Peter O. Christensen

Copenhagen Business School - Department of Finance

Professor

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 26,544

SSRN RANKINGS

Top 26,544

in Total Papers Downloads

1,734

CITATIONS
Rank 19,607

SSRN RANKINGS

Top 19,607

in Total Papers Citations

34

Scholarly Papers (16)

1.

Dynamic Capital Structure with Callable Debt and Debt Renegotiations

EFA 2000 London Meetings
Number of pages: 40 Posted: 24 Jul 2002
Copenhagen Business School - Department of Finance, Copenhagen Business School, University of Southern Denmark and Copenhagen Business School
Downloads 753 (32,098)
Citation 15

Abstract:

Loading...

Modeling Uncertainty in Climate Change: A Multi-Model Comparison

CESifo Working Paper Series No. 5538
Number of pages: 67 Posted: 28 Oct 2015
Yale University, Yale University - Department of Economics, University of California, Berkeley - Energy and Resources Group, Electric Power Research Institute, Bocconi University, Copenhagen Business School - Department of Finance, University of Maryland - Joint Global Change Research Institute, Massachusetts Institute of Technology (MIT) - Joint Program on the Science and Policy of Global Change and Yale University - Department of Economics
Downloads 44 (414,666)

Abstract:

Loading...

climate change, integrated assessment models

The Stewardship Role of Analyst Forecasts, and Discretionary Versus Non-Discretionary Accruals

Number of pages: 32 Posted: 18 Mar 2011
Peter O. Christensen, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, University of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 254 (118,898)
Citation 2

Abstract:

Loading...

Stewardship, Analyst forecasts, Earnings Management, Renegotiation, Discretionary and Nondiscretionary, Accruals, Accounting Regulation

The Stewardship Role of Analyst Forecasts, and Discretionary Versus Non-Discretionary Accruals

European Accounting Review, Forthcoming, University of Alberta School of Business Research Paper No. 2014-08
Posted: 15 Apr 2012
Peter O. Christensen, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, University of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

Loading...

stewardship, analyst forecasts, earnings management, renegotiation, discretionary and non-discretionary, accruals, accounting regulation

4.

Equilibrium in Securities Markets with Heterogeneous Investors and Unspanned Income Risk

Number of pages: 38 Posted: 23 Mar 2009 Last Revised: 24 Dec 2016
Peter O. Christensen, Kasper Larsen and Claus Munk
Copenhagen Business School - Department of Finance, Rutgers, The State University of New Jersey and Copenhagen Business School
Downloads 249 (121,878)

Abstract:

Loading...

Unspanned income, heterogeneous preferences, continuous-time equilibrium, risk-free rate puzzle, equity premium, incomplete markets, Brownian motion

5.

Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility

Number of pages: 40 Posted: 18 Mar 2011 Last Revised: 27 Apr 2013
Peter O. Christensen and Kasper Larsen
Copenhagen Business School - Department of Finance and Rutgers, The State University of New Jersey
Downloads 216 (140,306)

Abstract:

Loading...

Incomplete markets, non-Pareto efficiency, stochastic volatility, stochastic interest rates, stochastic risk premia

6.

Contractual Incentives and Career Concerns

AAA 2015 Management Accounting Section (MAS) Meeting
Number of pages: 24 Posted: 19 Aug 2014
Peter O. Christensen, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, University of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 112 (243,463)

Abstract:

Loading...

dynamic agency, renegotiation, career concerns, non-contractible information

7.

Consumption-Based Equity Valuation

Review of Accounting Studies, Forthcoming
Number of pages: 67 Posted: 11 Nov 2015 Last Revised: 05 Apr 2016
Christian Bach and Peter O. Christensen
Danske Commodities and Copenhagen Business School - Department of Finance
Downloads 106 (253,143)

Abstract:

Loading...

Equity valuation, residual income, risk-adjusted discounting, CAPM, CCAPM

8.

