Publications in Finance

The list below contains all publications from 2020-2025 written or edited by members of the Finance section at the Department of Economics and Business Economics.

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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

Borup, D. & Montes Schütte, E. C. (2022). In search of a job: Forecasting employment growth using Google Trends. Journal of Business and Economic Statistics, 40(1), 186-200. https://doi.org/10.1080/07350015.2020.1791133

Aabo, T., Jacobsen, M. L. & Stendys, K. (2022). Pay me with fame, not mammon: CEO narcissism, compensation, and media coverage. Finance Research Letters, 46, Article 102495. https://doi.org/10.1016/j.frl.2021.102495

Parra-Alvarez, J. C., Posch, O. & Schrimpf, A. (2022). Peso problems in the estimation of the C-CAPM. Quantitative Economics, 13(1), 259-313. https://doi.org/10.3982/QE1478

Grønborg, N. S., Lunde, A., Olesen, K. V. & Elst, H. V. (2022). Realizing Correlations Across Asset Classes. Journal of Financial Markets, 59(Part A), Article 100729. https://doi.org/10.1016/j.finmar.2022.100729

Displaying results 71 to 80 out of 127

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

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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 02.12.2025

Birgitte Højklint Nielsen