Jesper Rangvid

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

DENMARK

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 16,087

SSRN RANKINGS

Top 16,087

in Total Papers Downloads

3,250

SSRN CITATIONS
Rank 8,808

SSRN RANKINGS

Top 8,808

in Total Papers Citations

81

CROSSREF CITATIONS

48

Scholarly Papers (15)

1.
Downloads 648 ( 43,447)
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
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 508 (58,693)
Citation 10

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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 140 (224,406)
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 401 (79,101)
Citation 3

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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 291 (113,392)
Citation 3

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monetary economy, short interest rate, return predictability

4.
Downloads 256 (129,802)
Citation 23

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 256 (129,200)
Citation 23

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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.

Output and Expected Returns: A Multicountry Study

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 11 Mar 2002
Jesper Rangvid
Copenhagen Business School
Downloads 223 (148,667)
Citation 13

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share prices, output of firms, return predictability

6.

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 221 (149,976)
Citation 3

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Higher-Order Expectations, Stock Market Forecasts, Forecaster Heterogeneity

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 219 (150,893)
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 200 (164,650)
Citation 4

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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

EFMA 2001 Lugano Meetings
Number of pages: 33 Posted: 25 Mar 2001
Jesper Rangvid
Copenhagen Business School
Downloads 196 (167,767)

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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 163 (197,400)
Citation 5

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Market integration, Consumption risk sharing, International financial markets

11.

Convergence in the Erm and Declining Numbers of Common Stochastic Trends

EFMA 2001 Lugano Meetings
Number of pages: 26 Posted: 25 Mar 2001
Jesper Rangvid and Carsten Sørensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 147 (215,173)
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
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 123 (247,293)

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

13.

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

Number of pages: 42 Posted: 22 Apr 2018 Last Revised: 23 Sep 2019
Copenhagen Business School, Copenhagen Business School, Copenhagen Business School and Copenhagen Business School
Downloads 88 (310,802)
Citation 1

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interest-only mortgages; consumption and savings pattern; life-cycle planning; financial constraints

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 63 (380,402)

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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 11 (646,713)
Citation 6

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

15.

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
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aggregate loss, investor characteristics, investor sophistication, retail investors, stock holdings, underdiversification