Steffen Andersen; Philippe d’Astous; Jimmy Martínez-Correa; Stephen H. Shore / Cross-program Differences in Returns to Education and the Gender Earnings Gap
Atlanta, GA : CEAR, Georgia State University 2020, 64 p. (Working paper / Center for Economic Analysis of Risk (CEAR), No. 2020/1)

Thomas Geelen; Jakub Hajda; Erwan Morellec / Debt, Innovation, and Growth
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020

Oleg Gredil; Morten Sørensen; William Waller / Evaluating Private Equity performance using Stochastic Discount Factors
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020

Ingomar Krohn; Philippe Mueller; Paul Whelan / FX Premia Around the Clock
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020

Aytek Malkhozov; Gyuri Venter / Financially Constrained Strategic Arbitrage
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020

Andreas Neuhierl; Rasmus T. Varneskov / Frequency Dependent Risk
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020

Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / How Important is the Distribution Channel for Mutual Fund Flows?
Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, 2020

Tim R. Adam; Valentin Burg; Tobias Scheinert; Daniel Streitz / Managerial Biases and Debt Contract Design : The Case of Syndicated Loans.
In: Management Science, Vol. 66, No. 1, 1.2020, p. 352-375

Steffen Andersen; Philippe d’Astous; Jimmy Martínez-Correa; Stephen H. Shore / Responses to Saving Commitments : Evidence from Mortgage Run-offs.
Atlanta, GA : CEAR, Georgia State University 2020, 47 p. (Working paper / Center for Economic Analysis of Risk (CEAR), No. 2020/02)

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

Benjamin Grosse-Rueschkamp; Sascha Steffen; Daniel Streitz / A Capital Structure Channel of Monetary Policy
In: Journal of Financial Economics, Vol. 133, No. 2, 8.2019, p. 357-378

Varun Jindal; Rama Seth / A New Order of Financing Investments : Evidence from Acquisitions by India's Listed Firms.
In: Journal of Corporate Finance, Vol. 58, 10.2019, p. 307-328

Ken L. Bechmann / ATP : Giver den langsigtede investeringsstrategi øget risiko på den korte bane?.
In: Finans/Invest, No. 5, 2019, 6 p., p. 2-4, 30, 39

Henrik Ramlau-Hansen / ATP’s investeringsrisiko og forretningsmodel
In: Finans/Invest, No. 5, 2019, p. 13-19

Henrik Ramlau-Hansen / ATP’s udfordringer
In: Finans/Invest, No. 6, 12.2019, p. 28-31

Gorm Gabrielsen / Against Average
In: Symposium i anvendt statistik: 28.-30. januar 2019. København : Københavns Universitet 2019, p. 236

Rama Seth; S. R. Vishwanatha; Durga Prasad / Allocation to Anchor Investors, Underpricing, and the After-market Performance of IPOs
In: Financial Management, Vol. 48, No. 1, 2019, p. 159-186

Farzad Saidi; Daniel Streitz / Bank Concentration and Product Market Competition
Paper presented at The 79th Annual Meeting of American Finance Association. AFA 2019, 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

Michael Møller / Betydningen af brug af den digitale platform MyEconLab
Abstract from DUN Konferencen 2019, 2019

Raj Aggarwal; Varun Jindal; Rama Seth / Board Diversity and Firm Performance : The Role of Business Group Affiliation.
In: International Business Review, Vol. 28, No. 6, 12.2019

Benjamin Christoffersen; Rastin Matin; Pia Mølgaard / Can Machine Learning Models Capture Correlations in Corporate Distresses?
København : Danmarks Nationalbank 2019, 34 p. (Danmarks Nationalbank. Working Papers, No. 128)

Daniel Borup; Johan S. Jakobsen / Capturing Volatility Persistence : A Dynamically Complete Realized EGARCH-MIDAS Model.
In: Quantitative Finance, Vol. 19, No. 11, 11.2019, p. 1839-1855

Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at 2019 China International Conference in Finance, 2019

Anoop Rai; Rama Seth; Nancy A. White / Central Bank Target Rates and Term Structure of Interest Rates : A Study of Six Asia-pacific Countries.
In: IIMB Management Review, Vol. 31, No. 3, 9.2019, p. 223-237

Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
In: Journal of Applied Probability, Vol. 56, No. 1, 3.2019, p. 209–222

Mette Asmild; Arne Henningsen; Dorte Kronborg; Anders Rønn-Nielsen / Comment on: "Testing Hypotheses in Nonparametric Models of Production" by Kneip, Simar, and Wilson (2016, JBES)
København : Københavns Universitet 2019, 3 p. (IFRO Working Paper, No. 2019 / 07)

Niels Joachim Gormsen; Christian Skov Jensen / Conditional Risk
Paper presented at The 79th Annual Meeting of American Finance Association. AFA 2019, 2019

Benjamin Christoffersen / Corporate Default Models : Empirical Evidence and Methodological Contributions.
Frederiksberg : Copenhagen Business School [Phd] 2019, 129 p. (Ph.d. Serie, No. 32.2019)

