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


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.


Time-varying capital requirements and disclosure rules. Effects on capitalization and lending decisions (With Bjorn Imbierowicz and Jonas Kragh). Journal of Money, Credit and Banking, Vol. 50, no. 4, 573-602, 2018. Lead article.


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.


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.


Determinants of the Implied Shadow Exchange Rates from a Target Zone (with Carsten Sørensen). European Economic Review, Vol. 45(9), pp. 1665-1696, 2001.

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