Thomas Quistgaard Pedersen

Economics and Econometrics · 2009–2015

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 36 citations into it
• Finance — 34 citations into it
• Accounting — 15 citations into it
• Management Science and Operations Research — 5 citations into it
• Strategy and Management — 5 citations into it

Whom Thomas Quistgaard Pedersen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John Y. Campbell
2. Long Chen
3. Eugene F. Fama
4. Tom Engsted
5. Peter C. B. Phillips
6. Kenneth R. French
7. Motohiro Yogo

Papers from Thomas Quistgaard Pedersen's perspective

Ordered by how strongly the researchers Thomas Quistgaard Pedersen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Efficient Tests of Stock Return Predictability
2. Consumption-Based Asset Pricing
3. Presidential Address: Discount Rates
4. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
5. Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.
6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
7. Book‐to‐Market Equity, Distress Risk, and Stock Returns
8. Default Risk in Equity Returns
9. In Search of Distress Risk (Social Science Research Network)
10. The Determinants of Credit Spread Changes

Their papers

• The Log-Linear Return Approximation, Bubbles, and Predictability (2012) — 76 citations
• Explosive bubbles in house prices? Evidence from the OECD countries (2015) — 144 citations
• The dividend-price ratio does predict dividend growth: International evidence (2009) — 115 citations