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Jesper Rangvid

professor with special responsibilities , MSc, Ph.D.
Jesper Rangvid

Department of Finance

Solbjerg Plads 3, A5
2000 Frederiksberg
Denmark

Fax:+ 45 3815 3600
E-mail: jr.fi@cbs.dk

Leave of absence: Sept. 2009 - Juli 2010


Link to this homepage: uk.cbs.dk/staff/JRangvid


International Finance

Asset Pricing

Primary research areas

  • International Finance
  • Return predictability
  • Stock market participation decisions of individual investors
  • Mutual funds – costs of mutual fund investments


Selected publications

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, no. 9, pp. 1665-1696, 2001.

Increasing Convergence among European Stock Markets? - a recursive common stochastic trends analysis. Economics Letters, Vol. 71, no 3, pp. 383-389, 2001.



Last updated by Betina Thestrup 29/09/2009