jdnfi
Department of Finance
- Center for Big Data in Finance (BIGFI)
Jens
Dick-Nielsen
Professor
,
Ph.D
Room:
SOL/A4.03
Tel:
+4538153584
E-mail:
jdn.fi@cbs.dk
179876
Primary research areas
- Credit Risk
- Liquidity Risk
- Capital Structure
- Banking Regulation
Links
Link to this homepage
www.cbs.dk/en/staff/jdnfi
Courses
Finance and related topics
Supervision
Bachelor and Master theses within finance
Selected publications
- The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts (with Jacob Gyntelberg and Christoffer Thimsen), 2022, Journal of Finance, 77, 2577-2611.
- The Cost of Immediacy for Corporate Bonds (with Marco Rossi), 2019, Review of Financial Studies, 32, 1-41.
- 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.
Publications sorted by:
2022
Jens Dick-Nielsen; Thomas Poulsen; Obaidur Rehman / Dealer Networks and the Cost Immediacy
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper presented at The 82nd Annual Meeting of American Finance Association. AFA 2022, 2022
Paper > peer review
Jens Dick-Nielsen; Jacob Gyntelberg; Christoffer Thimsen / The Cost of Capital for Banks : Evidence from Analyst Earnings Forecasts.
In: The Journal of Finance, Vol. 77, No. 5, 10.2022, p. 2577-2611
In: The Journal of Finance, Vol. 77, No. 5, 10.2022, p. 2577-2611
Journal article > peer review
2021
Jens Dick-Nielsen; Thomas Kjær Poulsen; Obaidur Rehman / Dealer Networks and the Cost of Immediacy
Paper presented at The 19th International Paris December Finance Meeting, 2021, p. 40
Paper presented at The 19th International Paris December Finance Meeting, 2021, p. 40
Paper > peer review
Jens Dick-Nielsen; Thomas Kjær Poulsen; Obaidur Rehman / Dealer Networks and the Cost of Immediacy
Paper presented at China International Conference in Finance 2021, 2021
Paper presented at China International Conference in Finance 2021, 2021
Paper > peer review
Stine Louise von Rüden; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
København : Danmarks Nationalbank 2021, 62 p. (Danmarks Nationalbank. Working Papers, No. 170)
København : Danmarks Nationalbank 2021, 62 p. (Danmarks Nationalbank. Working Papers, No. 170)
Working paper
Jens Dick-Nielsen; Mads Stenbo Nielsen; Stine Louise von Rüden / The Value of Bond Underwriter Relationships
In: Journal of Corporate Finance, Vol. 68, 6.2021
In: Journal of Corporate Finance, Vol. 68, 6.2021
Journal article > peer review
2020
Jens Dick-Nielsen; Jacob Gyntelberg / Highly Liquid Mortgage Bonds using the Match Funding Principle
In: Quarterly Journal of Finance, Vol. 10, No. 1, 3.2020
In: Quarterly Journal of Finance, Vol. 10, No. 1, 3.2020
Journal article > peer review
Jens Dick-Nielsen; Jacob Gyntelberg; Christoffer Thimsen / The Cost of Capital for Banks
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020
Paper > peer review
2019
Jens Dick-Nielsen; Jacob Gyntelberg; Christoffer Thimsen / Bankers kapitalomkostninger : Hvad koster mere egenkapital for en bank?.
In: Finans/Invest, No. 2, 2019, p. 26-31
In: Finans/Invest, No. 2, 2019, p. 26-31
Journal article > peer review
Jens Dick-Nielsen; Marco Rossi / The Cost of Immediacy for Corporate Bonds
In: Review of Financial Studies, Vol. 32, No. 1, 1.2019, p. 1-41
In: Review of Financial Studies, Vol. 32, No. 1, 1.2019, p. 1-41
Journal article > peer review
2019
Jens Dick-Nielsen; Kristian R. Miltersen; Ramona Westermann / The Tax Asymmetry Motive to Hold Corporate Cash
Paper presented at European Financial Management Association 2019 Annual Meetings, 2019
Paper presented at European Financial Management Association 2019 Annual Meetings, 2019
Paper > peer review
2018
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
Paper presented at The Eighth Annual Applied Finance Conference of the Financial Management Association International 2018, 2018
Paper presented at The Eighth Annual Applied Finance Conference of the Financial Management Association International 2018, 2018
Paper > peer review
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
Paper presented at 2018 Financial Management Association European Conference, 2018
Paper presented at 2018 Financial Management Association European Conference, 2018
Paper > peer review
2017
Jens Dick-Nielsen / Manglende likviditet i obligationsmarkederne?
