Jens Dick-Nielsen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 7,458

SSRN RANKINGS

Top 7,458

in Total Papers Downloads

5,009

CITATIONS
Rank 7,699

SSRN RANKINGS

Top 7,699

in Total Papers Citations

61

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 Feldhütter and David Lando
Copenhagen Business School - Department of Finance, London Business School and Copenhagen Business School - Department of Finance
Downloads 1,216 (12,613)
Citation 31

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 Feldhütter and David Lando
Copenhagen Business School - Department of Finance, London Business School and Copenhagen Business School - Department of Finance
Downloads 166 (151,196)
Citation 31

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 (12,560)
Citation 17

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, 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 438 (50,592)
Citation 13

Abstract:

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

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 321 (77,123)

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 41 (366,531)

Abstract:

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

5.

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 (16,436)

Abstract:

Enhanced TRACE data; Error filter; SAS code

6.
Downloads 97 (229,379)
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 53 (327,573)
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 44 (356,129)
Citation 1

Abstract:

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

7.

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 (179,672)

Abstract:

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

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 (135,711)

Abstract:

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

9.

The Value of Bond Underwriter Relationships

Number of pages: 48 Posted: 15 May 2017 Last Revised: 06 Sep 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 (366,459)

Abstract:

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

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 (273,635)

Abstract:

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