Sean Hundtofte; Arna Olafsson; Michaela Pagel / Credit Smoothing
Paper presented at Consumer Finance: Micro and Macro Approaches, 2019

Sean Hundtofte; Arna Olafsson; Michaela Pagel / Credit Smoothing
Paper presented at The 54th Annual Conference of the Western Finance Association. WFA 2019, 2019

Sean Hundtofte; Arna Olafsson; Michaela Pagel / Credit Smoothing
Cambridge, MA : National Bureau of Economic Research (NBER) 2019, 69 p. (National Bureau of Economic Research. Working Paper Series, No. 26354)

Frederik Regli; Roar Adland / Crude Oil Contango Arbitrage and the Floating Storage Decision
In: Transportation Research. Part E: Logistics and Transportation Review, Vol. 122, 2.2019, p. 100-118

Thomas Folkmann Hansen; Karina Banasik; Christian Erikstrup; Ole Birger Pedersen; David Westergaard; Piotr Jaroslaw Chmura; Kaspar Nielsen; Lise Thørner; Henrik Hjalgrim; Helene Paarup; Margit Anita Hørup Larsen; Mikkel Petersen; Poul Jennum; Steffen Andersen; Mette Nyegaard; Gregor Borut Ernst Jemec; Jes Olesen; Thomas Werge; Pär I. Johanssond; Erik Sørensen; Søren Brunak; Henrik Ullum; Kristoffer Sølvsten Burgdorf / DBDS Genomic Cohort, a Prospective and Comprehensive Resource for Integrative and Temporal Analysis of Genetic, Environmental and Lifestyle Factors Affecting Health of Blood Donors
In: BMJ Open, Vol. 9, No. 6, 2019

Jesper Rangvid / Danskernes opsparing - med særligt blik på investeringsforeninger
København : BankInvest 2019, 34 p.

Thomas Geelen; Jakub Hajda; Erwan Morellec / Debt, Innovation, and Growth
Paper presented at 4th Finance Theory Group European Summer Meeting Madrid, 2019

Ken L. Bechmann / Deflation - måske alligevel ikke så slemt som man ellers tror
In: Finans/Invest, No. 4, 2019, 2 p., p. 2-3

Ken L. Bechmann / Direktørlønninger og betydningen af korrekt benchmarking
In: Finans/Invest, No. 6, 12.2019, p. 12-16

Ken L. Bechmann / Direktørlønninger og en ny efterspurgt vejledning i forbindelse med aktionærrettighedsdirektivet
In: Finans/Invest, No. 6, 2019, 5 p., p. 2-4,11,27

Steffen Andersen; Tobin Hanspal; Kasper Meisner Nielsen / Do Financial Misconduct Experiences Spur White-Collar Crime?
Paper presented at 2019 Financial Management Association Annual Meeting, 2019

Steffen Andersen; Tobin Hanspal; Kasper Meisner Nielsen / Do Financial Misconduct Experiences Spur White-collar Crime?
Paper presented at European Financial Management Association 2019 Annual Meetings, 2019

S. Lakshmi Naaraayanan; Kasper Meisner Nielsen / Does Personal Liability Deter Individuals from Serving as Independent Directors? : Evidence from a Corporate Governance Reform in India.
Paper presented at 2019 Financial Management Association Annual Meeting, 2019

Viral V. Acharya; Lasse Heje Pedersen / Economics with Market Liquidity Risk
In: Critical Finance Review, Vol. 8, No. 1-2, 17.12.2019, p. 111-125

Morten Bennedsen; Kasper Meisner Nielsen / Ejerledelse i Danmark : Rapport 6: De markedsmæssige og institutionelle udfordringer ved ejerskifte.
Frederiksberg : Copenhagen Business School, CBS 2019, 64 p.

Morten Bennedsen; Kasper Meisner Nielsen; Ellen Mølgaard Korsager; Carsten Steno / Ejerledelse i Danmark : Om ejerskifte i ejerledede virksomheder – Anbefalinger og værktøjer til et godt ejerskifte.
København : Industriens Fond 2019, 43 p.

Thomas Kjær Poulsen / Essays on Asset Pricing with Financial Frictions
Frederiksbeg : Copenhagen Business School [Phd] 2019, 168 p. (PhD series, No. 19.2019)

Frederik Regli / Essays on Crude Oil Tanker Markets
Frederiksberg : Copenhagen Business School [Phd] 2019, 121 p. (PhD series, No. 12.2019)

Oleg Gredil; Morten Sørensen; William Waller / Evaluating Private Equity Performance Using Stochastic Discount Factors
Paper presented at Midwest Finance Association 2019 Annual Meeting , 2019

Anders Rønn-Nielsen; Dorte Kronborg; Mette Asmild / Exact Tests on Returns to Scale and Comparisons of Production Frontiers in Nonparametric Models
København : Københavns Universitet 2019, 23 p. (IFRO Working Paper, No. 2019/4)

Steffen Andersen; Tobin Hanspal; Kasper Meisner Nielsen / Experience Is the Best Teacher : Financial Misconduct and White-Collar Crime.
Paper presented at 2019 Financial Management Association European Conference, 2019

