Research output per year
Research output per year
Personal profile
Research
Thomas' research interests revolve around financial economics and more specifically pricing of financial and real assets, including real estate. He has a particular interest in understanding price movements over time, including the formation of bubbles.
Profile
Thomas Quistgaard Pedersen is a Professor at the Department of Economics and Business Economics, Aarhus University. He holds a PhD in Economics and Management from Aarhus University (2010) and currently serves as the Head of Department.
Teaching
Thomas has taught various courses in financial economics, including Empirical Finance, Empirical Asset Pricing and Quantitative Financial Economics. He has taught courses on both bachelor, master and PhD level and supervised numerous theses.
Areas of expertise
- Financial economics
- Asset pricing
- Bubbles
- Housing markets
Fingerprint
Dive into the research topics where Thomas Quistgaard Pedersen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
-
Search and Predictability of Prices in the Housing Market
Møller, S. V., Pedersen, T. Q., Montes Schütte, E. C. & Timmermann, A., Jan 2024, In: Management Science. 70, 1, p. 415–438 24 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
7 Citations (Scopus) -
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, T. Q. & Schütte, E. C. M., Sept 2020, In: Journal of Empirical Finance. 58, p. 207-225Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile13 Citations (Scopus)177 Downloads (Pure) -
A new index of housing sentiment
Bork, L., Møller, S. V. & Pedersen, T. Q., Apr 2020, In: Management Science. 66, 4, p. 1563-1583 21 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile34 Citations (Scopus)201 Downloads (Pure) -
House price bubbles under the COVID-19 pandemic
Hansen, J. H., Møller, S. V., Pedersen, T. Q. & Schütte, C. M., Jan 2024, In: Journal of Empirical Finance. 75, 101462.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access2 Citations (Scopus) -
Optimal asset allocation and nonlinear return predictability from the dividend-price ratio
Ghezzi, F., Sarkar, A., Pedersen, T. Q. & Timmermann, A., Dec 2025, In: Annals of Operations Research. 346, 31 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access