In: Finans/Invest, No. 1, 2.2017, p. 25-29
In: Finans/Invest, No. 1, 2.2017, p. 25-29
Journal article > peer review
Jens Dick-Nielsen; Marco Rossi / The Cost of Immediacy for Corporate Bonds
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper presented at The 77th Annual Meeting of American Finance Association. AFA 2017, 2017
Paper > peer review
Stine Louise Daetz; Jens Dick-Nielsen; Mads Stenbo Nielsen / The Value of Bond Underwriter Relationships
Paper presented at The 15th International Paris December Finance Meeting, 2017
Paper presented at The 15th International Paris December Finance Meeting, 2017
Paper > peer review
2016
Jens Dick-Nielsen; David Lando / Corporate Bonds
In: Handbook of Fixed-income Securities. ed. /Pietro Verones. Hobroken, N.J : Wiley 2016, p. 541-560
In: Handbook of Fixed-income Securities. ed. /Pietro Verones. Hobroken, N.J : Wiley 2016, p. 541-560
Book chapter > peer review
Jens Dick-Nielsen; Jacob Gyntelberg; Jesper Lund / Safe and Liquid Mortgage Bonds : Evidence from the Danish Housing Crash of 2008.
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper > peer review
Jens Dick-Nielsen; Marco Rossi / The Cost of Immediacy for Corporate Bonds
Paper presented at The 14th International Paris December Finance Meeting, 2016
Paper presented at The 14th International Paris December Finance Meeting, 2016
Paper > peer review
2014
Jens Dick-Nielsen; Jesper Lund; Jacob Gyntelberg / From Funding Liquidity to Market Liquidity : Evidence from Danish Bond Markets.
Paper presented at Midwest Finance Association 2014 Annual Meeting , 2014
Paper presented at Midwest Finance Association 2014 Annual Meeting , 2014
Paper > peer review
2013
Jens Dick-Nielsen / Dealer Inventory and the Cost of Immediacy
Paper presented at 2013 Fixed Income Conference - Darla Moore School of Business, 2013
Paper presented at 2013 Fixed Income Conference - Darla Moore School of Business, 2013
Paper > peer review
2012
Jens Dick-Nielsen; Peter Feldhütter; David Lando / Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
In: Journal of Financial Economics, Vol. 103, No. 3, 2012, p. 471-492
In: Journal of Financial Economics, Vol. 103, No. 3, 2012, p. 471-492
Journal article > peer review
Jens Dick-Nielsen / Index Driven Price Pressure in Corporate Bonds
www : SSRN: Social Science Research Network 2012, 38 p.
www : SSRN: Social Science Research Network 2012, 38 p.
Working paper
Jens Dick-Nielsen; Jacob Gyntelberg; Thomas Sangill / Liquidity in Government versus Covered Bond Markets
København : Danmarks Nationalbank 2012, 27 p. (Danmarks Nationalbank. Working Papers, No. 83)
København : Danmarks Nationalbank 2012, 27 p. (Danmarks Nationalbank. Working Papers, No. 83)
Working paper
2010
Jens Dick Nielsen / Three Essays on Corporate Bond Market Liquidity
Frederiksberg : Samfundslitteratur 2010, 141 p. (PhD. Series, No. 33.2010)
Frederiksberg : Samfundslitteratur 2010, 141 p. (PhD. Series, No. 33.2010)
PhD thesis
2009
Jens Dick-Nielsen / Liquidity Biases in TRACE
In: Journal of Fixed Income, Vol. 19, No. 2, 2009, p. 43-55
In: Journal of Fixed Income, Vol. 19, No. 2, 2009, p. 43-55
Journal article > peer review
2007
Peter Maskell; Torben Pedersen; Bent Petersen; Jens Dick-Nielsen / Learning Paths to Offshore Outsourcing : From Cost Reduction to Knowledge Seeking.
In: Industry and Innovation, Vol. 14, No. 3, 2007, p. 239-257
In: Industry and Innovation, Vol. 14, No. 3, 2007, p. 239-257
Journal article > peer review
2005
Peter Maskell; Torben Pedersen; Bent Petersen; Jens Dick-Nielsen / Learning Paths to Offshore Outsourcing : From Cost Reduction to Knowledge Seeking.
Frederiksberg : DRUID - Danish Research Unit for Industrial Dynamics 2005, 22 p.
Frederiksberg : DRUID - Danish Research Unit for Industrial Dynamics 2005, 22 p.