Rama Seth; Ankur Mehra / Explaining Small Size Firm Returns through Growth Premium in Indian Capital Markets : An Empirical Investigation.
In: Finance India, Vol. 33, No. 2, 2019, p. 347-358

Peter Christoffersen; Asger Lunde; Kasper V. Olesen / Factor Structure in Commodity Futures Return and Volatility
In: Journal of Financial and Quantitative Analysis, Vol. 54, No. 3, 6.2019, p. 1083-1115

Aytek Malkhozov; Gyuri Venter / Financially Constrained Strategic Arbitrage
Paper presented at 2019 China International Conference in Finance, 2019

Ken L. Bechmann / Finans/Invest – 5 års jubilæum
In: Finans/Invest, No. 1, 2019, 5 p., p. 2-5, 19

Ken L. Bechmann / Finanstilsynet, den nye aftale om styrkelse af tilsynet og aktuel status på den finansielle stabilitet
In: Finans/Invest, No. 2, 2019, 6 p., p. 2-5, 25, 31

Jesper Berg; David Lando / Finanstilsynets organisering
In: Finans/Invest, No. 2, 2019, p. 15-18,31

Søren Kjærgaard; Yunus Emre Ergemen; Malene Kallestrup-Lamb; Jim Oeppen; Rune Lindahl‐Jacobsen / Forecasting Causes of Death by Using Compositional Data Analysis : The Case of Cancer Deaths.
In: Journal of the Royal Statistical Society, Series C (Applied Statistics), Vol. 68, No. 5, 11.2019, p. 1351-1370

Andreas Neuhierl; Rasmus T. Varneskov / Frequency Dependent Risk
Paper presented at Midwest Finance Association 2019 Annual Meeting , 2019

Christian Skov Jensen; David Lando; Lasse Heje Pedersen / Generalized Recovery
In: Journal of Financial Economics, Vol. 133, No. 1, 7.2019, p. 154-174

Bruce Carlin; Arna Olafsson; Michaela Pagel / Generational Differences in Managing Personal Finances
In: AEA Papers and Proceedings, Vol. 109, 5.2019, p. 54-59

Tobias Berg; Daniel Streitz / Handling Spillover Effects in Empirical Research : An Application using Credit Supply Shocks.
Paper presented at SFS Cavalcade North America 2019, 2019

Nicole Branger; Linda Sandris Larsen; Claus Munk / Hedging Recessions
Paper presented at Midwest Finance Association 2019 Annual Meeting , 2019

Nicole Branger; Linda Sandris Larsen; Claus Munk / Hedging Recessions
In: Journal of Economic Dynamics and Control, Vol. 107, 10.2019

Marcel Fischer; Natalia Khorunzhina / Housing Decision with Divorce Risk
In: International Economic Review, Vol. 60, No. 3, 8.2019, p. 1263-1290

Tore Kristensen; Gorm Gabrielsen / How Well Do Markets Carry Visual Images? : Between Common Knowledge and Babylonian Confusion.
In: TransVisuality: The Cultural Dimension of Visuality: Volume III: Purposive Action - Design and Branding. . ed. /Anders Michelsen; Frauke Wiegand. Liverpool : Liverpool University Press 2019, p. 202-217

Claus Parum / Køb af egne aktier fra et økonomisk perspektiv
In: Egne aktier. ed. /Troels Michael Lilja. København : Karnov Group 2019, p. 21-45

Frank Eriksson; Torben Martinussen; Søren Feodor Nielsen / Large Sample Results for Frequentist Multiple Imputation for Cox Regression with Missing Covariate Data
In: Annals of the Institute of Statistical Mathematics, 4.4.2019

Michael Møller; Niels Christian Nielsen / Ledelsens aktieinvesteringer : Er det godt med hånden på kogepladen – og skal det være frivilligt?.
In: Finans/Invest, No. 6, 12.2019, p. 17-22

Tjeerd W. Piersma; Eva Maria Merz; René Bekkers; Wim de Kort; Steffen Andersen; Henrik Hjalgrim; Klaus Rostgaard; Kaspar René Nielsen; Henrik Ullum / Life Events and Donor Lapse among Blood Donors in Denmark
In: Vox Sanguinis, Vol. 114, No. 8, 11.2019, p. 795–807

Kasper Meisner Nielsen / Loan-to-Value Limits and House Prices
Paper presented at 2019 Financial Management Association Annual Meeting, 2019

Marcel Fischer; Roland Füss; Simon Stehle / Local House Price Comovements
: SSRN: Social Science Research Network 2019, 40 p. (SOF Working Paper, No. 2019/06)

David W. Berger; Konstantin Milbradt; Fabrice Tourre; Joseph Vavra / Mortgage Prepayment and Path-Dependent Effects of Monetary Policy
Paper presented at Consumer Finance: Micro and Macro Approaches, 2019

Steffen Andersen; Tobin Hanspal; Kasper Meisner Nielsen / Once Bitten, Twice Shy : The Power of Personal Experiences in Risk Taking.
In: Journal of Financial Economics, Vol. 132, No. 3, 2019, p. 97-117

