Department of Finance

  • Denmark

Research Output 1998 2019

2019

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

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

Hvordan skal Finanstilsynet organiseres?

Rangvid, J. 19 Feb 2019 In : Børsen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Predictors and Portfolios Over the Life Cycle

Kraft, H., Munk, C. & Weiss, F. Mar 2019 In : Journal of Banking & Finance. 100, p. 1-27 27 p.

Research output: Contribution to journalJournal articleResearchpeer-review

The Cost of Immediacy for Corporate Bonds

Dick-Nielsen, J. & Rossi, M. Jan 2019 In : Review of Financial Studies. 32, 1, p. 1-41 41 p.

Research output: Contribution to journalJournal articleResearchpeer-review

The Debt Tax Shield in General Equilibrium

Fischer, M. & Jensen, B. A. Mar 2019 In : Journal of Banking & Finance. 100, p. 151-166 16 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2018

A Capital Structure Channel of Monetary Policy

Grosse-Rueschkamp, B., Steffen, S. & Streitz, D. 18 Sep 2018 66 p.

Research output: Contribution to conferencePaperResearchpeer-review

Active Loan Trading

Fabozzi, F. J., Klingler, S., Mølgaard, P. & Nielsen, M. S. 19 Jun 2018 København: Danmarks Nationalbank, 45 p. (Danmarks Nationalbank. Working Papers; No. 127).

Research output: Working paperResearch

Open Access

Afledte VIX-produkter: Logrer halen med hunden?

Brøgger, S. B. Jun 2018 In : Finans/Invest. 3, p. 28-35 8 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Allowing for Reflection Time does not Change Behavior in Dictator and Cheating Games

Andersen, S., Gneezy, U., Kajackaite, A. & Marx, J. Jan 2018 In : Journal of Economic Behavior & Organization. 145, p. 24-33 10 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Are You Afraid?

Andersen, S. & Trolle, J. S. 26 Sep 2018

Research output: Non-textual formSound/Visual production (digital)Communication

Open Access

Asset Integration and Attitudes toward Risk: Theory and Evidence

Andersen, S., Cox, J. C., Harrison, G. W., Lau, M., Rutström, E. E. & Sadiraj, V. 2018 In : Review of Economics and Statistics. 100, 5, p. 816-830 15 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Bankhistorie og finansiel stabilitet

Bechmann, K. L. Jun 2018 In : Finans/Invest. 3, p. 2-5

Research output: Contribution to journalEditorialResearchpeer-review

Behov for mere fleksibilitet i pensionssystemet

Jensen, B. A. & Hougaard Jensen, S. E. 18 Oct 2018 In : Børsen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

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

Asness, C. S., Frazzini, A., Gormsen, N. J. & Pedersen, L. H. 2018 London: Centre for Economic Policy Research, 65 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12686).

Research output: Working paperResearch

Bismuth Adjuvant and Adverse Effects of Chemotherapy: Issues with Statistical Analyses

Dalgaard, P., Ekstrøm, C. T. & Kronborg, D. Jun 2018 In : Supportive Care in Cancer. 26, 6, p. 1685-1686 2 p.

Research output: Contribution to journalComment/debateResearchpeer-review

Bitcoin: Kryptisk valuta, spekulativt aktiv eller disruptiv teknologi?

Plesner, S. Feb 2018 In : Finans/Invest. 1, p. 5-13 9 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Bitcoin futures: En indledende analyse

Brøgger, S. B. Feb 2018 In : Finans/Invest. 1, p. 14-19 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Blockchain to be - Bitcoin not to be?

Bechmann, K. L. Feb 2018 In : Finans/Invest. 1, p. 2-4

Research output: Contribution to journalEditorialResearchpeer-review

Open Access
File

Buffett's Alpha

Frazzini, A., Kabiller, D. & Pedersen, L. H. 2018 In : Financial Analysts Journal. 74, 4, p. 35-55 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

Carry

Koijen, R. S. J., Moskowitz, T., Pedersen, L. H. & Vrugt, E. B. Feb 2018 In : Journal of Financial Economics. 127, 2, p. 197-225 29 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Central Bank Communication and the Yield Curve

Leombroni, M., Vedolin, A., Venter, G. & Whelan, P. Jun 2018 London: Centre for Economic Policy Research, 59 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12970).

Research output: Working paperResearch

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

Rønn-Nielsen, A. & Jensen, E. B. V. Jun 2018 Aarhus: Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University, 16 p. (CSGB Research Reports; No. 06).

Research output: Working paperResearch

Open Access

Common Lenders and Product Market Competition

Saidi, F. & Streitz, D. 2018

Research output: Contribution to conferencePaperResearchpeer-review

Consistent Inference for Predictive Regressions in Persistent VAR Economies

Andersen, T. G. & Varneskov, R. T. 2018 Aarhus: Aarhus Universitet, 62 p. (CREATES Research Paper; No. 2018-9).

Research output: Working paperResearch

Open Access

Deep Value

Asness, C. S., Liew, J. M., Pedersen, L. H. & Thapar, A. K. 2018 London: Centre for Economic Policy Research, 62 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12685).

