Department of Finance

  • Denmark

Research Output 1988 2019

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Journal article
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

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

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

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

20 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

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

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

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

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

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
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

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

49 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
59 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
18 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

456 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

36 Downloads (Pure)

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

Open Access
File
137 Downloads (Pure)

Measuring Agency Costs over the Business Cycle

Westermann, R., Dec 2018, In : Management Science. 64, 12, p. 5748-5768 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Multiattribute Utility Theory, Intertemporal Utility and Correlation Aversion

Andersen, S., Harrison, G. W., Lau, M. & Rutström, E. E., May 2018, In : International Economic Review. 59, 2, p. 537-555 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

68 Downloads (Pure)

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

Open Access
File

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

Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels

Babaoğlu, K., Christoffersen, P., Heston, S. & Jacobs, K., Dec 2018, In : The Review of Asset Pricing Studies. 8, 2, p. 183–231 49 p.

Research output: Contribution to journalJournal articleResearchpeer-review

95 Downloads (Pure)

Risk Everywhere: Modeling and Managing Volatility

Bollerslev, T., Hood, B., Huss, J. & Pedersen, L. H., Jul 2018, In : Review of Financial Studies. 31, 7, p. 2729-2773 45 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
55 Downloads (Pure)

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Feldhütter, P., Heyerdahl-Larsen, C. & Illeditsch, P., 2018, In : Review of Finance. 22, 1, p. 337–380 44 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
30 Downloads (Pure)

Safe Haven CDS Premiums

Klingler, S. & Lando, D., 2018, In : Review of Financial Studies. 31, 5, p. 1855-1895

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Second Mortgages: Valuation and Implications for the Performance of Structured Financial Products

Ghent, A. C., Miltersen, K. & Tourus, W. N., 16 Jul 2018, In : Real Estate Economics. 40 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Sharpening the Arithmetic of Active Management

Pedersen, L. H., 2018, In : Financial Analysts Journal. 74, 1, p. 21-36 16 p.

Research output: Contribution to journalJournal articleResearchpeer-review

66 Downloads (Pure)

Size Matters, if You Control Your Junk

Asness, C. S., Frazzini, A., Israel, R., Moskowitz, T. J. & Pedersen, L. H., 2018, In : Journal of Financial Economics. 129, 3, p. 479-509 31 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

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

Asmild, M., Kronborg, D., Mahbub, T. & Matthews, K., 12 Apr 2018, In : The Quarterly Review of Economics and Finance. 8 p.

Research output: Contribution to journalJournal articleResearchpeer-review

The Factor Structure in Equity Options

Christoffersen, P., Fournier, M. & Jacobs, K., Feb 2018, In : Review of Financial Studies. 31, 2, p. 595-637 43 p.

Research output: Contribution to journalJournal articleResearchpeer-review

The Liquid Hand-to-Mouth: Evidence from Personal Finance Management Software

Olafsson, A. & Pagel, M., 2018, In : The Review of Financial Studies. 31, 11, p. 4398–4446 49 p.

Research output: Contribution to journalJournal articleResearchpeer-review