Michael Møller; Bjarne Astrup Jensen / Optimal risikospredning for små aktieinvestorer i en kompliceret verden
In: Finans/Invest, No. 3, 6.2019, p. 16-22

Jesper Rangvid / Organisering af finansielt tilsyn
In: Finans/Invest, No. 2, 2019, p. 7-13

Ingomar Krohn; Alexander Mende; Michael J. Moore; Vikas Raman / Performance, Persistence, and Pay : A New Perspective on CTAs.
Paper presented at 2019 Financial Management Association European Conference, 2019

Holger Kraft; Claus Munk; Farina Weiss / Predictors and Portfolios Over the Life Cycle
In: Journal of Banking & Finance, Vol. 100, 3.2019, p. 1-27

Søren Plesner / På vej mod en rentebenchmarks-reform : "Last orders" for LIBOR.
In: Finans/Invest, No. 4, 8.2019, p. 14-22

Clifford S. Asness; Andrea Frazzini; Lasse Heje Pedersen / Quality Minus Junk
In: Review of Accounting Studies, Vol. 24, No. 1, 2019, p. 34–112

Peter Ove Christensen; Hans Frimor; Florin Sabac / Real Incentive Effects of Soft Information
In: Contemporary Accounting Research, 13.5.2019

Steffen Andersen; Cristian Badarinza; Lu Liu; Julie Marx; Tarun Ramadorai / Reference Dependence in the Housing Market
London : Centre for Economic Policy Research 2019, 53 p. (Centre for Economic Policy Research. Discussion Papers, No. DP14147)

Steffen Andersen; Philippe d’Astous; Stephen H. Shore; Jimmy Martínez-Correa / Responses to Saving Commitments : Evidence from Mortgage Run-offs.
Paper presented at 2019 Financial Management Association Global Conference in Latin America, 2019

Torben M. Andersen; Peter Engberg Jensen; Jesper Rangvid / Samfundsforudsætninger : Nogle principielle overvejelser.
In: Finans/Invest, No. 5, 2019, p. 6-11

Ken L. Bechmann / Samfundsforudsætninger, porteføljeteori og risikospredning
In: Finans/Invest, No. 3, 2019, 7 p., p. 2-5, 30, 35

Peter DeMarzo; Zhiguo He; Fabrice Tourre / Sovereign Debt Ratchets and Welfare Destruction
Paper presented at Midwest Finance Association 2019 Annual Meeting , 2019

Utpal Bhattacharya; Kasper Meisner Nielsen; Daisy Huang / Spillovers in Prices : The Curious Case of Haunted Houses.
Paper presented at 2019 Financial Management Association Asia/Pacific Conference, 2019

Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-Time Model with Convolution Equivalent Lévy Measure
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 p. (CSGB Research Reports, No. 9)

Bjarne Florentsen; Ulf Nielsson; Peter Raahauge; Jesper Rangvid / The Aggregate Cost of Equity Underdiversification
In: The Financial Review, Vol. 54, No. 4, 11.2019, p. 833-856

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

Marcel Fischer; Bjarne Astrup Jensen / The Debt Tax Shield in General Equilibrium
In: Journal of Banking & Finance, Vol. 100, 3.2019, p. 151-166

Marcel Fischer; Bjarne Astrup Jensen / The Debt Tax Shield, Economic Growth and Inequality
Paper presented at European Financial Management Association 2019 Annual Meetings, 2019

Mette Asmild; Dorte Kronborg; Tasmina Mahbub; Kent Matthews / The Efficiency Patterns of Islamic Banks During the Global Financial Crisis : The Case of Bangladesh.
In: The Quarterly Review of Economics and Finance, Vol. 74, 11.2019, p. 67-74

Frederik Regli; Nikos K. Nomikos / The Eye in the Sky : Freight Rate Effects of Tanker Supply.
In: Transportation Research. Part E: Logistics and Transportation Review, Vol. 125, 5.2019, p. 402-424

Anne G. Balter; Malene Kallestrup-Lamb; Jesper Rangvid / The Move towards Riskier Pensions : The Importance of Mortality.
Aarhus : Aarhus Universitet 2019, 31 p. (Creates Research Paper, No. 2019-22)

Arna Olafsson; Michaela Pagel / The Retirement-consumption Puzzle : New Evidence from Personal Finances.
Paper presented at The 79th Annual Meeting of American Finance Association. AFA 2019, 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

Michael Møller; Claus Parum / Udlodning fra selskab til hovedaktionær med privat gæld
In: Finans/Invest, No. 5, 2019, p. 23-30

Torben G. Andersen; Nicola Fusari; Viktor Todorov; Rasmus T. Varneskov / Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span
In: Journal of Econometrics, Vol. 212, No. 1, 9.2019, p. 4-25

Ian Martin; Christian Wagner / What Is the Expected Return on a Stock?
In: The Journal of Finance, Vol. 74, No. 4, 8.2019, p. 1887-1929

Michael Møller; Niels Christian Nielsen / ’Verdens bedste’ pensionssystem er ikke særlig godt
www 27.3.2019

Benjamin Grosse-Rueschkamp; Sascha Steffen; Daniel Streitz / A Capital Structure Channel of Monetary Policy
Paper presented at 25th Annual Meeting of the German Finance Association. DGF 2018, 2018

