Department of Finance

  • Denmark

Research Output 1988 2019

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Journal article
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

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

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

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

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

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 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

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

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

42 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 others, Brunak, 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

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 articleResearchpeer-review

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

Finanstilsynets organisering

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

Research output: Contribution to journalJournal articleResearchpeer-review

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 articleResearchpeer-review

13 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., Oct 2019, In : Journal of Economic Dynamics and Control. 107, 24 p., 103715.

Research output: Contribution to journalJournal articleResearchpeer-review

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 articleResearchpeer-review

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

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, p. 795–807 13 p.

Research output: Contribution to journalJournal articleResearchpeer-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

På vej mod en rentebenchmarks-reform: "Last orders" for LIBOR

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

Real Incentive Effects of Soft Information

Christensen, P. O., Frimor, H. & Sabac, F., 13 May 2019, In : Contemporary Accounting Research. 28 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

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 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

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

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

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

Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span

Andersen, T. G., Fusari, N., Todorov, V. & Varneskov, R. T., Sep 2019, In : Journal of Econometrics. 212, 1, p. 4-25 22 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
32 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

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

70 Downloads (Pure)

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
66 Downloads (Pure)

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
83 Downloads (Pure)

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
File

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

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

509 Downloads (Pure)

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

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