833-856, 2019
Number of pages: 24 Posted: 20 May 2020
Copenhagen Business School, Copenhagen Business School - Department of Finance, Copenhagen Business School and Copenhagen Business School
Downloads 0 (809,433)
Citation 2
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aggregate loss, investor characteristics, investor sophistication, retail investors, stock holdings, underdiversification

15.

How Do Interest-Only Mortgages Affect Consumption and Saving Over the Life Cycle?

Number of pages: 72 Posted: 22 Apr 2018
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 129

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Interest-only mortgages; micro data; consumption and savings pattern; life-cycle planning; financial constraints