Frank J. Fabozzi; Sven Klingler; Pia Mølgaard; Mads Stenbo Nielsen / Active Loan Trading
København : Danmarks Nationalbank 2018, 45 p. (Danmarks Nationalbank. Working Papers, No. 127)

Søren Bundgaard Brøgger / Afledte VIX-produkter : Logrer halen med hunden?.
In: Finans/Invest, No. 3, 6.2018, p. 28-35

Steffen Andersen; Uri Gneezy; Agne Kajackaite; Julie Marx / Allowing for Reflection Time does not Change Behavior in Dictator and Cheating Games
In: Journal of Economic Behavior & Organization, Vol. 145, 1.2018, p. 24-33

Steffen Andersen; James C. Cox; Glenn W. Harrison; Morten Lau; E. Elisabet Rutström; Vjollca Sadiraj / Asset Integration and Attitudes toward Risk : Theory and Evidence.
In: Review of Economics and Statistics, Vol. 100, No. 5, 12.2018, p. 816-830

Ken L. Bechmann / Bankhistorie og finansiel stabilitet
In: Finans/Invest, No. 3, 2018, p. 2-5

Clifford S. Asness; Andrea Frazzini; Niels Joachim Gormsen; Lasse Heje Pedersen / Betting Against Correlation : Testing Theories of the Low-risk Effect.
London : Centre for Economic Policy Research 2018, 65 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12686)

Peter Dalgaard; Claus Thorn Ekstrøm; Dorte Kronborg / Bismuth Adjuvant and Adverse Effects of Chemotherapy : Issues with Statistical Analyses.
In: Supportive Care in Cancer, Vol. 26, No. 6, 6.2018, p. 1685-1686

Søren Plesner / Bitcoin : Kryptisk valuta, spekulativt aktiv eller disruptiv teknologi?.
In: Finans/Invest, No. 1, 2.2018, p. 5-13

Søren Bundgaard Brøgger / Bitcoin futures : En indledende analyse.
In: Finans/Invest, No. 1, 2.2018, p. 14-19

Ken L. Bechmann / Blockchain to be - Bitcoin not to be?
In: Finans/Invest, No. 1, 2018, p. 2-4

Andrea Frazzini; David Kabiller; Lasse Heje Pedersen / Buffett's Alpha
In: Financial Analysts Journal, Vol. 74, No. 4, 2018, p. 35-55

Ralph S.J. Koijen; Tobias Moskowitz; Lasse Heje Pedersen; Evert B. Vrugt / Carry
In: Journal of Financial Economics, Vol. 127, No. 2, 2.2018, p. 197-225

Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
London : Centre for Economic Policy Research 2018, 59 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12970)

Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at The 78th Annual Meeting of American Finance Association. AFA 2018, 2018

Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2018, 16 p. (CSGB Research Reports, No. 06)

Farzad Saidi; Daniel Streitz / Common Lenders and Product Market Competition
Paper presented at The 45th Annual Conference of the European Association for Research in Industrial Economics. EARIE 2018, 2018

Torben G. Andersen; Rasmus T. Varneskov / Consistent Inference for Predictive Regressions in Persistent VAR Economies
Aarhus : Aarhus Universitet 2018, 62 p. (Creates Research Paper, No. 2018-9)

Ken L. Bechmann / De nye Samfundsforudsætninger - og bankernes egenkapitalforrentning
In: Finans/Invest, No. 6, 2018, 3 p., p. 2-4

Clifford S. Asness; John M. Liew; Lasse Heje Pedersen; Ashwin K. Thapar / Deep Value
London : Centre for Economic Policy Research 2018, 62 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12685)

Stine Louise Daetz; Marti G. Subrahmanyam; Dragon Yongjun Tang; Sarah Qian Wang / Did ECB Liquidity Injections Help the Real Economy?
Paper presented at 2018 Financial Management Association Annual Meeting, 2018

Daniel Friedmann; Björn Imbierowicz; Anthony Saunders; Sascha Steffen / Do Corporate Depositors Risk Everything for Nothing? : The Importance of Deposit Relationships, Interest Rates and Bank Risk.
Paper presented at The 78th Annual Meeting of American Finance Association. AFA 2018, 2018

Peter Christoffersen; Kris Jacobs; Xisong Jin; Hugues Langlois / Dynamic Dependence and Diversification in Corporate Credit
In: Review of Finance, Vol. 22, No. 2, 2018, p. 521-560

Nicolae Garleanu; Lasse Heje Pedersen / Efficiently Inefficient Markets for Assets and Asset Management
London : Centre for Economic Policy Research 2018, 65 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12664)

Nicolae Garleanu; Lasse Heje Pedersen / Efficiently Inefficient Markets for Assets and Asset Management
In: Journal of Finance, Vol. 73, No. 4, 2018, p. 1663-1712

Christian Skov Jensen / Essays on Asset Pricing
Frederiksberg : Copenhagen Business School [Phd] 2018, 148 p. (PhD series, No. 32.2018)

