Carsten Tanggaard : Citation Profile


Are you Carsten Tanggaard?

Aarhus Universitet

10

H index

10

i10 index

355

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   16 years (1994 - 2010). See details.
   Cites by year: 22
   Journals where Carsten Tanggaard has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 3 (0.84 %)

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   Permalink: http://citec.repec.org/pta77
   Updated: 2020-07-04    RAS profile: 2011-02-05    
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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 Carsten Tanggaard.

Is cited by:

Engsted, Tom (24)

Pedersen, Thomas (18)

Cenedese, Gino (15)

Mallucci, Enrico (15)

Kontonikas, Alexandros (9)

Zekaite, Zivile (6)

LINTON, OLIVER (6)

Campbell, John (5)

Jondeau, Eric (5)

Thornton, Daniel (5)

Giglio, Stefano (4)

Cites to:

Campbell, John (16)

Engsted, Tom (12)

Shiller, Robert (11)

Hodrick, Robert (5)

Bekaert, Geert (4)

Mankiw, N. Gregory (4)

Mishkin, Frederic (3)

Johansen, Soren (3)

Kilian, Lutz (3)

Marshall, David (3)

Goetzmann, William (2)

Main data


Where Carsten Tanggaard has published?


Journals with more than one article published# docs
European Financial Management2

Recent works citing Carsten Tanggaard (2018 and 2017)


YearTitle of citing document
2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

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2018Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2018Estimating Chinese Treasury yield curves with Bayesian smoothing splines. (2018). Tong, Xiaojun ; Sun, Dongchu ; He, Zhuoqiong Chong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:94-124.

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2017A tale of fat tails. (2017). Dave, Chetan ; Malik, Samreen. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317.

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2019Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2019Conditional tail risk measures for the skewed generalised hyperbolic family. (2019). Landsman, Zinoviy ; Ignatieva, Katja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:98-114.

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2019Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017Designated market makers still matter: Evidence from two natural experiments. (2017). Clark-Joseph, Adam D ; Zi, Chao ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:652-667.

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2018An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

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2018When do CDS spreads lead? Rating events, private entities, and firm-specific information flows. (2018). Lee, Jongsub ; Velioglu, Guner ; Naranjo, Andy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:556-578.

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2020Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2018A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

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2018Do enterprise–bank relationships improve market quality? Evidence from Taiwan. (2018). Wang, Ming-Chang ; Chiang, Hsin-Chieh ; Ding, Yu-Jia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:79-91.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2019Regional and global integration of Asian stock markets. (2019). Ferreira, Paulo ; Vieira, Isabel ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:357-368.

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2018An Intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69634.

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2019Sustainability of the Brazilian public pebt an analysis using multicointegration. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:805.

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2019Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:806.

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2018Global Financial Cycles and Risk Premiums. (2018). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Ward, Felix. In: Working Paper Series. RePEc:fip:fedfwp:2018-05.

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2017Comparison of the Predictive Ability of Single and Multi-Regime Models of Stock Market Dynamics. (2017). Zyamalov, Vadim ; Ye, Vadim. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170206:p:64-75.

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2019Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

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2019Stock returns and inflation: a tale of two periods in India. (2019). Dar, Arif ; Bhanja, Niyati. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:4:d:10.1007_s10644-018-9231-z.

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2018The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change. (2018). Nor, Fauzias Mat ; Jafarian, Mohsen ; Ibrahim, Izani. In: Capital Markets Review. RePEc:mfa:journl:v:26:y:2018:i:1:p:56-72.

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2020Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4.

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2020Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. (2020). Ito, Takatoshi ; Yamada, Masahiro. In: NBER Working Papers. RePEc:nbr:nberwo:27036.

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2019Non-stationary dividend-price ratios. (2019). POLIMENIS, VASSILIS ; Neokosmidis, Ioannis. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00143-3.

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2018Zero-coupon yields estimated by zero-degree splines. (2018). Simerský, Mojmír. In: MPRA Paper. RePEc:pra:mprapa:86268.

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2018Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements. (2018). Lee, Kiryoung ; Jo, Chanik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:118-134.

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2018The impact of monetary policy on local housing markets: Do regulations matter?. (2018). Sun, Xiaojin ; Tsang, Kwok Ping. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1255-0.

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2019The puzzling relationship between stocks return and inflation: a review article. (2019). Asgari, Mohsen ; Madadpour, Somayeh. In: International Review of Economics. RePEc:spr:inrvec:v:66:y:2019:i:2:d:10.1007_s12232-019-00317-w.

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2018On the Dynamics of Inflation-Stock Returns in India. (2018). Bhandari, Avishek ; Bandi, Kamaiah . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0075-6.

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2019What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets. (2019). Nitschka, Thomas ; Haab, David R. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:155:y:2019:i:1:d:10.1186_s41937-019-0045-3.

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2017Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes. (2017). Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:18:p:1794-1807.

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2017Predictability of structural co-movement in commodity prices: the role of technical indicators. (2017). Yin, Libo ; Su, Zhi ; Yang, Qingyuan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:5:p:795-812.

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2019Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa. (2019). Gossel, Sean J ; Mutize, Misheck. In: Journal of African Business. RePEc:taf:wjabxx:v:20:y:2019:i:1:p:135-152.

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2018Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen . In: Other publications TiSEM. RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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2019Treasuries variance decomposition and the impact of monetary policy. (2019). Zekaite, Zivile ; Nolan, Charles ; Lamla, Michael ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1506-1519.

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2019Paying for market liquidity: Competition and incentives. (2019). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:247.

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Works by Carsten Tanggaard:


YearTitleTypeCited
2010Pitfalls in VAR based return decompositions: A clarification In: CREATES Research Papers.
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paper52
2010The log-linear return approximation, bubbles, and predictability In: CREATES Research Papers.
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paper38
2004The Comovement of US and UK Stock Markets In: European Financial Management.
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article32
2008Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange In: European Financial Management.
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article6
2009Paying for Market Quality In: Journal of Financial and Quantitative Analysis.
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article24
2001Yield curve estimation by kernel smoothing methods In: Journal of Econometrics.
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article17
2001The Danish stock and bond markets: comovement, return predictability and variance decomposition In: Journal of Empirical Finance.
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article28
2007The comovement of US and German bond markets In: International Review of Financial Analysis.
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article17
2002The relation between asset returns and inflation at short and long horizons In: Journal of International Financial Markets, Institutions and Money.
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article26
1994Cointegration and the US term structure In: Journal of Banking & Finance.
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article101
2005A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability In: Research in International Business and Finance.
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article3
1997Nonparametric Smoothing of Yield Curves. In: Review of Quantitative Finance and Accounting.
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article11

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