Department of Finance

  • Denmark

Research Output

2020

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

Economic Growth and the Debt Tax Shield

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

Research output: Contribution to conferencePosterResearchpeer-review

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

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

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

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

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

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

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

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

Kronies, A., 2020.

Research output: Contribution to conferencePosterResearchpeer-review

Open Access

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. 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

Open Access
File
5 Downloads (Pure)

ATP’s udfordringer

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

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

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

Open Access
File
6 Downloads (Pure)

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
File

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

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
5 Downloads (Pure)

Conditional Risk

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

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

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
20 Downloads (Pure)

Credit Smoothing

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

Research output: Contribution to conferencePaperResearchpeer-review

Open Access