Pia Mølgaard / Essays on Corporate Loans and Credit Risk
Frederiksberg : Copenhagen Business School [Phd] 2018, 122 p. (PhD series, No. 38.2018)

Niels Joachim Gormsen / Essays on Empirical Asset Pricing
Frederiksberg : Centre for Economic Policy Research 2018, 192 p. (PhD series, No. 21.2018)

Stine Louise Daetz / Essays on Financial Frictions in Lending Markets
Frederiksberg 2018, 153 p. (PhD series, No. 31.2018)

Andreas Bang Nielsen / Essays on Foreign Exchange and Credit Risk
Frederiksberg : Copenhagen Business School [Phd] 2018, 209 p. (PhD series, No. 26.2018)

Ingomar Krohn; Philippe Mueller; Paul Whelan / FX Premia Around the Clock
Paper presented at 13th Annual Hedge Fund Conference, 2018

Andreas Bang Nielsen / Forward-looking Currency Betas
: SSRN: Social Science Research Network 2018, 58 p.

David Lando; Lasse Heje Pedersen; Christian Skov Jensen / Generalized Recovery
London : Centre for Economic Policy Research 2018, 66 p. (Centre for Economic Policy Research. Discussion Papers, No. DP12665)

Stig Vinther Møller; Jesper Rangvid / Global Economic Growth and Expected Returns around the World : The End-of-the-year Effect.
In: Management Science, Vol. 64, No. 2, 2.2018, p. 573-591

Nicole Branger; Linda Sandris Larsen; Claus Munk / Hedging Recessions
Paper presented at 25th Annual Meeting of the German Finance Association. DGF 2018, 2018

Marcel Fischer; Natalia Khorunzhina / Housing Decision with Divorce Risk
München : Munich Personal RePEc Archive 2018, 46 p. (MPRA Paper, No. 90090)

Holger Kraft; Claus Munk; Sebastian Wagner / Housing Habits and Their Implications for Life-cycle Consumption and Investment
In: Review of Finance, Vol. 22, No. 5, 8.2018, p. 1737-1762

Peter Christoffersen; Ruslan Goyenko; Kris Jacobs; Mehdi Karoui / Illiquidity Premia in the Equity Options Market
In: Review of Financial Studies, Vol. 31, No. 3, 3.2018, p. 811–851

Ulrich Hounyo; Rasmus T. Varneskov / Inference for Local Distributions at High Sampling Frequencies : A Bootstrap Approach.
Aarhus : Aarhus Universitet 2018, 54 p. (Creates Research Paper, No. 2018-16)

Ken L. Bechmann / Investeringsforeningernes indirekte handelsomkostninger
In: Finans/Invest, No. 5, 2018, 5 p., p. 2-6

Ken L. Bechmann / Ledelsesaflønning : Hvad siger bestyrelserne og direktørerne egentlig selv?.
In: Finans/Invest, No. 2, 2018, p. 22-27, 35

Kirsten Tangaa Nielsen; Felix von Meyerinck / Managerial Networks and Shareholder Value : Evidence from Sudden Deaths.
St. Gallen : Universität St. Gallen 2018, 62 p. (Working Paper of Finance, No. 2018/21)

Steffen Hitzemann; Michael Hofmann; Marliese Uhrig-Homburg; Christian Wagner / Margin Requirements and Equity Option Returns
Paper presented at The 78th Annual Meeting of American Finance Association. AFA 2018, 2018

Ramona Westermann / Measuring Agency Costs over the Business Cycle
In: Management Science, Vol. 64, No. 12, 12.2018, p. 5748-5768

Ken L. Bechmann / MiFID II : og de mange ubesvarede spørgsmål.
In: Finans/Invest, No. 4, 2018, 6 p., p. 2-5, 35

David W. Berger; Konstantin Milbradt; Fabrice Tourre; Joseph Vavra / Mortgage Prepayment and Path-dependent Effects of Monetary Policy
Cambridge, MA : National Bureau of Economic Research (NBER) 2018, 58 p. (National Bureau of Economic Research. Working Paper Series, No. 25157)

Steffen Andersen; Glenn W. Harrison; Morten Lau; E. Elisabet Rutström / Multiattribute Utility Theory, Intertemporal Utility and Correlation Aversion
In: International Economic Review, Vol. 59, No. 2, 5.2018, p. 537-555

Claus Munk; Jesper Rangvid / Nye samfundsforudsætninger : Baggrund, niveau og konsekvenser for pensionsprognoser.
In: Finans/Invest, No. 6, 12.2018, p. 6-14

Peter Christoffersen; Xuhui (Nick) Pan / Oil Volatility Risk and Expected Stock Returns
In: Journal of Banking & Finance, Vol. 95, 10.2018, p. 5-26

Steffen Andersen; Seda Ertac; Uri Gneezy; John List; Sandra Maximiano / On the Cultural Basis of Gender Differences in Negotiation
In: Experimental Economics, Vol. 21, No. 4, 12.2018, p. 757-778

Kadir Babaoğlu; Peter Christoffersen; Steven Heston; Kris Jacobs / Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels
In: The Review of Asset Pricing Studies, Vol. 8, No. 2, 12.2018, p. 183–231

Susan E. K. Christoffersen; Donald B. Keim; David K. Musto; Aleksandra Rzeznik / Passive-Aggressive Trading : The Supply and Demand of Liquidity by Mutual Funds.
Toronto : Rotman School of Management, University of Toronto 2018, 38 p. (Rotman School of Management Working Paper, No. 3137465)

Jens Lunde / Possible Regulatory Improvements of the American Housing Finance System
In: Journal of Housing and the Built Environment, Vol. 33, No. 1, 2018, p. 203-207

David Lando; Andreas Bang Nielsen / Quanto CDS Spreads
: SSRN: Social Science Research Network 2018, 91 p.

