Department of Finance

  • Denmark

Research Output 1998 2019

2019

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

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

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

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

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

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

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

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

Managerial Networks and Shareholder Value: Evidence from Sudden Deaths

Tangaa Nielsen, K. & Meyerinck, F. V. 2 Oct 2018 St. Gallen: Universität St. Gallen, 62 p. (Working Paper of Finance; No. 2018/21).

Research output: Working paperResearch

Open Access

MiFID II: og de mange ubesvarede spørgsmål

Bechmann, K. L. Aug 2018 In : Finans/Invest. 4, p. 2-5, 35 6 p.

Research output: Contribution to journalEditorialResearchpeer-review

Multiattribute Utility Theory, Intertemporal Utility and Correlation Aversion

Andersen, S., Harrison, G. W., Lau, M. & Rutström, E. E. May 2018 In : International Economic Review. 29, 2, p. 537-555 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Multiple choice opgaver: Finansiering på HA-studiet

Florentsen, B., Møller, M. & Parum, C. 2018 Frederiksberg: Copenhagen Business School, CBS. 45 p. (Skrift; No. 2018-1).

Research output: Book/ReportBookEducation

Nye samfundsforudsætninger: Baggrund, niveau og konsekvenser for pensionsprognoser

Munk, C. & Rangvid, J. Dec 2018 In : Finans/Invest. 6, p. 6-14 9 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Oil Volatility Risk and Expected Stock Returns

Christoffersen, P. & Pan, X. N. Oct 2018 In : Journal of Banking & Finance. 95, p. 5-26 22 p.

Research output: Contribution to journalJournal articleResearchpeer-review

On the Cultural Basis of Gender Differences in Negotiation

Andersen, S., Ertac, S., Gneezy, U., List, J. & Maximiano, S. Dec 2018 In : Experimental Economics. 21, 4, p. 757-778 22 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Opgavesamling, Finansiering på HA-studiet: Øvelser

Florentsen, B. & Møller, M. 2018 Frederiksberg: Copenhagen Business School, CBS. (Skrift; No. 2018-2).

Research output: Book/ReportCompendium/lecture notesEducation

Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds

Christoffersen, S. E. K., Keim, D. B., Musto, D. K. & Rzeznik, A. 2018 Toronto: Rotman School of Management, University of Toronto, 38 p. (Rotman School of Management Working Paper; No. 3137465).

Research output: Working paperResearch

Pensionsopsparing bør følge borgernes livscyklus

Hougaard Jensen, S. E. & Jensen, B. A. 21 Sep 2018 In : Børsen. p. 4

Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

Possible Regulatory Improvements of the American Housing Finance System

Lunde, J. 2018 In : Journal of Housing and the Built Environment. 33, 1, p. 203-207

Research output: Contribution to journalBook reviewResearchpeer-review

Quanto CDS Spreads

Lando, D. & Bang Nielsen, A. 20 Apr 2018 SSRN: Social Science Research Network, 91 p.

Research output: Working paperResearch