Publications in Finance

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

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

Sort by: Date | Author | Title

Christensen, B. J., Kjær, M. M. & Veliyev, B. (2023). The incremental information in the yield curve about future interest rate risk. Journal of Banking and Finance, 155, Article 106973. https://doi.org/10.1016/j.jbankfin.2023.106973

Møller, S. V. & Priestley, R. (2023). The Role of the Discount Rate in Investment and Employment Decisions. Journal of Financial and Quantitative Analysis, 58(2), 914-938. https://doi.org/10.1017/S0022109021000715

Neukirchen, D., Engelhardt, N., Krause, M. & Posch, P. N. (2023). The value of (private) investor relations during the COVID-19 crisis. Journal of Banking and Finance, 147, Article 106450. https://doi.org/10.1016/j.jbankfin.2022.106450

Bakshi, G., Crosby, J., Gao, X. & Hansen, J. W. (2023). Treasury option returns and models with unspanned risks. Journal of Financial Economics, 150(3), Article 103736. https://doi.org/10.1016/j.jfineco.2023.103736

Kostopoulos, D., Meyer, S. & Uhr, C. (2022). Ambiguity about volatility and investor behavior. Journal of Financial Economics, 145(1), 277-296. https://doi.org/10.1016/j.jfineco.2021.07.004

Jørgensen, P. L., Rangvid, J. & Ramlau-Hansen, H. (2022). Asset Allocation, Investment Policies and Returns. In T. M. Andersen, S. E. Hougaard Jensen & J. Rangvid (Eds.), The Danish Pension System: Design, Performance, and Challenges (pp. 118-156). Oxford University Press. https://doi.org/10.1093/oso/9780198867425.003.0005

Borup, D. & Montes Schütte, E. C. (2022). Asset pricing with data revisions. Journal of Financial Markets, 59(Part B), Article 100620. https://doi.org/10.1016/j.finmar.2021.100620

Baker, S. R., Kueng, L., Meyer, S. & Pagel, M. (2022). Consumption Imputation Errors in Administrative Data. Review of Financial Studies, 35(6), 3021-3059. https://doi.org/10.1093/rfs/hhab087

Posselt, A. M. (2022). Dynamics in the VIX complex. The Journal of Futures Markets, 42(9), 1665-1687. https://doi.org/10.1002/fut.22290

Meyer, S. & Pagel, M. (2022). Fully Closed: Individual Responses to Realized Gains and Losses. Journal of Finance, 77(3), 1529-1585. https://doi.org/10.1111/jofi.13122

Displaying results 71 to 80 out of 111

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

People

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

Publication overview

Revised 31.03.2026

Birgitte Højklint Nielsen