Andrea Buraschi; Ilaria Piatti; Paul Whelan / Rationality and Subjective Bond Risk Premia
Paper presented at SFS Cavalcade North America 2018, 2018

Andreas Brøgger; Graeme Stuart Cokayne / Regulatory Cliff Effects and Systemic Risk
Paper presented at 2018 Financial Management Association European Conference, 2018

Steffen Andersen; Philippe d’Astous; Jimmy Martínez-Correa; Stephen H. Shore / Responses to Saving Commitments : Evidence from Mortgage Run-offs.
Atlanta : CEAR, Georgia State University 2018, 41 p. (Working paper / Center for Economic Analysis of Risk (CEAR), No. 2018-03)

Tim Bollerslev; Benjamin Hood; John Huss; Lasse Heje Pedersen / Risk Everywhere : Modeling and Managing Volatility.
London : Centre for Economic Policy Research 2018, p. 57 (Centre for Economic Policy Research. Discussion Papers, No. DP12687)

Tim Bollerslev; Benjamin Hood; John Huss; Lasse Heje Pedersen / Risk Everywhere : Modeling and Managing Volatility.
In: Review of Financial Studies, Vol. 31, No. 7, 7.2018, p. 2730-2773

Peter Feldhütter; Christian Heyerdahl-Larsen; Philipp Illeditsch / Risk Premia and Volatilities in a Nonlinear Term Structure Model
In: Review of Finance, Vol. 22, No. 1, 2.2018, p. 337–380

Sven Klingler; David Lando / Safe Haven CDS Premiums
London : Centre for Economic Policy Research 2018, p. 85 (Centre for Economic Policy Research. Discussion Papers, No. DP12694)

Sven Klingler; David Lando / Safe Haven CDS Premiums
In: Review of Financial Studies, Vol. 31, No. 5, 5.2018, p. 1855-1895

Andrea C. Ghent; Kristian Miltersen; Walter N. Tourus / Second Mortgages : Valuation and Implications for the Performance of Structured Financial Products.
In: Real Estate Economics, 16.7.2018

Lasse Heje Pedersen / Sharpening the Arithmetic of Active Management
In: Financial Analysts Journal, Vol. 74, No. 1, 2018, p. 21-36

Clifford S. Asness; Andrea Frazzini; Ronen Israel; Lasse Heje Pedersen / Size Matters, if You Control Your Junk
London : Centre for Economic Policy Research 2018, 58 p. (Centre for Economic Policy Research. Discussion Papers, No. 12684)

Clifford S. Asness; Andrea Frazzini; Ronen Israel; Tobias J. Moskowitz; Lasse Heje Pedersen / Size Matters, if You Control Your Junk
In: Journal of Financial Economics, Vol. 129, No. 3, 9.2018, p. 479-509

Marcel Fischer; Roland Füss; Simon Stehle / Spillover Effects in Residential House Price
Paper presented at European Financial Management Association 2018 Annual Meetings, 2018

Søren Feodor Nielsen / Stochastic EM
In: Wiley StatsRef: Statistics Reference Online. . ed. /Marie Davidian; Ron S. Kenett; Nicholas T. Longford; Geert Molenberghs; Walter Piegorsch; Fabrizio Ruggeri. Hoboken, NJ : Wiley 2018

Andreas Bang Nielsen / Systematic Currency Volatility Risk Premia
: SSRN: Social Science Research Network 2018, 66 p.

Mette Asmild; Dorte Kronborg; Anders Rønn-Nielsen / Testing Productivity Change, Frontier Shift, and Efficiency Change
Frederiksberg : Københavns Universitet 2018, 23 p. (IFRO Working Paper, No. 2018/7)

Peter Christoffersen; Mathieu Fournier; Kris Jacobs / The Factor Structure in Equity Options
In: Review of Financial Studies, Vol. 31, No. 2, 2.2018, p. 595-637

Marc Arnold; Ramona Westermann / The Impact of Renegotiable Debt on Firms
Paper presented at The 16th International Paris December Finance Meeting, 2018

Arna Olafsson; Michaela Pagel / The Liquid Hand-to-Mouth : Evidence from Personal Finance Management Software.
In: The Review of Financial Studies, Vol. 31, No. 11, 11.2018, p. 4398–4446

Peter Feldhütter; Stephen M. Schaefer / The Myth of the Credit Spread Puzzle
In: Review of Financial Studies, Vol. 31, No. 8, 8.2018, p. 2897-2942