Research output: Working paperResearch

Den nyreligiøse dyrkelse af drømmelånet

Jensen, B. A. 5 Feb 2018 In : Jyllands-Posten. p. 16

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

De nye Samfundsforudsætninger - og bankernes egenkapitalforrentning

Bechmann, K. L. Dec 2018 In : Finans/Invest. 6, p. 2-4 3 p.

Research output: Contribution to journalEditorialResearchpeer-review

Dynamic Dependence and Diversification in Corporate Credit

Christoffersen, P., Jacobs, K., Jin, X. & Langlois, H. 2018 In : Review of Finance. 22, 2, p. 521-560 40 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Efficiently Inefficient Markets for Assets and Asset Management

Garleanu, N. & Pedersen, L. H. 2018 In : Journal of Finance. 73, 4, p. 1663-1712 50 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Efficiently Inefficient Markets for Assets and Asset Management

Garleanu, N. & Pedersen, L. H. 2018 London: Centre for Economic Policy Research, 65 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12664).

Research output: Working paperResearch

Essays on Asset Pricing

Jensen, C. S. 2018 Frederiksberg: Copenhagen Business School [Phd]. 148 p. (PhD Series; No. 32.2018).

Research output: Book/ReportPh.D. thesisResearch

Open Access

Essays on Corporate Loans and Credit Risk

Mølgaard, P. 2018 Frederiksberg: Copenhagen Business School [Phd]. 122 p. (PhD Series; No. 38.2018).

Research output: Book/ReportPh.D. thesisResearch

Open Access

Essays on Empirical Asset Pricing

Gormsen, N. J. 2018 Frederiksberg: Centre for Economic Policy Research. 192 p. (PhD Series; No. 21.2018).

Research output: Book/ReportPh.D. thesisResearch

Open Access

Essays on Financial Frictions in Lending Markets

Daetz, S. L. 2018 Frederiksberg. 153 p. (PhD Series; No. 31.2018).

Research output: Book/ReportPh.D. thesisResearch

Open Access

Essays on Foreign Exchange and Credit Risk

Bang Nielsen, A. 2018 Frederiksberg: Copenhagen Business School [Phd]. 209 p. (PhD Series; No. 26.2018).

Research output: Book/ReportPh.D. thesisResearch

Open Access

Factor Structure in Commodity Futures Return and Volatility

Christoffersen, P., Lunde, A. & Olesen, K. V. 23 Aug 2018 In : Journal of Financial and Quantitative Analysis. 74 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Forward-Looking Currency Betas

Bang Nielsen, A. 20 Apr 2018 SSRN: Social Science Research Network, 58 p.

Research output: Working paperResearch

FX Premia Around the Clock

Krohn, I., Mueller, P. & Whelan, P. 2018 49 p.

Research output: Contribution to conferencePaperResearch

Open Access

Generalized Recovery

Lando, D., Pedersen, L. H. & Jensen, C. S. 2018 London: Centre for Economic Policy Research, 66 p. (Centre for Economic Policy Research. Discussion Papers; No. DP12665).

Research output: Working paperResearch

Global Economic Growth and Expected Returns around the World: The End-of-the-year Effect

Møller, S. V. & Rangvid, J. Feb 2018 In : Management Science. 64, 2, p. 573-591 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Hedging Recessions

Branger, N., Sandris Larsen, L. & Munk, C. Jun 2018 45 p.

Research output: Contribution to conferencePaperResearchpeer-review

Housing Decision with Divorce Risk

Fischer, M. & Khorunzhina, N. 14 Nov 2018 München: Munich Personal RePEc Archive, 46 p. (MPRA Paper; No. 90090).

Research output: Working paperResearch

Open Access

Housing Habits and Their Implications for Life-cycle Consumption and Investment

Kraft, H., Munk, C. & Wagner, S. Aug 2018 In : Review of Finance. 22, 5, p. 1737-1762 26 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Illiquidity Premia in the Equity Options Market

Christoffersen, P., Goyenko, R., Jacobs, K. & Karoui, M. Mar 2018 In : Review of Financial Studies. 31, 3, p. 811–851 41 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

Hounyo, U. & Varneskov, R. T. 2018 Aarhus: Aarhus Universitet, 54 p. (CREATES Research Paper; No. 2018-16).

Research output: Working paperResearchpeer-review

Open Access

Investeringsforeningernes indirekte handelsomkostninger

Bechmann, K. L. Oct 2018 In : Finans/Invest. 5, p. 2-6 5 p.

Research output: Contribution to journalEditorialResearchpeer-review

Ledelsesaflønning: Hvad siger bestyrelserne og direktørerne egentlig selv?

Bechmann, K. L. 2018 In : Finans/Invest. 2, p. 22-27, 35 7 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Lineær Regression A-niveau

Markussen, B. & Rønn-Nielsen, A. 14 Sep 2018 København: EMU. 56 p.

Research output: Book/ReportCompendium/lecture notesEducation

Open Access

Lineær Regression B-niveau

Markussen, B. & Rønn-Nielsen, A. 14 Sep 2018 København: EMU. 22 p.

Research output: Book/ReportCompendium/lecture notesEducation

Open Access