Thomas Quistgaard Pedersen

Thomas Quistgaard Pedersen

Aarhus Universitet

H-index: 13

Europe-Denmark

About Thomas Quistgaard Pedersen

Thomas Quistgaard Pedersen, With an exceptional h-index of 13 and a recent h-index of 11 (since 2020), a distinguished researcher at Aarhus Universitet, specializes in the field of Empirical finance, Asset pricing, Financial Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

House price bubbles under the COVID-19 pandemic

Search and predictability of prices in the housing market

Disappearing money illusion

House Price Bubbles under the COVID-19 Pandemic: House Price Bubbles under the COVID-19 Pandemic

Testing for explosive bubbles in the presence of autocorrelated innovations

A new index of housing sentiment

Countercyclical expected returns

Thomas Quistgaard Pedersen Information

University

Position

Department of Economics and Business Economics

Citations(all)

831

Citations(since 2020)

432

Cited By

558

hIndex(all)

13

hIndex(since 2020)

11

i10Index(all)

13

i10Index(since 2020)

11

Email

University Profile Page

Aarhus Universitet

Google Scholar

View Google Scholar Profile

Thomas Quistgaard Pedersen Skills & Research Interests

Empirical finance

Asset pricing

Financial Econometrics

Top articles of Thomas Quistgaard Pedersen

Title

Journal

Author(s)

Publication Date

House price bubbles under the COVID-19 pandemic

Journal of Empirical Finance

Jacob H Hansen

Stig V Møller

Thomas Q Pedersen

Christian M Schütte

2024/1/1

Search and predictability of prices in the housing market

Management Science

Stig Vinther Møller

Thomas Pedersen

Erik Christian Montes Schütte

Allan Timmermann

2024/1

Disappearing money illusion

Available at SSRN 3233425

Tom Engsted

Thomas Quistgaard Pedersen

2023/3/21

House Price Bubbles under the COVID-19 Pandemic: House Price Bubbles under the COVID-19 Pandemic

Jacob Hald Hansen

Stig Vinther Møller

Thomas Quistgaard Pedersen

Erik Christian Montes Schütte

2022

Testing for explosive bubbles in the presence of autocorrelated innovations

Journal of Empirical Finance

Thomas Quistgaard Pedersen

Erik Christian Montes Schütte

2020/9/1

A new index of housing sentiment

Management Science

Lasse Bork

Stig V Møller

Thomas Q Pedersen

2020/4

Countercyclical expected returns

Available at SSRN 3555481

Stig Vinther Møller

Thomas Quistgaard Pedersen

Sigurd Steffensen

2020/3/16

See List of Professors in Thomas Quistgaard Pedersen University(Aarhus Universitet)

Co-Authors

H-index: 34
Tom Engsted

Tom Engsted

Aarhus Universitet

H-index: 7
Erik Christian Montes Schütte

Erik Christian Montes Schütte

Aarhus Universitet

academic-engine