Department of Finance

  • Denmark

Research Output

2020

A Mean-variance Benchmark for Household Portfolios over the Life Cycle

Munk, C., Jul 2020, In : Journal of Banking & Finance. 116, 17 p., 105833.

Research output: Contribution to journalJournal articleResearchpeer-review

Are Educational Differences in the Gender Earnings Gap Causal?

Andersen, S., d’Astous, P., Martínez-Correa, J. & Shore, S. H., 2020. 64 p.

Research output: Contribution to conferencePaperResearchpeer-review

Betting Against Correlation: Testing Theories of the Low-risk Effect

Asness, C. S., Frazzini, A., Gormsen, N. J. & Pedersen, L. H., Mar 2020, In : Journal of Financial Economics. 135, 3, p. 629-652 24 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

Borrowing in Response to Windfalls

Olafsson, A. & Pagel, M., 2020. 52 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

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

Derfor hader jeg godgørende indsamlinger

Møller, M., 23 May 2020, In : Politiken. p. 5-6 2 p.

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Dit indre coronameter

Andersen, S. & Nielsen, H. J., 25 Jul 2020, In : Berlingske. p. 8-9 2 p.

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Economic Growth and the Debt Tax Shield

Fischer, M. & Jensen, B. A., 2020.

Research output: Contribution to conferencePosterResearchpeer-review

ESG, risikostyring og pensionsopsparing set i lyset (mørket) af coronakrisen

Bechmann, K. L., Apr 2020, In : Finans/Invest. 2, p. 2-3, 5-8 6 p.

Research output: Contribution to journalEditorialResearch

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

Finans/Invest - Årsrapport 2019

Bechmann, K. L., Feb 2020, In : Finans/Invest. 1, p. 2-3 2 p.

Research output: Contribution to journalEditorialResearch

Foreign Bank Lending in the U.S. During Three U.S. Recessions

Rai, A., Seth, R. & Mohanty, S. K., 8 May 2020, In : Global Finance Journal. 15 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

FX Spot and Swap Market Liquidity Spillovers

Krohn, I. & Sushko, V., 2020, Basel: Bank for International Settlements, 61 p. (BIS Working Papers; No. 836).

Research output: Working paperResearch

Open Access

Geografisk ubalance bør være et statsligt anliggende

Belling, P., 8 Jul 2020, In : Børsen. p. 2

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

Open Access

Highly Liquid Mortgage Bonds using the Match Funding Principle

Dick-Nielsen, J. & Gyntelberg, J., Mar 2020, In : Quarterly Journal of Finance. 10, 1, 37 p., 2050001.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

How Does Daddy at Home Affect Marital Stability?

Olafsson, A. & Steingrimsdottir, H., Jul 2020, In : Economic Journal. 130, 629, p. 1471-1500 30 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

Hvor slanke skal selskaber egentlig være?

Møller, M., 17 Feb 2020, In : Børsen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach

Hounyo, U. & Varneskov, R. T., Mar 2020, In : Journal of Econometrics. 215, 1, p. 1-34 34 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Is Social Nudging Too Emotionally Taxing? A Field Experiment of Public Utilities and Electricity Consumers in Denmark

Jensen, C. L., Andersen, L. M., Hansen, L. G. & Henningsen, G., Sep 2020, In : Energy Research & Social Science. 67, 11 p., 101515.

Research output: Contribution to journalJournal articleResearchpeer-review

Kun sløvhed og frygt kan forklare, at Folketinget ikke har lukket dette skattehul forlængst

Møller, M. & Nielsen, N. C., 11 Mar 2020, In : Berlingske. p. 25

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Large Sample Results for Frequentist Multiple Imputation for Cox Regression with Missing Covariate Data

Eriksson, F., Martinussen, T. & Nielsen, S. F., Aug 2020, In : Annals of the Institute of Statistical Mathematics. 72, 4, p. 969-996 28 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
4 Downloads (Pure)

Leveraged Buyouts and Bond Credit Spreads

Feldhütter, P., Eisenthal-Berkovitz, Y. & Vig, V., Mar 2020, In : Journal of Financial Economics. 135, 3, p. 577-601 25 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Local House Price Comovements

Fischer, M., Füss, R. & Stehle, S., 2020.

Research output: Contribution to conferencePosterResearchpeer-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

Open Access
File
12 Downloads (Pure)

Modeling Frailty Correlated Defaults with Multivariate Latent Factors

Christoffersen, B. & Matin, R., 22 Jan 2020, København: Danmarks Nationalbank, 24 p. (Danmarks Nationalbank. Working Papers; No. 151).

Research output: Working paperResearch

Open Access

Ownership Concentration and Stock Returns: Evidence from Family Firms in India

Hegde, S., Seth, R. & Vishwanatha, S. R., Jun 2020, In : Pacific-Basin Finance Journal. 61, 25 p., 101330.

Research output: Contribution to journalJournal articleResearchpeer-review

Predictable Financial Crises

Greenwood, R., Hanson, S. G., Shleifer, A. & Ahm Sørensen, J., Jun 2020, Boston: Harvard Business School, 61 p. (Harvard Business School Working Paper; No. 20-130).

Research output: Working paperResearch

Open Access

Real Incentive Effects of Soft Information

Christensen, P. O., Frimor, H. & Sabac, F., Mar 2020, In : Contemporary Accounting Research. 37, 1, p. 514-541 28 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Resilience of HPV Vaccine Uptake in Denmark: Decline and Recovery

Hansen, P. R., Schmidtblaicher, M. & Brewer, N. T., Feb 2020, In : Vaccine. 38, 7, p. 1842-1848 7 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

Selvstændig foretagsomhed savnes

Belling, P., 5 Jul 2020, In : Jyllands-Posten. p. 38

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

Spatial Dependence in Options Observation Errors

Andersen, T. G., Fusari, N., Todorov, V. & Varneskov, R. T., 13 Apr 2020, In : Econometric Theory.

Research output: Contribution to journalComment/debateResearchpeer-review

The Contagious Nature of a Vaccine Scare: How the Introduction of HPV Vaccination Lifted and Eroded MMR Vaccination in Denmark

Gørtz, M., Brewer, N. T., Hansen, P. R. & Ejrnæs, M., 2020, In : Vaccine. 38, 28, p. 4432-4439 8 p.

Research output: Contribution to journalJournal articleResearchpeer-review

The Cost of Capital for Banks

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

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

The Overnight Drift

Boyarchenko, N., Larsen, L. C. & Whelan, P., Mar 2020, London: Centre for Economic Policy Research, 62 p. (Centre for Economic Policy Research. Discussion Papers; No. DP14462).

Research output: Working paperResearch

The Overnight Drift

Boyarchenko, N., Larsen, L. C. & Whelan, P., Feb 2020, New York: Federal Reserve Bank of New York, 62 p. (Federal Reserve Bank of New York Staff Reports; No. 917).

Research output: Working paperResearch

Open Access

The Value of Renewable Energy and Subsidies: An Investor’s Perspective

Kronies, A., 2020.

Research output: Contribution to conferencePosterResearchpeer-review

Open Access

Variability in Pension Products: A Comparison Study Between the Netherlands and Denmark

Balter, A. G., Kallestrup-Lamb, M. & Rangvid, J., 14 May 2020, In : Annals of Actuarial Science. 20 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Who Buys Homes when Prices Fall?

Fischer, M., Khorunzhina, N. & Marx, J., 2020. 42 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. Linde, P. (ed.). København: Økonomisk Institut, Københavns Universitet og Det Nationale Forskningscenter for Arbejdsmiljø, p. 236 1 p.

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

Open Access

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