Department of Finance

  • Denmark

Research Output 1998 2018

Filter
Journal article
2018

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

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

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

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

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

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

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

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

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

Risk Premia and Volatilities in a Nonlinear Term Structure Model

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

Research output: Contribution to journalJournal articleResearchpeer-review

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

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

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

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

The Myth of the Credit Spread Puzzle

Feldhütter, P. & Schaefer, S. M. 2018 In : Review of Financial Studies. 31, 8, p. 2897-2942 46 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

The Signalling Value of Education across Genders

Nielsson, U. & Steingrimsdottir, H. Jun 2018 In : Empirical Economics. 54, 4, p. 1827-1854 28 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Time-Varying Capital Requirements and Disclosure Rules: Effects on Capitalization and Lending Decisions

Imbierowicz, B., Kragh, J. & Rangvid, J. Jun 2018 In : Journal of Money, Credit and Banking. 50, 4, p. 573-602 30 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Udlodningspolitik og finansielle målsætninger i store danske børsnoterede selskaber

Møller, M. & Parum, C. Oct 2018 In : Finans/Invest. 5, p. 17-24 8 p.

Research output: Contribution to journalJournal articleResearchpeer-review

2017

A Century of Evidence on Trend-Following Investing

Hurst, B., Ooi, Y. H. & Pedersen, L. H. 2017 In : The Journal of Portfolio Management. 44, 1, p. 15-29

Research output: Contribution to journalJournal articleResearchpeer-review

Ansvar for borgeres økonomiske inkompetence

Andersen, S. & Nielsen, H. J. 2017 In : Nationaløkonomisk tidsskrift. 155, 1, p. 1-25

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

A Textual Feedback Tool for Empowering Participants in Usability and UX Evaluations

Sivaji, A., Clemmensen, T. & Nielsen, S. F. 2017 In : International Journal of Human-Computer Interaction. 33, 5, p. 357-370 20 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Bankbestyrelsens byrder: En replik

Ramlau-Hansen, H. & Berg, J. Feb 2017 In : Finans/Invest. 2, p. 14-16

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Boligkøb, låne-og indskudsrenter samt forbrugsplanlægning

Møller, M. & Nielsen, N. C. Oct 2017 In : Finans/Invest. 5, p. 25-31

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Consumption Habits and Humps

Kraft, H., Munk, C., Seifried, F. T. & Wagner, S. Aug 2017 In : Economic Theory. 64, 2, p. 305–330 26 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Covenant Violations and Dynamic Loan Contracting

Freudenberg, F., Imbierowicz, B., Saunders, A. & Steffen, S. Aug 2017 In : Journal of Corporate Finance. 45, p. 540–565

Research output: Contribution to journalJournal articleResearchpeer-review

Cyclicality and Firm Size in Private Firm Defaults

Jensen, T. L., Lando, D. & Medhat, M. 2017 In : International Journal of Central Banking. 13, 4, p. 97-145

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access

Er aktiesparekontoforslaget en god idé?

Møller, M. & Parum, C. Oct 2017 In : Finans/Invest. 5, p. 5-11

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Excursion Sets of Infinitely Divisble Random Fields with Convolution Equivalent Lévy Measure

Rønn-Nielsen, A. & Jensen, E. B. V. 2017 In : Journal of Applied Probability. 54, 3, p. 833-851

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Fair Division of Costs in Green Energy Markets

Hougaard, J. L., Kronborg, D. & Smilgins, A. Nov 2017 In : Energy: An International Journal. 139, p. 220-230

Research output: Contribution to journalJournal articleResearchpeer-review

Fire Sales and House Prices: Evidence from Estate Sales Due to Sudden Death

Andersen, S. & Meisner Nielsen, K. 2017 In : Management Science. 63, 1, p. 201-212 12 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Hurting without Hitting: The Economic Cost of Political Tension

He, Y., Nielsson, U. & Wang, Y. Nov 2017 In : Journal of International Financial Markets, Institutions & Money. 51, p. 106-124 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Investeringer i fossile selskaber og strandede aktiver

Bechmann, K. L. & Nielsen, M. S. Apr 2017 In : Finans/Invest. 2, p. 15-22

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Investor Attrition and Fund Flows in Mutual Funds

Christoffersen, S. E. K. & Xu, H. Jun 2017 In : Journal of Financial and Quantitative Analysis. 52, 3, p. 867-893

Research output: Contribution to journalJournal articleResearchpeer-review

Manglende likviditet i obligationsmarkederne?

Dick-Nielsen, J. Feb 2017 In : Finans/Invest. 1, p. 25-29

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Measuring Agency Costs over the Business Cycle

Westermann, R. 18 Sep 2017 In : Management Science. 21 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Measuring Systemic Risk

Acharya, V. V., Heje Pedersen, L., Philippon, T. & Richardson, M. 2017 In : The Review of Financial Studies. 30, 1, p. 2-47

Research output: Contribution to journalJournal articleResearchpeer-review

On the Demand for High-beta Stocks: Evidence from Mutual Funds

Christoffersen, S. E. K. & Simutin, M. 2017 In : The Review of Financial Studies. 30, 8, p. 2596-2620

Research output: Contribution to journalJournal articleResearchpeer-review

Private Equity and Industry Performance

Bernstein, S., Lerner, J., Sørensen, M. & Strömberg, P. Mar 2017 In : Management Science. 63, 4, p. 1198-1213 16 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File

Rare Disasters, Credit, and Option Market Puzzles

Christoffersen, P., Du, D. & Elkamhi, R. May 2017 In : Management Science. 63, 5, p. 1341-1364 25 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Sådan kan du bruge optioner og futures

Kohl, N. Apr 2017 In : Aktionæren. 3, p. 30-33

Research output: Contribution to journalJournal articleCommunication

Open Access

Skill and Luck in Private Equity Performance

Korteweg, A. & Sørensen, M. 2017 In : Journal of Financial Economics. 124, 3, p. 535-562

Research output: Contribution to journalJournal articleResearchpeer-review