Department of Finance

  • Denmark

Research Output 1987 2020

2020

Cross-program Differences in Returns to Education and the Gender Earnings Gap

Andersen, S., d’Astous, P., Martínez-Correa, J. & Shore, S. H., 2020, Atlanta, GA: CEAR, Georgia State University, 64 p. (Working paper / Center for Economic Analysis of Risk (CEAR); No. 2020/1).

Research output: Working paperResearch

Open Access

Debt, Innovation, and Growth

Geelen, T., Hajda, J. & Morellec, E., 2020. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Evaluating Private Equity performance using Stochastic Discount Factors

Gredil, O., Sørensen, M. & Waller, W., 2020. 59 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Financially Constrained Strategic Arbitrage

Malkhozov, A. & Venter, G., 2020. 44 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Frequency Dependent Risk

Neuhierl, A. & Varneskov, R. T., 2020. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

FX Premia Around the Clock

Krohn, I., Mueller, P. & Whelan, P., 2020. 48 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

How Important is the Distribution Channel for Mutual Fund Flows?

Florentsen, B., Nielsson, U., Raahauge, P. & Rangvid, J., 2020. 53 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Managerial Biases and Debt Contract Design: The Case of Syndicated Loans

Adam, T. R., Burg, V., Scheinert, T. & Streitz, D., Jan 2020, In : Management Science. 66, 1, p. 352-375 24 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Responses to Saving Commitments: Evidence from Mortgage Run-offs

Andersen, S., d’Astous, P., Martínez-Correa, J. & Shore, S. H., 2020, Atlanta, GA: CEAR, Georgia State University, 47 p. (Working paper / Center for Economic Analysis of Risk (CEAR); No. 2020/02).

Research output: Working paperResearch

Open Access

The Cost of Capital for Banks

Dick-Nielsen, J., Gyntelberg, J. & Thimsen, C., 2020. 67 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
2019

50 år i pengenes verden

Møller, M., 2019, In : Ajour. 2, p. 4-13 10 p.

Research output: Contribution to journalJournal articleCommunication

Open Access

A Capital Structure Channel of Monetary Policy

Grosse-Rueschkamp, B., Steffen, S. & Streitz, D., Aug 2019, In : Journal of Financial Economics. 133, 2, p. 357-378 22 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Against Average

Gabrielsen, G., 2019, Symposium i anvendt statistik: 28.-30. januar 2019. København: Københavns Universitet, p. 236 1 p.

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Allocation to Anchor Investors, Underpricing, and the After-market Performance of IPOs

Seth, R., Vishwanatha, S. R. & Prasad, D., 2019, In : Financial Management. 48, 1, p. 159-186 28 p.

Research output: Contribution to journalJournal articleResearchpeer-review

A New Order of Financing Investments: Evidence from Acquisitions by India's Listed Firms

Jindal, V. & Seth, R., Oct 2019, In : Journal of Corporate Finance. 58, p. 307-328 22 p.

Research output: Contribution to journalJournal articleResearchpeer-review

An Explanation of Negative Swap Spreads: Demand for Duration from Underfunded Pension Plans

Klingler, S. & Sundaresan, S., Apr 2019, In : Journal of Finance. 74, 2, p. 675-710 36 p.

Research output: Contribution to journalJournal articleResearchpeer-review

ATP: Giver den langsigtede investeringsstrategi øget risiko på den korte bane?

Bechmann, K. L., 2019, In : Finans/Invest. 5, p. 2-4, 30, 39 6 p.

Research output: Contribution to journalEditorialResearch

ATP’s investeringsrisiko og forretningsmodel

Ramlau-Hansen, H., 2019, In : Finans/Invest. 5, p. 13-19 7 p.

Research output: Contribution to journalJournal articleResearchpeer-review

ATP’s udfordringer

Ramlau-Hansen, H., Dec 2019, In : Finans/Invest. 6, p. 28-31 4 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Bandepakker, private bankpakker og objektivt ansvar

Møller, M. & Nielsen, N. C., 21 Jan 2019, In : Berlingske. p. 24-25 2 p.

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Bank Concentration and Product Market Competition

Saidi, F. & Streitz, D., 2019. 45 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Bankerne er for flinke mod alle andre end aktionærerne

Møller, M. & Nielsen, N. C., 28 Nov 2019, In : Berlingske. p. 28

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Open Access

Bankers kapitalomkostninger: Hvad koster mere egenkapital for en bank?

Dick-Nielsen, J., Gyntelberg, J. & Thimsen, C., 2019, In : Finans/Invest. 2, p. 26-31 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Betydningen af brug af den digitale platform MyEconLab

Møller, M., 2019. 1 p.

Research output: Contribution to conferenceConference abstract for conferenceResearchpeer-review

Open Access

Board Diversity and Firm Performance: The Role of Business Group Affiliation

Aggarwal, R., Jindal, V. & Seth, R., Dec 2019, In : International Business Review. 28, 6, 17 p., 101600.

Research output: Contribution to journalJournal articleResearchpeer-review

Can Machine Learning Models Capture Correlations in Corporate Distresses?

Christoffersen, B., Matin, R. & Mølgaard, P., 26 Oct 2019, København: Danmarks Nationalbank, 34 p. (Danmarks Nationalbank. Working Papers; No. 128).