Working paper
More results... (total 28 results)
2021
Jens Dick-Nielsen (Producer) / Rig på viden. E22 : Bankers kapitalomkostninger med Jens Dick-Nielsen.
København : Rig på viden 2021
København : Rig på viden 2021
Sound/Visual production (digital)
2014
Jens Dick-Nielsen / Case 1: Likviditeten af danske realkreditobligationer
In: Samfundsrelevant forskning på CBS: 14 udvalgte cases. Frederiksberg : Copenhagen Business School, CBS 2014, p. 8-9
In: Samfundsrelevant forskning på CBS: 14 udvalgte cases. Frederiksberg : Copenhagen Business School, CBS 2014, p. 8-9
Report chapter
2006
Peter Maskell; Torben Pedersen; Bent Petersen; Jens Dick-Nielsen / Vejen til offshore outsourcing : Fra reducering af omkostninger til vidensøgning.
In: DILF Orientering, Vol. 43, No. 7, 2006, p. 44-49
In: DILF Orientering, Vol. 43, No. 7, 2006, p. 44-49
Journal article
2023
Uskønt forløb om nyt kapitalkrav til bankerne
21/12/2023 // Børsen // David Bentow
Landet fortjener seriøs kapitalkravsdiskussion
18/12/2023 // Børsen // Peter Mogensen og Kasper Brandt
Konsulentvirksomhed forsvarer kritiseret rapport om nyt kapitalkrav
18/12/2023 // Finanswatch.dk // Thomas Nygaard Madsen
Finansforskere går i rette med Kraka-analyse
12/12/2023 // Finanswatch.dk // Dorthe Bach
Hård kritik af Kraka-analyse bestilt af finanslobby
12/12/2023 // Børsen // David Bentow
Robustheit von Faktoren bei Unternehmensanleihen
28/11/2023 // Absolut Research
2022
Pensionskasser udnytter tyndt realkreditobligationsmarked
11/12/2022 // Økonomisk Ugebrev Finans/CFO // Ejlif Thomassen
Genialt eller helt forkert? Banker sender store pengegaver i lommerne på universitetsforskere
28/01/2022 // DM Akademikerbladet // Thomas Bøttcher
2020
Forskere kritiserer finansministers bankskatsargument
27/08/2020 // Børsen // David Bentow og Morten Munkholm
Forskere kritiserer ministeriums bankskatsargument
27/08/2020 // Finans.Børsen.dk (Abonnementsområde)
2019
Bankeksperter: Ny krise kan udløse gigantregning til staten
11/04/2019 // Berlingske // Søren Martin Olsen
2017
Lynhurtig obligationshandel til investorer
09/05/2017 // Børsen // Gro Høyer Thielst
2016
Gældsbombe under opsplitningen af Mærsk
17/07/2016 // Fyens Stiftstidende // Jesper Kongskov og Lasse Friis
Mærsk-aktionærer kan blive gældstynget af opsplitning
11/07/2016 // Shippingwatch.dk
Gældsbombe under opsplitningen af Mærsk
11/07/2016 // Berlingske // Jesper Kongskov og Lasse Friis
Mærsk-aktionærer kan blive gældsbombet af opsplitning
11/07/2016 // Ritzau Finans // Ditte Rieland Hansen
EU åbner for hjælp til danske boligejere
16/06/2016 // Dagbladet
Højest usædvanligt EU åbner for hjælp til danske boligejere
15/06/2016 // Finans.dk // Claus Iversen, Kristoffer Brahm
EU åbner for hjælp til danske boligejere
15/06/2016 // Ritzaus Bureau // Finans
Denmark wins the 4nations cup 2016
02/05/2016 // Cbs.dk (Copenhagen Business School)
2016
Strammere bankregulering rammer markeders likviditet
20/01/2016 // Finanswatch.dk // Mette Mandrup
2015
Økonomiske problemer i Italien har givet danske boligejere højere renter
22/12/2015 // Jyllands-Posten // Claus Iversen, Kristoffer Brahm
Forskere: Usaglige EU-regler giver højere renter til boligejere
22/12/2015 // Jyllands-Posten; Ritzaus Bureau // Claus Iversen, Kristoffer Brahm
More results... (total 23 results)
Research Projects
Outside activities
-
Academic committee under the Danish FSA for the approval of learning objectives for the certification of financial advisors, member, 2016-ongoing
-
Fixed income board at the Danish CFA Society, member, 2022-ongoing
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FinansManagement ApS, advise, 2018-ongoing.
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LogicBanker ApS, Board member, 2022-ongoing.