Jesper Rangvid

Economics and Econometrics · 2001–2007

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 38 citations into it; #5,814 of 23,481 by trust here, #6,470 by citations
• Finance — 29 citations into it; #2,710 of 10,518 by trust here, #2,555 by citations
• Accounting — 20 citations into it; #5,764 of 8,970 by trust here, #4,788 by citations

Whom Jesper Rangvid trusts overall

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

1. Rossen Valkanov
2. Martin Lettau
3. John Y. Campbell
4. Sydney C. Ludvigson
5. Motohiro Yogo
6. R. Hall
7. Ľuboš Pástor
8. H. DeAngelo
9. O. Lamont
10. Eugene F. Fama

Who trusts Jesper Rangvid overall

1. N. Mylonidis
2. Po-Hsuan Hsu
3. C. Kollias
4. Gurdip Bakshi
5. Tullio Jappelli
6. Antonio I. Garcia Pascual
7. Joakim Westerlund
8. Heikki Lehkonen
9. David E. Rapach

Papers from Jesper Rangvid's perspective

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

1. Long-horizon regressions: theoretical results and applications
2. Are Dividends Disappearing? Dividend Concentration and the Consolidation of Earnings
3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
4. Consumption, aggregate wealth and expected stock returns
5. Efficient Tests of Stock Return Predictability
6. Struggling to Understand the Stock Market
7. The Cross‐Section of Expected Stock Returns
8. Expectation puzzles, time-varying risk premia, and affine models of the term structure
9. Term premia and interest rate forecasts in affine models
10. Instability of Return Prediction Models

Their papers

• Macro variables and international stock return predictability (2005) — 340 citations
• Are Economists More Likely to Hold Stocks (2007) — 192 citations
• Output and expected returns (2006) — 116 citations
• Increasing convergence among European stock markets?: A recursive common stochastic trends analysis (2001) — 158 citations
• Convergence in the ERM and Declining Numbers of Common Stochastic Trends (2002) — 64 citations