Jens Dick-Nielsen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 3,579

in Total Papers Citations

195

CROSSREF CITATIONS

110

Scholarly Papers (12)

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 1,909 (8,142)
Citation 35

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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 1,290 (14,946)
Citation 88

Abstract:

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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 177 (174,882)
Citation 16

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

3.
Downloads 615 ( 43,899)
Citation 31

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 549 (50,232)
Citation 9

Abstract:

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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 66 (354,321)
Citation 25

Abstract:

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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 480 (60,290)
Citation 15

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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 254 (124,095)
Citation 1

Abstract:

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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 160 (190,802)
Citation 1

Abstract:

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

7.
Downloads 127 (230,146)
Citation 4

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 64 (360,167)

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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 63 (363,213)
Citation 9

Abstract:

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

8.

The Cost of Capital for Banks

Number of pages: 64 Posted: 16 Apr 2019 Last Revised: 31 Dec 2019
Jens Dick-Nielsen, Jacob Gyntelberg and Christoffer Thimsen
Copenhagen Business School - Department of Finance, Nordea Group and Aarhus University - CREATES
Downloads 94 (284,340)

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

9.

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 87 (298,523)
Citation 1

Abstract:

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

10.

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 58 (373,478)
Citation 2

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

11.

How to Clean Academic TRACE Data

Number of pages: 21 Posted: 28 Sep 2019
Jens Dick-Nielsen and Thomas K. Poulsen
Copenhagen Business School - Department of Finance and BI Norwegian Business School
Downloads 42 (429,059)

Abstract:

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Academic TRACE data, Error filter, SAS code

12.

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