Jens Dick-Nielsen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS
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CITATIONS
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60

Scholarly Papers (10)

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 Feldh├╝tter and David Lando
Copenhagen Business School - Department of Finance, London Business School and Copenhagen Business School - Department of Finance
Downloads 1,198 (12,452)
Citation 30

Abstract:

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 Feldh├╝tter and David Lando
Copenhagen Business School - Department of Finance, London Business School and Copenhagen Business School - Department of Finance
Downloads 166 (146,853)
Citation 30

Abstract:

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

2.

Liquidity Biases in TRACE

Journal of Fixed Income, Vol. 19, No. 2, 2009
Number of pages: 28 Posted: 24 Jun 2009 Last Revised: 29 Jun 2011
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Downloads 753 (13,054)
Citation 16

Abstract:

corporate bonds, liquidity, TRACE, bias, error filter

3.

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

Number of pages: 30 Posted: 26 Apr 2007
Peter Maskell, Torben Pedersen, Bent Petersen and Jens Dick-Nielsen
Copenhagen Business School (CBS), Copenhagen Business School - Department of Strategic Management and Globalization, Copenhagen Business School - Department of Strategic Management and Globalization and Copenhagen Business School - Department of Finance
Downloads 438 (49,731)
Citation 13

Abstract:

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

4.

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 321 (19,165)

Abstract:

Enhanced TRACE data; Error filter; SAS code

The Cost of Immediacy for Corporate Bonds

Number of pages: 59 Posted: 02 Sep 2012 Last Revised: 07 Feb 2017
Jens Dick-Nielsen and Marco Rossi
Copenhagen Business School - Department of Finance and Texas A&M
Downloads 286 (85,289)

Abstract:

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 31 (395,504)

Abstract:

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

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 95 (182,245)

Abstract:

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

7.
Downloads 93 (229,465)
Citation 1

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, Copenhagen Business School and Danish Central Bank
Downloads 52 (321,454)
Citation 1

Abstract:

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, Copenhagen Business School and affiliation not provided to SSRN
Downloads 41 (356,645)
Citation 1

Abstract:

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

8.

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 92 (133,148)

Abstract:

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

9.

Underwriter Distress and Rollover Risk

Number of pages: 45 Posted: 15 May 2017
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 0 (453,534)

Abstract:

Certification, Underwriter relationship, Relationship Banking, Corporate Bonds, Rollover Risk

10.

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 Copenhagen Business School
Downloads 0 (292,995)

Abstract:

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