Jens Dick-Nielsen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

11

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Top 9,447

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46

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Scholarly Papers (11)

1.

How to Clean Enhanced TRACE Data

Number of pages: 25 Posted: 10 Oct 2013 Last Revised: 03 Dec 2014
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Downloads 1,695 (9,317)

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Enhanced TRACE data; Error filter; SAS code

Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 21 Mar 2009 Last Revised: 07 Jul 2011
Jens Dick-Nielsen, Peter Feldhütter and David Lando
Copenhagen Business School - Department of Finance, Copenhagen Business School and Copenhagen Business School
Downloads 1,280 (14,244)

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Corporate bonds, Liquidity, Liquidity risk, Subprime crisis

Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis

EFA 2009 Bergen Meetings Paper
Number of pages: 34 Posted: 10 Feb 2009
Jens Dick-Nielsen, Peter Feldhütter and David Lando
Copenhagen Business School - Department of Finance, Copenhagen Business School and Copenhagen Business School
Downloads 173 (170,112)

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Corporate bonds, Yield spreads, Liquidity, Subprime Crisis, TRACE

The Cost of Immediacy for Corporate Bonds

Number of pages: 74 Posted: 02 Sep 2012 Last Revised: 20 Feb 2018
Jens Dick-Nielsen and Marco Rossi
Copenhagen Business School - Department of Finance and Texas A&M
Downloads 537 (49,002)

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Dealer inventory, Lehman/Barclay bond index, Market making, Transaction costs, Dodd-Frank Act

The Cost of Immediacy for Corporate Bonds

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 01 Jun 2016
Jens Dick-Nielsen and Marco Rossi
Copenhagen Business School - Department of Finance and Texas A&M
Downloads 64 (343,377)

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Dealer inventory, Lehman/Barclay bond index, Market making, Transaction costs, Dodd-Frank Act

4.

Learning Paths to Offshore Outsourcing - From Cost Reduction to Knowledge Seeking

Number of pages: 30 Posted: 26 Apr 2007
Peter Maskell, Torben Pedersen, Björn Preuss and Jens Dick-Nielsen
Copenhagen Business School (CBS), Copenhagen Business School - Department of Strategic Management and Globalization, Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 476 (57,813)

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Offshore outsourcing, cost reduction, innovation, experiential learning, low-cost countries

5.

Arbitrage Crashes: Slow-Moving Capital or Market Segmentation?

Number of pages: 78 Posted: 06 Dec 2013 Last Revised: 14 Nov 2015
Jens Dick-Nielsen and Marco Rossi
Copenhagen Business School - Department of Finance and Texas A&M
Downloads 227 (132,177)

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Convertible bonds, arbitrage crashes, market segmentation, slow moving capital

6.

Index Driven Price Pressure in Corporate Bonds

Number of pages: 38 Posted: 16 Mar 2012
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Downloads 157 (184,728)

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Short-term reversals, Lehman/Barclay bond index, Liquidity Provision, Illiquid Market, TRACE

7.
Downloads 117 (233,219)

Liquidity in Government Versus Covered Bond Markets

BIS Working Paper No. 392
Number of pages: 30 Posted: 05 Jan 2013
Jens Dick-Nielsen, Jacob Gyntelberg and Thomas Sangill
Copenhagen Business School - Department of Finance, Nordea Group and Danish Central Bank
Downloads 62 (349,110)

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Bond Market Liquidity, Government Bonds, Covered Bonds, Price Impact

Liquidity in Government Versus Covered Bond Markets

BIS Working Paper No. 392
Number of pages: 29 Posted: 21 Dec 2012
Jens Dick-Nielsen, Jacob Gyntelberg and Thomas Sangill
Copenhagen Business School - Department of Finance, Nordea Group and affiliation not provided to SSRN
Downloads 55 (370,808)

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Bond Market Liquidity, Government Bonds, Covered Bonds, Price Impact

8.

Safe and Liquid Mortgage Bonds: The Match Funding Principle

Number of pages: 66 Posted: 22 Dec 2015 Last Revised: 03 Nov 2016
Jens Dick-Nielsen and Jacob Gyntelberg
Copenhagen Business School - Department of Finance and Nordea Group
Downloads 80 (299,541)

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Mortgage bonds, Covered bonds, Housing crisis, Market design, Banking regulation, Financial intermediation

9.

The Value of Bond Underwriter Relationships

Number of pages: 42 Posted: 15 May 2017 Last Revised: 03 Nov 2018
Stine Louise Daetz, Jens Dick-Nielsen and Mads Stenbo Nielsen
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 32 (449,302)

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Underwriter relationship; Corporate bonds; Certification; Rollover risk; Relationship banking

10.

The Cost of Capital for Banks

Number of pages: 67 Posted: 16 Apr 2019
Jens Dick-Nielsen, Jacob Gyntelberg and Christoffer Thimsen
Copenhagen Business School - Department of Finance, Nordea Group and Aarhus University - CREATES
Downloads 30 (463,318)

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Bank funding, Cost of equity, Total cost of capital, Leverage effect, Capital buffers

11.

Liquidity Biases in TRACE

Journal of Fixed Income, Vol. 19, No. 2, 2009, https://doi.org/10.3905/jfi.2009.19.2.043
Posted: 21 May 2019
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance

Abstract:

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corporate bonds, liquidity, TRACE, bias, error filter