Department of Finance

  • Denmark

Research Output 1988 2019

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

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

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

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

Credit Smoothing

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

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

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., 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

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

16 Downloads (Pure)

Danskernes opsparing - med særligt blik på investeringsforeninger

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

Research output: Book/ReportReportResearch

Open Access
File
42 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

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

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
4 Downloads (Pure)

Essays on Asset Pricing with Financial Frictions

Kjær Poulsen, T., 2019, Frederiksbeg: Copenhagen Business School [Phd]. 168 p. (PhD series; No. 19.2019).

Research output: Book/ReportPh.D. thesisResearch

Open Access
File
7 Downloads (Pure)

Essays on Crude Oil Tanker Markets

Regli, F., 2019, Frederiksberg: Copenhagen Business School [Phd]. 121 p. (PhD series; No. 12.2019).

Research output: Book/ReportPh.D. thesisResearch

Open Access
File

Evaluating Private Equity Performance Using Stochastic Discount Factors

Gredil, O., Sørensen, M. & Waller, W., 2019. 31 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Exact Tests on Returns to Scale and Comparisons of Production Frontiers in Nonparametric Models

Rønn-Nielsen, A., Kronborg, D. & Asmild, M., 2019, København: Københavns Universitet, 23 p. (IFRO Working Paper; No. 2019/4).

Research output: Working paperResearch

Open Access

Experience Is the Best Teacher: Financial Misconduct and White-Collar Crime

Andersen, S., Hanspal, T. & Meisner Nielsen, K., 2019. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Explaining Small Size Firm Returns through Growth Premium in Indian Capital Markets: An Empirical Investigation

Seth, R. & Mehra, A., 2019, In : Finance India. 33, 2, p. 347-358 12 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Factor Structure in Commodity Futures Return and Volatility

Christoffersen, P., Lunde, A. & Olesen, K. V., Jun 2019, In : Journal of Financial and Quantitative Analysis. 54, 3, p. 1083-1115 33 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Financially Constrained Strategic Arbitrage

Malkhozov, A. & Venter, G., 2019. 44 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Finans/Invest – 5 års jubilæum

Bechmann, K. L., Feb 2019, In : Finans/Invest. 1, p. 2-5, 19 5 p.

Research output: Contribution to journalEditorialResearchpeer-review

Finanstilsynet, den nye aftale om styrkelse af tilsynet og aktuel status på den finansielle stabilitet

Bechmann, K. L., 2019, In : Finans/Invest. 2, p. 2-5, 25, 31 6 p.

Research output: Contribution to journalEditorialResearch

Finanstilsynets organisering

Berg, J. & Lando, D., 2019, In : Finans/Invest. 2, p. 15-18,31 5 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Forbrydelse eller dumhed - eller noget tredje?

Møller, M., 15 May 2019, In : Politiken.

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Forecasting Causes of Death by Using Compositional Data Analysis: The Case of Cancer Deaths

Kjærgaard, S., Ergemen, Y. E., Kallestrup-Lamb, M., Oeppen, J. & Lindahl‐Jacobsen, R., Nov 2019, In : Journal of the Royal Statistical Society, Series C (Applied Statistics). 68, 5, p. 1351-1370 20 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Frequency Dependent Risk

Neuhierl, A. & Varneskov, R. T., 2019. 50 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
13 Downloads (Pure)

Generalized Recovery

Jensen, C. S., Lando, D. & Pedersen, L. H., Jul 2019, In : Journal of Financial Economics. 133, 1, p. 154-174 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Generational Differences in Managing Personal Finances

Carlin, B., Olafsson, A. & Pagel, M., May 2019, In : AEA Papers and Proceedings. 109, p. 54-59 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Hedging Recessions

Branger, N., Sandris Larsen, L. & Munk, C., 2019. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Hedging Recessions

Branger, N., Sandris Larsen, L. & Munk, C., Oct 2019, In : Journal of Economic Dynamics and Control. 107, 24 p., 103715.

Research output: Contribution to journalJournal articleResearchpeer-review