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). Forthcoming Management Science.
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.
Copyright © Jesper Rangvid