Thomas Quistgaard Pedersen : Citation Profile

Are you Thomas Quistgaard Pedersen?

Aarhus Universitet (50% share)
Aarhus Universitet (50% share)

9

H index

9

i10 index

289

Citations

RESEARCH PRODUCTION:

9

Articles

13

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 32
   Journals where Thomas Quistgaard Pedersen has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 12 (3.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe342
   Updated: 2023-05-27    RAS profile: 2017-04-27    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Quistgaard Pedersen.

Is cited by:

GUPTA, RANGAN (16)

Cenedese, Gino (10)

Mallucci, Enrico (10)

Nitschka, Thomas (8)

Wohar, Mark (7)

Lansing, Kevin (6)

Martínez García, Enrique (6)

Schrimpf, Andreas (6)

Schmeling, Maik (6)

Gelain, Paolo (6)

Bago, Jean-Louis (6)

Cites to:

Campbell, John (48)

Engsted, Tom (21)

Shiller, Robert (15)

Cochrane, John (13)

Mayer, Christopher (9)

Sinai, Todd (9)

Viceira, Luis (7)

Bekaert, Geert (7)

Ang, Andrew (6)

French, Kenneth (6)

Polk, Christopher (5)

Main data

Where Thomas Quistgaard Pedersen has published?

Journals with more than one article published# docs
Journal of Empirical Finance2

Recent works citing Thomas Quistgaard Pedersen (2022 and 2021)

YearTitle of citing document
2021Active labour market policies for the long-term unemployed: New evidence from causal machine learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: Papers. RePEc:arx:papers:2106.10141.

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2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

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2021Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK. (2021). Meunier, Baptiste ; Pouget, Sylvain ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:827.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2021Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539.

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2021.

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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2022Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending. (2022). Melecký, Martin ; Pfeifer, Lukas ; Szabo, Milan ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/3.

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2021Search and Predictability of Prices in the Housing Market. (2021). Schütte, Erik Christian ; Timmermann, Allan ; Montes, Erik Christian ; Pedersen, Thomas ; Moller, Stig. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15875.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

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2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122.

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2022Forecasting crash risk in U.S. bank returns—The role of credit booms. (2022). Mansur, Iqbal ; Mihai, Marius M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s092911992200116x.

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2022Long- and short-term price behaviors in presale housing markets in Taiwan. (2022). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Che-Chun ; Wang, Wen-Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:350-364.

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2021A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices. (2021). Greenaway-McGrevy, Ryan ; Sorensen, Kade. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000742.

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2022Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460.

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2022A re-examination of housing bubbles: Evidence from European countries. (2022). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000334.

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2021Do financial variables help predict the conditional distribution of the market portfolio?. (2021). Zamenjani, Azam Shamsi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:327-345.

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2022Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260.

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2022Stock price movements: Evidence from global equity markets. (2022). Doan, Bao ; Lan, Chunhua. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:123-143.

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2022Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

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2021Stock Return Predictability: Evidence Across US Industries. (2021). Thuy, Quynh Thi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320302646.

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2021Time-varying spillovers between housing sentiment and housing market in the United States?. (2021). GUPTA, RANGAN ; André, Christophe ; Gabauer, David ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

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2022Predicting returns and dividend growth — The role of non-Gaussian innovations. (2022). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003445.

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2022A reconsideration of the failure of uncovered interest parity for the U.S. dollar. (2022). Xiang, Nan ; Wang, Mengqi ; Kazakova, Katya ; Engel, Charles. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000344.

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2022Return decomposition over the business cycle. (2022). Cenesizoglu, Tolga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001881.

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2021Frequency dependent risk. (2021). Varneskov, Rasmus T ; Neuhierl, Andreas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:644-675.

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2021Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

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2022Monetary policy expectation errors. (2022). , Sigurd ; Schrimpf, Andreas ; Schmeling, Maik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:841-858.

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2021Housing and household consumption: An investigation of the wealth and collateral effects. (2021). Suari-Andreu, Eduard. In: Journal of Housing Economics. RePEc:eee:jhouse:v:54:y:2021:i:c:s105113772100036x.

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2021The interaction of actual and fundamental house prices: A general model with an application to Sweden. (2021). Sorensen, Peter Birch ; Bergman, Michael U. In: Journal of Housing Economics. RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000425.

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2021Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2021The FOMC Risk Shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39.

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2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears. (2021). Hussain, Syed Jawad ; Mbarki, Imen ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514.

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2022The first real estate bubble? Land prices and rents in medieval England c. 1300–1500. (2022). Killick, Helen ; Brooks, Chris ; Bell, Adrian R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000885.

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2021Does UK social housing affect housing prices and economic growth? An application of the ARDL model. (2021). Liu, C ; Chorley, F. In: Economic Issues Journal Articles. RePEc:eis:articl:121chorley.

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2022.

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2021Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic. (2021). Shi, Kai. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:112-:d:512945.

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2021Volatility Spillover and International Contagion of Housing Bubbles. (2021). Bago, Jean-Louis ; Akakpo, Koffi ; Ouedraogo, Ernest ; Rherrad, Imad. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:287-:d:580531.

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2021Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities. (2021). Metelski, Dominik ; Sobieraj, Janusz. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:412-:d:627347.

