Jens Dick-Nielsen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 8,317

in Total Papers Downloads

7,093

SSRN CITATIONS
Rank 2,992

SSRN RANKINGS

Top 2,992

in Total Papers Citations

337

CROSSREF CITATIONS

117

Scholarly Papers (14)

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 2,605 (6,388)
Citation 60

Abstract:

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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 1,315 (18,634)
Citation 122

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 191 (198,501)
Citation 19

Abstract:

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

3.
Downloads 647 ( 51,499)
Citation 48

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 564 (60,667)
Citation 7

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 83 (372,611)
Citation 42

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 498 (71,708)
Citation 19

Abstract:

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

5.

The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts

Number of pages: 91 Posted: 16 Apr 2019 Last Revised: 06 Jul 2021
Jens Dick-Nielsen, Jacob Gyntelberg and Christoffer Thimsen
Copenhagen Business School - Department of Finance, University of Copenhagen - Department of Economics and Aarhus University - Department of Economics and Business Economics
Downloads 403 (92,114)
Citation 2

Abstract:

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Bank funding; Cost of equity; Total cost of capital; Capital requirements; Government subsidies.

6.

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 398 (93,433)
Citation 3

Abstract:

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Academic TRACE data, Error filter, SAS code

7.

Arbitrage Crashes: Slow-Moving Capital or Market Segmentation?

Number of pages: 68 Posted: 06 Dec 2013 Last Revised: 03 Jun 2020
Jens Dick-Nielsen and Marco Rossi
Copenhagen Business School - Department of Finance and Texas A&M
Downloads 310 (123,455)
Citation 1

Abstract:

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

8.

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 175 (214,375)
Citation 1

Abstract:

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

9.

The Value of Bond Underwriter Relationships

Number of pages: 42 Posted: 15 May 2017 Last Revised: 03 Nov 2018
Stine von Rueden, Jens Dick-Nielsen and Mads Stenbo Nielsen
Copenhagen Business School, Copenhagen Business School - Department of Finance and Copenhagen Business School - Department of Finance
Downloads 144 (252,265)
Citation 1

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

10.
Downloads 140 (257,906)
Citation 4

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, University of Copenhagen - Department of Economics and affiliation not provided to SSRN
Downloads 73 (401,869)
Citation 10

Abstract:

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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: 30 Posted: 05 Jan 2013
Jens Dick-Nielsen, Jacob Gyntelberg and Thomas Sangill
Copenhagen Business School - Department of Finance, University of Copenhagen - Department of Economics and Danish Central Bank
Downloads 67 (421,465)

Abstract:

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

11.

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 University of Copenhagen - Department of Economics
Downloads 103 (322,207)
Citation 1

Abstract:

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

12.

Dealer Networks and the Cost of Immediacy

Number of pages: 51 Posted: 19 Feb 2021 Last Revised: 08 Sep 2021
Jens Dick-Nielsen, Thomas K. Poulsen and Obaidur Rehman
Copenhagen Business School - Department of Finance, BI Norwegian Business School and BI Norwegian Business School
Downloads 87 (358,681)
Citation 1

Abstract:

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Dealer network, dealer inventory, search frictions, transaction costs

13.

Personal Taxes and Corporate Cash Holdings

Number of pages: 56 Posted: 25 Mar 2020 Last Revised: 04 Jan 2021
Jens Dick-Nielsen, Kristian R. Miltersen and Ramona Westermann
Copenhagen Business School - Department of Finance, Copenhagen Business School and Copenhagen Business School
Downloads 77 (385,625)

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Dividend Tax; Capital Gains Tax; Cash holdings; Agency Costs; Tax Savings Motive

14.

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