Arna Olafsson; Michaela Pagel / The Retirement-Consumption Puzzle : New Evidence from Personal Finances.
Cambridge, MA : National Bureau of Economic Research (NBER) 2018, 51 p. (National Bureau of Economic Research. Working Paper Series, No. 24405)

Ulf Nielsson; Herdis Steingrimsdottir / The Signalling Value of Education across Genders
In: Empirical Economics, Vol. 54, No. 4, 6.2018, p. 1827-1854

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

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

Björn Imbierowicz; Jonas Kragh; Jesper Rangvid / Time-Varying Capital Requirements and Disclosure Rules : Effects on Capitalization and Lending Decisions.
In: Journal of Money, Credit and Banking, Vol. 50, No. 4, 6.2018, p. 573-602

Peter Christoffersen; Bruno Feunoua; Yoontae Jeon; Chayawat Ornthanalai / Time-varying Crash Risk Embedded in Index Options : The Role of Stock Market Liquidity.
Toronto : Rotman School of Management, University of Toronto 2018, 15 p. (Rotman School of Management Working Paper, No. 2797308)

Michael Møller; Claus Parum / Udlodningspolitik og finansielle målsætninger i store danske børsnoterede selskaber
In: Finans/Invest, No. 5, 10.2018, p. 17-24

Ken L. Bechmann / Virksomhedsopkøb, børsnoteringer og ledelsesaflønning
In: Finans/Invest, No. 2, 2018, 6 p., p. 2-5, 11, 18

Patrick Augustin; Valeri Sokolovski; Marti G. Subrahmanyam; Davide Tomio / Why Do Investors Buy Sovereign Default Insurance?
Paper presented at The 78th Annual Meeting of American Finance Association. AFA 2018, 2018

Søren Bundgaard Brøgger / 50 Shades of Discounting : Diskontering af derivatbetalinger i teori og praksis.
In: Finans/Invest, No. 4, 2017, p. 18-23

Brian Hurst,; Yao Hua Ooi; Lasse Heje Pedersen / A Century of Evidence on Trend-Following Investing
In: The Journal of Portfolio Management, Vol. 44, No. 1, 1.2017, p. 15-29

Ashok Sivaji; Torkil Clemmensen; Søren Feodor Nielsen / A Textual Feedback Tool for Empowering Participants in Usability and UX Evaluations
In: International Journal of Human-Computer Interaction, Vol. 33, No. 5, 2017, p. 357-370

Ken L. Bechmann; Lasse Heje Pedersen / Aktiv kontra passiv forvaltning
In: Finans/Invest, No. 3, 2017, p. 2-4

Steffen Andersen; Hans Jørgen Nielsen / Ansvar for borgeres økonomiske inkompetence
In: Nationaløkonomisk tidsskrift, Vol. 155, No. 1, 2017, p. 1-25

Ken L. Bechmann / Ansvarlige investeringer : Det nye sorte guld eller er det bare gas?.
In: Finans/Invest, No. 2, 2017, p. 2-5, 22

Steven N. Kaplan; Morten Sørensen / Are CEOs Different? : Characteristics of Top Managers.
Cambridge, MA : National Bureau of Economic Research (NBER) 2017, 53 p. (National Bureau of Economic Research. Working Paper Series, No. 23832)

Rafael Felipe Schiozer; Ramon S. Vilarins; Frederico A. Mourad / Bank Risk-taking, Country Financial Capacity and Bank Bailouts in Crisis Periods : A Cross Country Analysis .
Paper presented at 2017 Financial Management Association Annual Meeting, 2017

Ken L. Bechmann / Bankbestyrelsens byrder : Manglende tid, overblik eller kompetencer?.
In: Finans/Invest, No. 1, 2017, p. 2-4, 16

Henrik Ramlau-Hansen; Jesper Berg / Bankbestyrelsens byrder : En replik.
In: Finans/Invest, No. 2, 2.2017, p. 14-16

Ali Boloorforoosh; Peter Christoffersen; Mathieu Fournier; Christian Gourieroux / Beta Risk in the Cross-section of Equities
Toronto : Rotman School of Management, University of Toronto 2017, 52 p. (Rotman School of Management Working Paper, No. 2926511)

Michael Møller; Niels Christian Nielsen / Boligkøb, låne-og indskudsrenter samt forbrugsplanlægning
In: Finans/Invest, Vol. 5, 10.2017, p. 25-31

David M. Becker; Lena Jaroszek; Martin Weber / Borrower Heterogeneity and the (Ir)Rational Demand for Short-Term Credit
Paper presented at Young Scholars Nordic Finance Workshop 2017, 2017

Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at 2017 Annual Meeting of the Society for Economic Dynamics , 2017

Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at The 15th International Paris December Finance Meeting, 2017

Matteo Leombroni; Andrea Vedolin; Gyuri Venter; Paul Whelan / Central Bank Communication and the Yield Curve
Paper presented at The 44th European Finance Association Annual Meeting (EFA 2017), 2017

Holger Kraft; Claus Munk; Frank Thomas Seifried; Sebastian Wagner / Consumption Habits and Humps
In: Economic Theory, Vol. 64, No. 2, 8.2017, p. 305–330