Department of Finance

  • Denmark

Research Output 1998 2019

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2019

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

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

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. 2019 In : Transportation Research. Part E: Logistics and Transportation Review. 125, May, p. 402-424 23 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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

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. 2018 In : Review of Economics and Statistics. 100, 5, p. 816-830 15 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

Open Access
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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
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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

Factor Structure in Commodity Futures Return and Volatility

Christoffersen, P., Lunde, A. & Olesen, K. V. 23 Aug 2018 In : Journal of Financial and Quantitative Analysis. 74 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
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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

Open Access
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Measuring Agency Costs over the Business Cycle

Westermann, R. 2018 In : Management Science. 65, 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. 29, 2, p. 537-555 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

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
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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

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
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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
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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
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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

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
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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
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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

Open Access
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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
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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
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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
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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
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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
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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
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