Carsten Tanggaard

1.0k total citations
24 papers, 622 citations indexed

About

Carsten Tanggaard is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Carsten Tanggaard has authored 24 papers receiving a total of 622 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 12 papers in General Economics, Econometrics and Finance and 9 papers in Economics and Econometrics. Recurrent topics in Carsten Tanggaard's work include Financial Markets and Investment Strategies (14 papers), Monetary Policy and Economic Impact (12 papers) and Market Dynamics and Volatility (6 papers). Carsten Tanggaard is often cited by papers focused on Financial Markets and Investment Strategies (14 papers), Monetary Policy and Economic Impact (12 papers) and Market Dynamics and Volatility (6 papers). Carsten Tanggaard collaborates with scholars based in Denmark, United Kingdom and United States. Carsten Tanggaard's co-authors include Tom Engsted, Jens Perch Nielsen, Thomas Pedersen, Daniel G. Weaver, Amber Anand, M. C. Jones, Wei Yu, David C. Porter, Oliver B. Linton and Catherine Donnelly and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and International Review of Financial Analysis.

In The Last Decade

Carsten Tanggaard

24 papers receiving 550 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Carsten Tanggaard Denmark 12 467 322 302 103 61 24 622
Georgios Skoulakis United States 13 384 0.8× 304 0.9× 168 0.6× 82 0.8× 36 0.6× 26 548
Paul Schneider Switzerland 15 655 1.4× 299 0.9× 126 0.4× 83 0.8× 29 0.5× 48 719
Pok‐sang Lam United States 10 528 1.1× 593 1.8× 337 1.1× 153 1.5× 20 0.3× 14 784
Jean‐Paul Renne Switzerland 17 579 1.2× 538 1.7× 566 1.9× 47 0.5× 22 0.4× 61 946
Rohan Christie‐David United States 11 382 0.8× 410 1.3× 200 0.7× 68 0.7× 23 0.4× 37 579
H. Gifford Fong United States 9 569 1.2× 175 0.5× 177 0.6× 57 0.6× 27 0.4× 21 647
Yiu Kuen Tse Singapore 12 375 0.8× 380 1.2× 150 0.5× 69 0.7× 22 0.4× 39 489
Peter Praetz Australia 11 489 1.0× 466 1.4× 132 0.4× 58 0.6× 53 0.9× 29 662
Ioannis D. Vrontos Greece 13 488 1.0× 393 1.2× 193 0.6× 54 0.5× 65 1.1× 49 640
Ren‐Raw Chen United States 16 1.2k 2.6× 364 1.1× 393 1.3× 187 1.8× 23 0.4× 74 1.3k

Countries citing papers authored by Carsten Tanggaard

Since Specialization
Citations

This map shows the geographic impact of Carsten Tanggaard's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Carsten Tanggaard with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Carsten Tanggaard more than expected).

Fields of papers citing papers by Carsten Tanggaard

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Carsten Tanggaard. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Carsten Tanggaard. The network helps show where Carsten Tanggaard may publish in the future.

Co-authorship network of co-authors of Carsten Tanggaard

This figure shows the co-authorship network connecting the top 25 collaborators of Carsten Tanggaard. A scholar is included among the top collaborators of Carsten Tanggaard based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Carsten Tanggaard. Carsten Tanggaard is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Donnelly, Catherine, Martin Englund, Jens Perch Nielsen, & Carsten Tanggaard. (2013). Asymmetric Information, Self‐selection, and Pricing of Insurance Contracts: The Simple No‐Claims Case. Journal of Risk & Insurance. 81(4). 757–780. 7 indexed citations
2.
Engsted, Tom, Thomas Pedersen, & Carsten Tanggaard. (2011). Pitfalls in VAR based return decompositions: A clarification. Journal of Banking & Finance. 36(5). 1255–1265. 82 indexed citations
3.
Anand, Amber, Carsten Tanggaard, & Daniel G. Weaver. (2009). Paying for Market Quality. Journal of Financial and Quantitative Analysis. 44(6). 1427–1457. 58 indexed citations
4.
Porter, David C., Carsten Tanggaard, Daniel G. Weaver, & Wei Yu. (2007). Dispersed Trading and the Prevention of Market Failure: the Case of the Copenhagen Stock Exchange. European Financial Management. 14(2). 243–267. 10 indexed citations
5.
Engsted, Tom & Carsten Tanggaard. (2006). The comovement of US and German bond markets. International Review of Financial Analysis. 16(2). 172–182. 24 indexed citations
6.
Engsted, Tom, et al.. (2005). A new daily dividend-adjusted index for the Danish stock market, 1985–2002: construction, statistical properties, and return predictability. Research in International Business and Finance. 19(1). 53–70. 6 indexed citations
7.
Engsted, Tom & Carsten Tanggaard. (2004). The Comovement of US and UK Stock Markets. European Financial Management. 10(4). 593–607. 44 indexed citations
8.
Engsted, Tom & Carsten Tanggaard. (2004). Speculative Bubbles in Stock Prices? Tests Based on the Price-Dividend Ratio. SSRN Electronic Journal. 26 indexed citations
9.
Tanggaard, Carsten. (2003). Errors in Trade Classification: Consequences and Remedies. SSRN Electronic Journal. 7 indexed citations
10.
Engsted, Tom & Carsten Tanggaard. (2002). The Comovement of US and UK Stock Markets. SSRN Electronic Journal. 7 indexed citations
11.
Nielsen, Jens Perch & Carsten Tanggaard. (2001). Boundary and Bias Correction in Kernel Hazard Estimation. Scandinavian Journal of Statistics. 28(4). 675–698. 53 indexed citations
12.
Engsted, Tom, et al.. (2001). Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. RePEc: Research Papers in Economics. 1 indexed citations
13.
Engsted, Tom & Carsten Tanggaard. (2001). The Danish stock and bond markets: comovement, return predictability and variance decomposition. Journal of Empirical Finance. 8(3). 243–271. 55 indexed citations
14.
Engsted, Tom & Carsten Tanggaard. (2000). The Relation Between Asset Returns and Inflation at Short and Long Horizons. SSRN Electronic Journal. 11 indexed citations
15.
Linton, Oliver B., Enno Mammen, Jens Perch Nielsen, & Carsten Tanggaard. (2000). Yield Curve Estimation by Kernel Smoothing Methods. SSRN Electronic Journal. 9 indexed citations
16.
Engsted, Tom & Carsten Tanggaard. (2000). The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition. SSRN Electronic Journal. 8 indexed citations
17.
Engsted, Tom & Carsten Tanggaard. (1999). Risikopræmien på danske aktier. Nationaløkonomisk tidsskrift. 137(2). 164–177. 3 indexed citations
18.
Tanggaard, Carsten. (1997). Nonparametric Smoothing of Yield Curves. Review of Quantitative Finance and Accounting. 9(3). 251–267. 23 indexed citations
19.
Engsted, Tom & Carsten Tanggaard. (1994). Cointegration and the US term structure. Journal of Banking & Finance. 18(1). 167–181. 84 indexed citations
20.
Engsted, Tom & Carsten Tanggaard. (1994). A cointegration analysis of Danish zero-coupon bond yields. Applied Financial Economics. 4(4). 265–278. 13 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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