Carsten Tanggaard : Citation Profile

Deceased: 2024-11-15

11

H index

11

i10 index

464

Citations

RESEARCH PRODUCTION:

14

Articles

6

Papers

RESEARCH ACTIVITY:

   20 years (1994 - 2014). See details.
   Cites by year: 23
   Journals where Carsten Tanggaard has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 3 (0.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta77
   Updated: 2026-01-03    RAS profile:    
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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)

Mallucci, Enrico (15)

LINTON, OLIVER (11)

Nitschka, Thomas (7)

Kontonikas, Alexandros (6)

Zekaite, Zivile (6)

Tiwari, Aviral (6)

Giglio, Stefano (5)

Cites to:

Campbell, John (16)

Engsted, Tom (14)

Shiller, Robert (9)

Mankiw, N. Gregory (6)

Hodrick, Robert (5)

Bekaert, Geert (4)

Marshall, David (3)

Johansen, Soren (3)

Kilian, Lutz (3)

Weil, David (2)

Jorion, Philippe (2)

Main data

Where Carsten Tanggaard has published?

Journals with more than one article published# docs
European Financial Management2
Journal of Banking & Finance2
Journal of Financial and Quantitative Analysis2

Recent works citing Carsten Tanggaard (2025 and 2024)

YearTitle of citing document
2025Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2401.16286.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2025Do market makers matter for price efficiency?—Evidence from China’s Sci-Tech Innovation Board. (2025). Li, Jianyu ; Kong, AO. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925003953.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2025Subjective expectations and house prices. (2025). Eriksen, Jonas N ; Bro, Jeppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002917.

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2024Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2025The role of market makers in hybrid markets. (2025). Kong, AO ; Zhang, Jinqing ; Li, Jiayi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001027.

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2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

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2025Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries. (2025). Resta, Marina ; Castello, Oleksandr. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10619-z.

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2025The influence of short-term subjective expectations on stock price movements. (2025). Schmidt, Johannes. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:3:d:10.1007_s11408-025-00469-6.

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2024Analyzing the Impact of Inflation on the UK Stock Market: A Focus on the FTSE 100 Index. (2024). Ma, Nana. In: MPRA Paper. RePEc:pra:mprapa:125301.

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2024The impact of designated market-makers on liquidity in frontier markets: Evidence from Zagreb and Ljubljana Stock Exchanges. (2024). Matek, Petar ; Galia, Maa. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:42:y:2024:i:1:p:95-121.

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2025Optimal asset allocation and nonlinear return predictability from the dividend-price ratio. (2025). Timmermann, Allan ; Pedersen, Thomas Quistgaard ; Sarkar, Anindo ; Ghezzi, Fabrizio. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06332-7.

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2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

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Works by Carsten Tanggaard:

YearTitleTypeCited
2007Local Linear Density Estimation for Filtered Survival Data, with Bias Correction In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010Pitfalls in VAR based return decompositions: A clarification In: CREATES Research Papers.
[Full Text][Citation analysis]		paper75
2012Pitfalls in VAR based return decompositions: A clarification.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		article
2010The log-linear return approximation, bubbles, and predictability In: CREATES Research Papers.
[Full Text][Citation analysis]		paper45
2012The Log-Linear Return Approximation, Bubbles, and Predictability.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2004The Comovement of US and UK Stock Markets In: European Financial Management.
[Full Text][Citation analysis]		article36
2008Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article7
2014Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article0
2001Boundary and Bias Correction in Kernel Hazard Estimation In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article24
2000Yield Curve Estimation by Kernel Smoothing Methods In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper24
2001Yield curve estimation by kernel smoothing methods.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2000Yield curve estimation by kernel smoothing methods.(2000) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2009Paying for Market Quality In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article37
2001The Danish stock and bond markets: comovement, return predictability and variance decomposition In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article34
2007The comovement of US and German bond markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article22
2002The relation between asset returns and inflation at short and long horizons In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article35
1994Cointegration and the US term structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article107
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.
[Full Text][Citation analysis]		article3
1997Nonparametric Smoothing of Yield Curves. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article14
1998Estimating yield curves by Kernel smoothing methods In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1

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