Professor
Department of Economics and Business Economics
Fuglesangs Allé 4
building 2631, 139
8210 Aarhus V
Denmark
Phone: +4587166074
Professor
Member of section: Accounting and Finance
Research Secretary: Pernille Vorsø Jachobsen
Research and teaching interests
Empirical finance, Asset pricing, Financial econometrics
Selected publications
Search and Predictability of Prices in the Housing Market, with Stig Vinther Møller, Allan Timmermann and Erik Christian Montes Schütte. Management Science, forthcoming.
A new index of housing sentiment, with Lasse Bork and Stig Vinther Møller. Management Science 66, 2020, 1563-1583. Housing sentiment index is available for download here.
Testing for explosive bubbles in the presence of autocorrelated innovations, with Erik Christian Montes Schütte. Journal of Empirical Finance 58, 2020, 207-255. MATLAB programs implementing the bootstrap tests are available for download here.
The log-linear return approximation, bubbles, and return predictability, with Tom Engsted and Carsten Tanggaard. Journal of Financial and Quantitative Analysis 47, 2012, 643-665.
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Research output: Working paper/Preprint › Working paper › Research › peer-review
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
ID: 10042164