Here are some of my publications. My CV contains the full list.

How do interest-only mortgages affect consumption and saving over the life cycle? (With Linda S. Larsen, Claus Munk, and Rikke S. Nielsen). Management Science, Vol. 70, no. 3, 1970-1991, 2024.

How important is affiliation between mutual funds and distributors for fund flows? (With Bjarne Florentsen, Ulf Nielsson, Peter Raahauge). Review of Finance, Vol. 26, no. 4, 971-1009, 2022.

Global economic growth and expected returns around the world: The end-of-the-year effect (with Stig V. Moeller). Management Science, Vol. 64, no. 2, 573-591, 2018.

Capital market integration and consumption risk sharing over the long run (with Pedro Santa-Clara and Maik Schmeling). Journal of International Economics, Vol. 103, 27-43, 2016.

End-of-the-year economic growth and time-varying expected returns (with Stig V. Moeller). Journal of Financial Economics, Vol. 115, no. 1, 136-154, 2015. Updated 1948-2020 data

Dividend predictability around the world (with Maik Schmeling and Andreas Schrimpf). Journal of Financial and Quantitative Analysis, Vol. 49, 1255-1277, 2014.

Are economists more likely to hold stocks? (with Juanna Schrøter Joensen and Charlotte Christiansen). Review of Finance, Vol. 12, no. 3, 465-496, 2008.

Output and expected returns. Journal of Financial Economics, Vol. 81, no. 3, pp. 595-624, 2006.

Macro variables and international stock return predictability (with David E. Rapach and Mark E. Wohar). International Journal of Forecasting, Vol. 21, no. 1, pp. 137-166, 2005.