Department of Economics and Business Economics

Publications in Econometrics and Business Analytics

The list below contains all publications from the past five years written or edited by members of the Econometrics and Business Analytics section at the Department of Economics and Business Economics.

You can sort the list by either date, author or title.

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Aabo, T., Als, M., Thomsen, L. & Wulff, J. N. (2021). Watch me go big: CEO narcissism and corporate acquisitions. Review of Behavioral Finance, 13(5), 465-485. https://doi.org/10.1108/RBF-05-2020-0091
Aabo, T., Pantzalis, C., Park, J. C., Trigeorgis, L. & Wulff, J. (2024). CEO personality traits, strategic flexibility, and firm dynamics. Journal of Corporate Finance, 84, Article 102524. https://doi.org/10.1016/j.jcorpfin.2023.102524
Aabo, T., Garbers, N. D., Holgersen, L. A. & Jørgensen, J. G. (2026). Corporate climate risk: Do female CEOs matter? Finance Research Letters, 98(109849), 1. Article 109849. https://doi.org/10.1016/j.frl.2026.109849
Aczel, B., Szaszi, B., Clelland, H. T., Kovacs, M., Holzmeister, F., van Ravenzwaaij, D., Schulz-Kümpel, H., Hoffmann, S., Nilsonne, G., Kosa, L., Torma, Z. A., Abdelfatah, Y., Aberson, C. L., Acar, O. A., Acem, E., Adamkovic, M., Adamovich, T., Adiasto, K., Ahnström, L. ... Wulff, J. (2026). Investigating the analytical robustness of the social and behavioural sciences. Nature, 652(8108), 135-142. https://doi.org/10.1038/s41586-025-09844-9
Agersnap, T. N., Hougaard, E., Jensen, M. B. & Thastum, M. (2022). Diagnosis-Specific Group CBT Treating Social Anxiety in Adolescents: A Feasibility Study. Scandinavian Journal of Child and Adolescent Psychiatry and Psychology, 10(1), 89-101. https://doi.org/10.2478/sjcapp-2022-0010
Agersnap, T. N., Lomholt, J. J., Jensen, M. B. & Thastum, M. (2026). Comparison of Disorder-Specific Group CBT and Generic Group CBT in Treating Adolescents with Social Anxiety Disorder: A Randomized Controlled Trial. Research on Child and Adolescent Psychopathology, 54, Article 27. https://doi.org/10.1007/s10802-025-01412-z
Agersnap, T. N., Lomholt, J. J., Jensen, M. B. & Thastum, M. (2026). Predictors of Change in Treatment Response to Group-Based Cognitive Behavioral Therapy for Adolescents with Social Anxiety Disorder. Child Psychiatry & Human Development. Advance online publication. https://doi.org/10.1007/s10578-026-01980-1
Anatolyev, S. & Sølvsten, M. (2023). Testing many restrictions under heteroskedasticity. Journal of Econometrics, 236(1), Article 105473. https://doi.org/10.1016/j.jeconom.2023.03.011
Andersen, D. B., Christensen, B. J., Mühlbach, N. A. S. & Nielsen, M. S. (2023). Targeting Predictors in Random Forest Regression. International Journal of Forecasting, 39(2), 841-868. https://doi.org/10.1016/j.ijforecast.2022.02.010
Andersen, D. B., Hansen, J., Liengaard, B. D. & Montes Schütte, E. C. (2023). Quantifying investor narratives and their role during COVID-19. Journal of Applied Econometrics, 38(4), 512-532. https://doi.org/10.1002/jae.2964

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Full lists of individual section members' publications can be found via the section's faculty list.

An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.

Revised 10.08.2026
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Birgitte Højklint Nielsen