Mads Vestergaard Jensen

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

  • Copenhagen Business School

SCHOLARLY PAPERS

2

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12

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Scholarly Papers (2)

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1.

Early Option Exercise: Never Say Never

Number of pages: 62 Posted: 27 Sep 2015 Last Revised: 18 Mar 2016
Mads Vestergaard Jensen and Lasse Heje Pedersen
Copenhagen Business School and AQR Capital Management, LLC
Downloads 1,009 (37,870)
Citation 9

Abstract:

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option exercise, frictions, short-sale costs, transaction costs, convertible bonds, derivatives pricing

2.

Differences of Opinion Predict Volatility

Number of pages: 29 Posted: 12 Jul 2021
Christian Skov Jensen and Mads Vestergaard Jensen
Bocconi University and Copenhagen Business School
Downloads 156 (314,178)

Abstract:

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Differences of opinion, equity volatility, costs of shorting, short interest