jdnfi

Department of Finance

  • Center for Financial Frictions
Jens
Dick-Nielsen
Associate professor
,
Ph.D


Room: SOL/A4.17
Tel:
+4538153584
E-mail: jdn.fi@cbs.dk
Primary research areas
  • Credit Risk
  • Liquidity Risk
  • Empirical Finance
  • Applied Statistics
Links
Link to this homepage
www.cbs.dk/en/staff/jdnfi
Courses

Credit risk modeling

Supervision

Master theses within credit risk

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.
  • Liquidity biases in TRACE, Journal of Fixed Income, 2009, 19(2), 43-55.
Publications sorted by:
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
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
Journal article > 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 > 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 > peer review
2017
Jens Dick-Nielsen / Manglende likviditet i obligationsmarkederne?
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 > 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 > 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
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 > 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 > peer review
More results... (total 19 results)
Research Projects
Outside activities
  • Financial advice to FinansManagement ApS, 2018-2019
  • Member of the academic committee under the Danish FSA for the approval of learning objectives for the certification of financial advisors, 2016-2019