Jens Dick-Nielsen

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 2,976

in Total Papers Citations

338

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 2,510 (6,601)
Citation 60

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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 1,309 (18,298)
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 (194,533)
Citation 19

Abstract:

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

3.
Downloads 646 ( 50,447)
Citation 50

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 563 (59,421)
Citation 11

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 (365,568)
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 (70,095)
Citation 19

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

5.

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 361 (102,278)
Citation 3

Abstract:

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Academic TRACE data, Error filter, SAS code

6.

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 306 (122,598)
Citation 1

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

7.

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 274 (137,691)
Citation 1

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

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 172 (213,237)

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

9.
Downloads 140 (252,983)
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 (394,157)
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 (413,409)

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

10.

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 131 (266,271)
Citation 1

Abstract:

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

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 102 (318,137)
Citation 1

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

12.

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 72 (392,749)

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

13.

Dealer Networks and the Cost of Immediacy

Number of pages: 47 Posted: 19 Feb 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 60 (431,789)

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Dealer network, dealer inventory, search frictions, transaction costs

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