Real Incentive Effects of Soft Information

Contemporary Accounting Research, Forthcoming
Posted: 23 Jun 2019
Peter O. Christensen, Hans Frimor and Florin Sabac
Copenhagen Business School - Department of Finance, University of Southern Denmark - Department of Business and Economics and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

Loading...

dynamic agency, renegotiation, career concerns, non-contractible information

9.

Dynamic Incentives and Responsibility Accounting: A Comment

Journal of Accounting & Economics, Aug 2003, Volume: 35 Issue: 3 pp.423-441 , University of Alberta School of Business Research Paper No. 2013-1096
Posted: 02 Jul 2013
Peter O. Christensen, Gerald A. Feltham and Florin Sabac
Copenhagen Business School - Department of Finance, University of British Columbia and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

Loading...

Agency Theory, Contracts, Incentives, USA

10.

A Contracting Perspective on Earnings Quality

Journal of Accounting and Economics Volume 39, Issue 2, June 2005, Pages 265–294, University of Alberta School of Business Research Paper No. 2013-1095
Posted: 02 Jul 2013
Peter O. Christensen, Gerald A. Feltham and Florin Sabac
Copenhagen Business School - Department of Finance, University of British Columbia and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

Loading...

Contracting, Management compensation, Accruals, Earnings quality, Performance measure autocorrelation

11.

Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare

Accounting Review, Forthcoming
Posted: 21 Jul 2011 Last Revised: 25 Dec 2013
Peter O. Christensen and Zhenjiang Qin
Copenhagen Business School - Department of Finance and University of Macau

Abstract:

Loading...

heterogeneous beliefs, public information, dynamic trading, cost of capital, real effects, investor welfare

Ranking Performance Measures in Multi-Task Agencies

The Accounting Review, Forthcoming
Posted: 31 Mar 2010
Peter O. Christensen, Florin Sabac and Jie (Joyce) Tian
Copenhagen Business School - Department of Finance, University of Alberta - Department of Accounting, Operations & Information Systems and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

Loading...

Likelihood ratios, Multiple tasks, LEN

Ranking Performance Measures in Multi-Task Agencies

The Accounting Review, 85(5), September 2010, pp 1545-1575, University of Alberta School of Business Research Paper No. 2013-1091
Posted: 02 Jul 2013
Peter O. Christensen, Florin Sabac and Jie (Joyce) Tian
Copenhagen Business School - Department of Finance, University of Alberta - Department of Accounting, Operations & Information Systems and University of Alberta - Department of Accounting, Operations & Information Systems

Abstract:

Loading...

Likelihood ratios, Multiple tasks, LEN

13.

Information and the Cost of Capital: An Ex-Ante Perspective

AAA 2009 Financial Accounting and Reporting Section (FARS) Paper
Posted: 16 May 2008 Last Revised: 25 Dec 2013
Copenhagen Business School - Department of Finance, Aarhus University - School of Economics and Management and University of British Columbia

Abstract:

Loading...

14.

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

European Finance Review, Vol. 4, No. 2
Posted: 11 Sep 2001
Peter O. Christensen, Svend Erik Graversen and Kristian R. Miltersen
Copenhagen Business School - Department of Finance, University of Aarhus - Department of Mathematical Sciences and Copenhagen Business School

Abstract:

Loading...

Consumption-based capital asset pricing model, CCAPM, dynamic trading

15.

'Cost of Capital' in Residual Income for Performance Evaluation

Sauder School of Business Working Paper
Posted: 11 Jul 2000
Peter O. Christensen, Gerald A. Feltham and Martin G. H. Wu
Copenhagen Business School - Department of Finance, University of British Columbia and University of Illinois at Urbana-Champaign

Abstract:

Loading...

Cost of capital; Residual income; Performance evaluation

16.

Sequential Communication in Agencies

REVIEW OF ACCOUNTING STUDIES, Vol. 2, No. 2, 1997
Posted: 17 Sep 1997
Peter O. Christensen and Gerald A. Feltham
Copenhagen Business School - Department of Finance and University of British Columbia

Abstract:

Loading...