Jesper Rangvid

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

DENMARK

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 20,073

SSRN RANKINGS

Top 20,073

in Total Papers Downloads

4,759

SSRN CITATIONS
Rank 7,762

SSRN RANKINGS

Top 7,762

in Total Papers Citations

182

CROSSREF CITATIONS

40

Scholarly Papers (18)

1.
Downloads 782 (60,412)
Citation 35

Dividend Predictability Around the World

CREATES Research Paper No. 2010-03
Number of pages: 44 Posted: 26 Jan 2010 Last Revised: 02 Oct 2012
Jesper Rangvid, Maik Schmeling and Andreas Schrimpf
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 611 (81,868)
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
Jesper Rangvid, Maik Schmeling and Andreas Schrimpf
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 171 (322,714)
Citation 31

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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 499 (106,788)
Citation 4

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

3.
Downloads 328 (172,119)
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 328 (170,851)
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

4.

Stock Return Predictability in a Monetary Economy

Number of pages: 48 Posted: 26 Feb 2007
Abraham Lioui and Jesper Rangvid
EDHEC Business School and Copenhagen Business School
Downloads 325 (173,759)

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monetary economy, short interest rate, return predictability

5.

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

Number of pages: 80 Posted: 22 Apr 2018 Last Revised: 12 Jul 2022
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 302 (187,714)
Citation 3

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

6.

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, Nova School of Business and Economics and Goethe University Frankfurt - Department of Finance
Downloads 281 (202,365)
Citation 4

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Market integration, Consumption risk sharing, International financial markets

7.

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 281 (202,365)
Citation 1

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

8.

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
Jesper Rangvid, Maik Schmeling and Andreas Schrimpf
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 267 (213,058)
Citation 3

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Higher-Order Expectations, Stock Market Forecasts, Forecaster Heterogeneity

9.

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 253 (224,795)
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

10.

Output and Expected Returns: A Multicountry Study

Number of pages: 53 Posted: 11 Mar 2002
Jesper Rangvid
Copenhagen Business School
Downloads 243 (233,834)
Citation 13

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share prices, output of firms, return predictability

11.

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 217 (260,565)

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12.

Double Jeopardy: Households’ consumption responses to shocks in stock and mortgage markets

Number of pages: 39 Posted: 16 Nov 2022
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 174 (318,137)

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Mortgage choice; micro data; risk attitudes; stock market participation; consumption effects; financial crisis.

13.

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 165 (333,028)
Citation 5

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14.

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
Jesper Rangvid, Maik Schmeling and Andreas Schrimpf
Copenhagen Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 160 (341,850)

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

Mandatory pension contributions, household consumption, and savings

Number of pages: 50 Posted: 30 Mar 2023 Last Revised: 28 Feb 2024
Copenhagen Business School, Copenhagen Business School, Goethe University Frankfurt and Copenhagen Business School
Downloads 122 (425,247)

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pension savings, household finance, consumption

Mandatory Pension Contributions: Effects on Household Consumption and Savings

Number of pages: 51 Posted: 14 Oct 2023
Copenhagen Business School, Copenhagen Business School, Goethe University Frankfurt and Copenhagen Business School
Downloads 36 (834,004)

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Pension savings, household finance, consumption.

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 83 (556,759)

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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: 18 Nov 2021
Björn Imbierowicz, Jonas Kragh and Jesper Rangvid
Deutsche Bundesbank - Research Centre, Copenhagen Business School and Copenhagen Business School
Downloads 44 (771,798)
Citation 22

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

17.

Active or passive: Deposit investments of individual investors

Number of pages: 46 Posted: 15 Apr 2022 Last Revised: 28 Feb 2024
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 123 (420,979)

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household finance, bank deposits, liquidity management, precautionary savings

18.

Longevity Risk and Capital Markets: The 2021-22 Update

Number of pages: 175 Posted: 18 Aug 2023
City, University of London, Aarhus University and Copenhagen Business School
Downloads 74 (588,558)

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