Department of Finance

  • Denmark

Research Output 1988 2019

2019

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

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

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

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

Credit Smoothing

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

19 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 othersBrunak, 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

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

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

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

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

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

Frequency Dependent Risk

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

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
3 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

How Well Do Markets Carry Visual Images? Between Common Knowledge and Babylonian Confusion

Kristensen, T. & Gabrielsen, G., 2019, TransVisuality: The Cultural Dimension of Visuality: Volume III: Purposive Action - Design and Branding. Michelsen, A. & Wiegand, F. (eds.). Liverpool: Liverpool University Press, p. 275–302 28 p.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Hvordan skal Finanstilsynet organiseres?

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

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Jyske Banks opkøb af egne aktier er tragikomisk

Møller, M., 5 Apr 2019, In : Børsen. p. 2

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

Lad os dis­ku­te­re de in­ter­es­san­te pro­ble­mer

Møller, M. & Nielsen, N. C., 25 Jun 2019, In : Børsen. p. 4

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., 4 Apr 2019, In : Annals of the Institute of Statistical Mathematics. 28 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Mortgage Prepayment and Path-Dependent Effects of Monetary Policy

Berger, D. W., Milbradt, K., Tourre, F. & Vavra, J., 2019. 58 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

Once Bitten, Twice Shy: The Power of Personal Experiences in Risk Taking

Andersen, S., Hanspal, T. & Meisner Nielsen, K., 2019, In : Journal of Financial Economics. 132, 3, p. 97-117 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Optimal risikospredning for små aktieinvestorer i en kompliceret verden

Møller, M. & Jensen, B. A., Jun 2019, In : Finans/Invest. 3, p. 16-22 7 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Organisering af finansielt tilsyn

Rangvid, J., 2019, In : Finans/Invest. 2, p. 7-13 7 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

Quality Minus Junk

Asness, C. S., Frazzini, A. & Pedersen, L. H., 2019, In : Review of Accounting Studies. 24, 1, p. 34–112 79 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

Samfundsforudsætninger, porteføljeteori og risikospredning

Bechmann, K. L., Jun 2019, In : Finans/Invest. 3, p. 2-5, 30, 35 7 p.

Research output: Contribution to journalEditorialResearch

Sovereign Debt Ratchets and Welfare Destruction

DeMarzo, P., He, Z. & Tourre, F., 2019. 83 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

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

The Eye in the Sky: Freight Rate Effects of Tanker Supply

Regli, F. & Nomikos, N. K., May 2019, In : Transportation Research. Part E: Logistics and Transportation Review. 125, p. 402-424 23 p.

Research output: Contribution to journalJournal articleResearchpeer-review

What Is the Expected Return on a Stock?

Martin, I. & Wagner, C., Aug 2019, In : The Journal of Finance. 74, 4, p. 1887-1929 43 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
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
21 Downloads (Pure)

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., Dec 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