Center for Financial Frictions

FRIC Research

Center for Financial Frictions carries out outstanding research within the field of Finance.

FRIC Research

FRIC's research area includes theoretical as well as empirical approaches to financial friction, and covers a number of different research areas.

For more information about current FRIC members and their ongoing research and publications, please see the individual center members' profiles by clicking 'Staff' in the menu to the left or via the quick link above.

For a list of all FRIC publications, please see 'Publications' in the menu to the left or via the quick link above..

FRIC also arranges Internal Research Lunch Seminars, where FRIC members present their newest and ongoing research to the rest of the center members.

You can see the list of presenters and titles of talks below.

FRIC Internal Research Lunch and PhD Seminars 2017

DATE SPEAKER
February 27, 2017

PhD Seminar Day
Ben Knox
Søren Bundgaard Brøgger
Jakob Sørensen

March 13, 2017 FRIC Research Lunch with Peter Ove Christensen
Capital Requirements and the Cost of Bank Capital
March 23, 2017

PhD Seminar Day
Andreas Bang Nielsen
Stine Louise Daetz
Christian Skov Jensen
Pia Mølgaard
Thomas Kjær Poulsen
Niels Joachim Gormsen

 

March 27, 2017 FRIC Research lunch with Paul Whelan
Central Bank Communication and the Yield Curve
June 19, 2017 FRIC Research Lunchwith Ramona Westermann
Strategic and Liquidity Defaults

 

 

 
 FRIC Research Lunch Seminar 2016

DATE SPEAKER
February 29, 2016 FRIC PhD Seminar with Thomas Kjær Poulsen
Shareholder Advantages and the Puzzles of Idiosyncratic Volatility and Financial Distress
 
April 4, 2016 FRIC Research Lunch with Björn Imbierowicz
Why do Firms risk Everything for Nothing? - A Tale of Moral Hazard
April 25, 2016 FRIC PhD Seminar with Mads Vestergaard Jensen
Early Option Exercise Predicts Stock Returns
May 2, 2016 FRIC Research Lunch with Kristian Miltersen and Ramona Westermann
Dividend taxation and corporate cash holdings
September 22, 2016 FRIC Research lunch with Davide Tomio
The liquidity consequences of arbitrage
October 10, 2016 FRIC Research Lunch with Sven Klingler
Hedge Fund Funding Risk
October 24, 2016 FRIC Research Lunch with David Lando
Safe Haven CDS premiums
December 12, 2016 FRIC PhD Seminar with Davide Tomio
Arbitraging Liquidity
December 14, 2016 FRIC PhD Seminar with Sven Klingler
High Funding Risk, Low Return




 

 FRIC Research Lunch Seminar 2015

DATE TYPE SPEAKER TITLE
February 23, 2015 Internal Research Lunch Lasse Heje Pedersen Efficiently Inefficient Markets for Assets and Asset Management
June 1, 2015 Internal Research Lunch Rémy Praz Asset Price Dynamics with Limited Attention
September 7, 2015 FRIC PhD seminar Mikael Reimer Jensen Bank Liquidity and the Interbank Market
September 28, 2015 Internal Research Lunch Gyuri Venter Frictions and informational efficiency
October 19, 2015 Internal Research Lunch Christian Wagner
Does Central Bank Tone Move Asset Prices?
October 26, 2015 FRIC PhD seminar Stine Louise Daetz Liquidity Transmission Down the Line: ECB Liquidity Injections and Corporate Liquidity
November 3, 2015 FRIC PhD seminar Christian Skov Jensen Generalized Recovery Theorem
November 10, 2015 FRIC PhD seminar Andreas Bang Nielsen Crowded Carry Trades
November 30, 2015 FRIC PhD seminar Pia Mølgaard Does Collateral Management Matter?
December 8, 2015 FRIC PhD seminar Sven Klingler The Demand for Arbitrage Capital
December 14, 2015 FRIC PhD Closing Seminar Søren Korsgaard Collateralized lending and central bank collateral policy
FRIC Research Lunch Seminar 2014

DATE SPEAKER TITLE
January 13, 2014 Cathrine Jessen, Assistant professor FRIC Distance to default as default predictor
February 5, 2014 Sven Klingler, PhD FRIC
Credit Risk in Sovereign Bonds and CDS - A Puzzling Relationship
March 3, 2014 Christian Wagner, Associate Professor FRIC Credit Momentum
March 24, 2014 Mads Stenbo Nielsen, Associate Professor FRIC Market Timing when Tracking Error Matters
April 7, 2014 Andreas Bang Nielsen, PhD FRIC

The Influence of Interacting Intensities and FX-risk on Sovereign CDS-premia

April 22, 2014 Mamdouh Medhat, PhD FRIC Illiquidity Hedging and Distressed Equity
May 5, 2014 Mads Vestergaard Jensen, PhD FRIC Early Option Exercise – Never Say Never
May 19, 2014 Agatha Murgoci, Assistant professor FRIC Policy Uncertainty and Market Leverage
June 10, 2014 Peter N. Sørensen, Visiting professor FRIC Loan Approval and Information Manipulation
September 8, 2014 Stine Louise Daetz, PhD FRIC Refinancing Risk and Underwriter Relation
September 22, 2014 Jens Dick-Nielsen, Associate professor FRIC Covenant Arbitrage: Bondholder Activism by Hedge Funds
October 6, 2014 Niels Joachim Gormsen, PhD FRIC Betting Against Loadings
October 20, 2014 David Lando, Center Director FRIC On Funding Value Adjustments
November 3, 2014 Christian Skov Jensen, PhD FRIC Learning natural probabilities from current option prices
November 18, 2014 Andreas Park, Professor FRIC Do Retail Traders benefit from Improvements in Liquidity?
December 2, 2014 Søren Korsgaard, PhD FRIC Central Bank Collateral Policy 
December 15, 2014 Katya Malinova, Associate professor FRIC Dark Trading, Trade-at Rules, and HFT
FRIC Research Lunch Seminar 2013

DATE SPEAKER TITLE
September 3, 2013 David Lando, Center Director FRIC On covered interest rate parity
September 16, 2013 Mario Bersem, Assistant Professor FRIC Debt Contracts
October 7, 2013 Jens Dick-Nielsen. Associate Professor FRIC Convertible bond underpricing: Market Segmentation
October 21, 2013 Kristian Miltersen, Professor FRIC Priority Structures and the Interaction between Dynamic Financing and Investments
November 4, 2013 Søren Korsgaard and Mikael Reimer Jensen, PhDs FRIC The Money Market During a Great Crisis
November 18, 2013 Ramona Westermann, Assistant Professor FRIC The impact of debt illiquidity on renegociation
December 4, 2013 Gyuri Venter, Assistant Professor FRIC International Liquidity CAPM

 

 

     

 

The page was last edited by: Center for Financial Frictions // 06/19/2017

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Contact

Center for Financial Frictions (FRIC)
Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg
Email: fric@cbs.dk