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2021House Price Forecasting from Investment Perspectives. (2021). Ouysse, Rachida ; Mangioni, Vince ; Shi, Song ; Rabhi, Fethi ; Herath, Shanaka ; Ge, Xin Janet. In: Land. RePEc:gam:jlands:v:10:y:2021:i:10:p:1009-:d:643593.

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2022House Price Bubble Detection in Ukraine. (2022). Shmygel, Alona. In: IHEID Working Papers. RePEc:gii:giihei:heidwp22-2022.

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2022Stock Return Predictability: Evaluation based on interval forecasts. (2022). Darne, Olivier ; Kim, Jae ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03656310.

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2021Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2021_010.

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2021Active Labour Market Policies for the Long-Term Unemployed: New Evidence from Causal Machine Learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: IZA Discussion Papers. RePEc:iza:izadps:dp14486.

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2021High-Frequency Volatility Forecasting of US Housing Markets. (2021). Wohar, Mark ; GUPTA, RANGAN ; Lesame, Keagile ; Segnon, Mawuli. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09745-w.

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2021The application of proxy methods for estimating the cost of equity for unlisted companies: evidence from listed firms. (2021). Cayon, Edgardo ; Sandoval, Juan S ; Sadeghi, Mehdi ; Sarmiento, Julio. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00968-3.

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2023Investor sentiment and bitcoin prices. (2023). Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01086-4.

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2021Bubbling Away: Forecasting Real Estate Prices, Rents, and Bubbles in a Transition Economy. (2021). Cheng, Enoch ; Becker, Charles ; An, Galina. In: Comparative Economic Studies. RePEc:pal:compes:v:63:y:2021:i:2:d:10.1057_s41294-020-00138-9.

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2021Are Real Estate Prices Evolving into an Asset Price Bubble?. (2021). Kloppenburg, Wolfgang. In: ACTA VSFS. RePEc:prf:journl:v:15:y:2021:i:1:p:36-48.

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2021Turkish Housing Market Dynamics: An Estimated DSGE Model. (2021). Avrendi, Mehmet ; Yaldaram, Mustafa Ozan. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:15:y:2021:i:2:p:238-267.

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2021Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690.

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2021The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth. (2021). Rambaccussing, Dooruj. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:9:d:10.1007_s43546-021-00116-y.

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2022Modifications on Book-Valued Ratios. (2022). Georgiou, Catherine. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:15:y:2022:i:3:p:24-37.

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2021Active labour market policies for the long-term unemployed: New evidence from causal machine learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: Economics Working Paper Series. RePEc:usg:econwp:2021:08.

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2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2021). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202108.

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2021Housing Yields. (2021). Colonnello, Stefano ; Xiong, Qizhou ; Marf, Roberto . In: Working Papers. RePEc:ven:wpaper:2021:21.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2022Early Real Estate Indicators during the COVID-19 Crisis. (2022). Miriam, Steurer ; Norbert, Pfeifer. In: Journal of Official Statistics. RePEc:vrs:offsta:v:38:y:2022:i:1:p:319-351:n:9.

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2022The role of investor sentiment in forecasting housing returns in China: A machine learning approach. (2022). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:8:p:1725-1740.

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2021Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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2022The role of textual analysis in oil futures price forecasting based on machine learning approach. (2022). Chen, Qiyang ; Guan, Keqin ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1987-2017.

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2021The FOMC risk shift. (2021). Schmeling, Maik ; Kroencke, Tim-Alexander ; Schrimpf, Andreas. In: SAFE Working Paper Series. RePEc:zbw:safewp:302.

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Works by Thomas Quistgaard Pedersen:

YearTitleTypeCited
2008Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper10
2012Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model.(2012) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2008Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2009The dividend-price ratio does predict dividend growth: International evidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper30
2010The dividend-price ratio does predict dividend growth: International evidence.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2010Pitfalls in VAR based return decompositions: A clarification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper63
2012Pitfalls in VAR based return decompositions: A clarification.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 63		article
2010The log-linear return approximation, bubbles, and predictability In: CREATES Research Papers.
[Full Text][Citation analysis]		paper33
2012The Log-Linear Return Approximation, Bubbles, and Predictability.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		article
2010Predictable return distributions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2015Predictable Return Distributions.(2015) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 19		article
2011Bias-correction in vector autoregressive models: A simulation study In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2014Bias-Correction in Vector Autoregressive Models: A Simulation Study.(2014) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2012Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries In: CREATES Research Papers.
[Full Text][Citation analysis]		paper21
2015Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries.(2015) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2013Housing market volatility in the OECD area: Evidence from VAR based return decompositions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
2014Housing market volatility in the OECD area: Evidence from VAR based return decompositions.(2014) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 6		article
2015Explosive bubbles in house prices? Evidence from the OECD countries In: CREATES Research Papers.
[Full Text][Citation analysis]		paper63
2016Explosive bubbles in house prices? Evidence from the OECD countries.(2016) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		article
2016The predictive power of dividend yields for future infl?ation: Money illusion or rational causes? In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2016A New Index of Housing Sentiment In: CREATES Research Papers.
[Full Text][Citation analysis]		paper25
2017Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7

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