Department of Finance

  • Denmark

Research Output

Filter
Journal article
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 article

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 article

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 article

Open Access

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 article

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 article

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 article

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 article

Open Access
File

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 article

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 article

2019

50 år i pengenes verden

Møller, M., 2019, In : Ajour. 2, p. 4-13 10 p.

Research output: Contribution to journalJournal article

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 article

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 article

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 article

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 article

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
15 Downloads (Pure)

ATP’s udfordringer

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

Research output: Contribution to journalJournal article

Open Access
File
1 Downloads (Pure)

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 article

Open Access
File
9 Downloads (Pure)

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 article

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 article

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 article

Open Access
File
3 Downloads (Pure)

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 article

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 article

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 others, Brunak, S., Ullum, H. & Burgdorf, K. S., 2019, In : BMJ Open. 9, 6, 7 p., e028401.

Research output: Contribution to journalJournal article

Open Access
File
86 Downloads (Pure)

Direktørlønninger og betydningen af korrekt benchmarking

Bechmann, K. L., Dec 2019, In : Finans/Invest. 6, p. 12-16 5 p.

Research output: Contribution to journalJournal article

Open Access
File
7 Downloads (Pure)

Economics with Market Liquidity Risk

Acharya, V. V. & Pedersen, L. H., 17 Dec 2019, In : Critical Finance Review. 8, 1-2, p. 111-125 15 p.

Research output: Contribution to journalJournal article

Explaining Small Size Firm Returns through Growth Premium in Indian Capital Markets: An Empirical Investigation

Seth, R. & Mehra, A., 2019, In : Finance India. 33, 2, p. 347-358 12 p.

Research output: Contribution to journalJournal article

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 article

Finanstilsynets organisering

Berg, J. & Lando, D., 2019, In : Finans/Invest. 2, p. 15-18,31 5 p.

Research output: Contribution to journalJournal article

Open Access
File
7 Downloads (Pure)

Forecasting Causes of Death by Using Compositional Data Analysis: The Case of Cancer Deaths

Kjærgaard, S., Ergemen, Y. E., Kallestrup-Lamb, M., Oeppen, J. & Lindahl‐Jacobsen, R., Nov 2019, In : Journal of the Royal Statistical Society, Series C (Applied Statistics). 68, 5, p. 1351-1370 20 p.

Research output: Contribution to journalJournal article

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 article

Open Access
File
35 Downloads (Pure)

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 article

Hedging Recessions

Branger, N., Sandris Larsen, L. & Munk, C., Oct 2019, In : Journal of Economic Dynamics and Control. 107, 24 p., 103715.

Research output: Contribution to journalJournal article

Housing Decision with Divorce Risk

Fischer, M. & Khorunzhina, N., Aug 2019, In : International Economic Review. 60, 3, p. 1263-1290 28 p.

Research output: Contribution to journalJournal article

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 article

Ledelsens aktieinvesteringer: Er det godt med hånden på kogepladen – og skal det være frivilligt?

Møller, M. & Nielsen, N. C., Dec 2019, In : Finans/Invest. 6, p. 17-22 6 p.

Research output: Contribution to journalJournal article

Open Access
File
8 Downloads (Pure)

Life Events and Donor Lapse among Blood Donors in Denmark

Piersma, T. W., Merz, E. M., Bekkers, R., de Kort, W., Andersen, S., Hjalgrim, H., Rostgaard, K., Nielsen, K. R. & Ullum, H., Nov 2019, In : Vox Sanguinis. 114, 8, p. 795–807 13 p.

Research output: Contribution to journalJournal article

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 article

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 article

Open Access
File
34 Downloads (Pure)

Organisering af finansielt tilsyn

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

Research output: Contribution to journalJournal article

Open Access
File
3 Downloads (Pure)

På vej mod en rentebenchmarksreform: "Last orders" for LIBOR

Plesner, S., Aug 2019, In : Finans/Invest. 4, p. 14-22 9 p.

Research output: Contribution to journalJournal article

Open Access
File
3 Downloads (Pure)

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 article

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 article

Open Access
File
5 Downloads (Pure)

Samfundsforudsætninger: Nogle principielle overvejelser

Andersen, T. M., Engberg Jensen, P. & Rangvid, J., 2019, In : Finans/Invest. 5, p. 6-11 6 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
12 Downloads (Pure)

Stock Returns over the FOMC Cycle

Cieslak, A., Morse, A. & Vissing-Jorgensen, A., 1 Oct 2019, In : Journal of Finance. 74, 5, p. 2201-2248 48 p.

Research output: Contribution to journalJournal article

The Aggregate Cost of Equity Underdiversification

Florentsen, B., Nielsson, U., Raahauge, P. & Rangvid, J., Nov 2019, In : The Financial Review. 54, 4, p. 833-856 24 p.

Research output: Contribution to journalJournal article

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 article

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 article

The Efficiency Patterns of Islamic Banks During the Global Financial Crisis: The Case of Bangladesh

Asmild, M., Kronborg, D., Mahbub, T. & Matthews, K., Nov 2019, In : The Quarterly Review of Economics and Finance. 74, p. 67-74 8 p.

Research output: Contribution to journalJournal article

Open Access
File
2 Downloads (Pure)

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 article

Udlodning fra selskab til hovedaktionær med privat gæld

Møller, M. & Parum, C., 2019, In : Finans/Invest. 5, p. 23-30 8 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
4 Downloads (Pure)