Research output: Working paperResearch

Open Access

Capturing Volatility Persistence: A Dynamically Complete Realized EGARCH-MIDAS Model

Borup, D. & Jakobsen, J. S., Nov 2019, In : Quantitative Finance. 19, 11, p. 1839-1855 17 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P., 2019. 66 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Central Bank Target Rates and Term Structure of Interest Rates: A Study of Six Asia-pacific Countries

Rai, A., Seth, R. & White, N. A., Sep 2019, In : IIMB Management Review. 31, 3, p. 223-237 15 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models

Rønn-Nielsen, A. & Jensen, E. B. V., Mar 2019, In : Journal of Applied Probability. 56, 1, p. 209–222 14 p.

Research output: Contribution to journalJournal articleResearchpeer-review

5 Downloads (Pure)

Comment on: "Testing Hypotheses in Nonparametric Models of Production" by Kneip, Simar, and Wilson (2016, JBES)

Asmild, M., Henningsen, A., Kronborg, D. & Rønn-Nielsen, A., 2019, København: Københavns Universitet, 3 p. (IFRO Working Paper; No. 2019 / 07).

Research output: Working paperResearch

Open Access
File

Conditional Risk

Gormsen, N. J. & Jensen, C. S., 2019. 66 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
8 Downloads (Pure)

Corporate Default Models: Empirical Evidence and Methodological Contributions

Christoffersen, B., 2019, Frederiksberg: Copenhagen Business School [Phd]. 129 p. (Ph.d. Serie; No. 32.2019).

Research output: Book/ReportPh.D. thesisResearch

Open Access
File

Credit Smoothing

Hundtofte, S., Olafsson, A. & Pagel, M., Oct 2019, Cambridge, MA: National Bureau of Economic Research (NBER), 69 p. (National Bureau of Economic Research. Working Paper Series; No. 26354).

Research output: Working paperResearch

Credit Smoothing

Hundtofte, S., Olafsson, A. & Pagel, M., 2019. 62 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Credit Smoothing

Hundtofte, S., Olafsson, A. & Pagel, M., 2019. 60 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Crude Oil Contango Arbitrage and the Floating Storage Decision

Regli, F. & Adland, R., Feb 2019, In : Transportation Research. Part E: Logistics and Transportation Review. 122, p. 100-118 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

28 Downloads (Pure)

Danskernes opsparing - med særligt blik på investeringsforeninger

Rangvid, J., 2019, København: BankInvest. 34 p.

Research output: Book/ReportReportResearch

Open Access
File
58 Downloads (Pure)

DBDS Genomic Cohort, a Prospective and Comprehensive Resource for Integrative and Temporal Analysis of Genetic, Environmental and Lifestyle Factors Affecting Health of Blood Donors

Folkmann Hansen, T., Banasik, K., Erikstrup, C., Pedersen, O. B., Westergaard, D., Chmura, P. J., Nielsen, K., Thørner, L., Hjalgrim, H., Paarup, H., Hørup Larsen, M. A., Petersen, M., Jennum, P., Andersen, S., Nyegaard, M., Jemec, G. B. E., Olesen, J., Werge, T., Johanssond, P. I., Sørensen, E. & 3 others, Brunak, S., Ullum, H. & Burgdorf, K. S., 2019, In : BMJ Open. 9, 6, 7 p., e028401.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Debt, Innovation, and Growth

Geelen, T., Hajda, J. & Morellec, E., 2019. 61 p.

Research output: Contribution to conferencePaperResearch

Open Access

Deflation - måske alligevel ikke så slemt som man ellers tror

Bechmann, K. L., Aug 2019, In : Finans/Invest. 4, p. 2-3 2 p.

Research output: Contribution to journalEditorialResearchpeer-review

Design og velfærdsimplikationer af tvungen pensionsopsparing

Munk, C., 15 Aug 2019, Frederiksberg : PeRCent, Copenhagen Business School.

Research output: Other contributionNet publication - Internet publicationCommunication

Open Access

Det er faktisk ret let at spå

Andersen, S. & Nielsen, H. J., 25 May 2019, In : Berlingske. p. 14

Research output: Contribution to journalContribution to newspaper - Comment/debateCommunication

Direktørlønninger og betydningen af korrekt benchmarking

Bechmann, K. L., Dec 2019, In : Finans/Invest. 6, p. 12-16 5 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Direktørlønninger og en ny efterspurgt vejledning i forbindelse med aktionærrettighedsdirektivet

Bechmann, K. L., Dec 2019, In : Finans/Invest. 6, p. 2-4,11,27 5 p.

Research output: Contribution to journalEditorialResearch

Does Personal Liability Deter Individuals from Serving as Independent Directors? Evidence from a Corporate Governance Reform in India

Naaraayanan, S. L. & Meisner Nielsen, K., 2019. 57 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
2 Downloads (Pure)

Do Financial Misconduct Experiences Spur White-collar Crime?

Andersen, S., Hanspal, T. & Meisner Nielsen, K., 2019. 61 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
File

Do Financial Misconduct Experiences Spur White-Collar Crime?

Andersen, S., Hanspal, T. & Meisner Nielsen, K., 2019. 61 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Economics with Market Liquidity Risk

Acharya, V. V. & Pedersen, L. H., 17 Dec 2019, In : Critical Finance Review. 8, 1-2, p. 111-125 15 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access