Jens Dick-Nielsen
Research fellow
, Ph.D. in Finance
Jens Dick-Nielsen
Fax:+45 38153601
E-mail: jdn.fi@cbs.dk
Jens Dick-Nielsen
Department of Finance
Solbjerg Plads3 A4.30
2000 Frederiksberg
Denmark
Tel.: +45 38153584Solbjerg Plads3 A4.30
2000 Frederiksberg
Denmark
Fax:+45 38153601
E-mail: jdn.fi@cbs.dk
Link to this homepage:
uk.cbs.dk/staff/jdn
Primary research areas
- Credit Risk
- Liquidity Risk
- Empirical Asset Pricing
- Applied Statistics
Selected publications
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis (with Peter Feldhutter and David Lando), 2012, Journal of Financial Economics, 103, 471-492.
[Monthly time series 2002:07-2009:12 of illiquidity of all US corporate bonds, industrial bonds, and financial bonds: Download
].
Liquidity biases in TRACE, Journal of Fixed Income, 2009, 19(2), 43-55. [SAS-code available upon request].
Last updated by Derek Moore 31/01/2012
FI News
Mads Stenbo Nielsen receives Best Paper Award
Assistant professor Mads Stenbo Nielsen received the Best Paper Award at the annual conference of the Swiss Society for Financial Market Research on March 30 in Zürich.
Inaugural lecture: Professor Lasse Heje Pedersen
Lasse Heje Pedersens inaugural lecture takes place on 13th October
Assistant professor from The Department of Finance receives Education Prize
Assistant professor Mads Stenbo Nielsen received the CBS Education Prize 2011 at a ceremony on April 14.
The prize is awarded to permanent staff at CBS for extraordinary contributions to teaching through courses which are innovative in their organizational approach, organization and realization.
