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Copenhagen Business School, Department of Finance Working Papers Contact information of
Copenhagen Business School, Department of Finance: http://www.cbs.dk/departments/finance/ More information through EDIRC Editor: Eva Skoup
For technical questions regarding this series, please contact
(Lars Nondal) Series handle: repec:hhs:cbsfin
2008 2007 2007-230 Capital Structure Arbitrage: Model Choice and Volatility Calibration by Bajlum, Claus & Tind Larsen, Peter [Downloadable!]
2007-229 Accounting Transparency and the Term Structure of Credit Default Swap Spreads by Bajlum, Claus & Tind Larsen, Peter [Downloadable!]
2007-25 Disclosed Values of Option-Based Compensation - Incompetence, Deliberate Underreporting or the Use of Expected Time to Maturity? by Bechmann, Ken L. & Hjortshøj, Toke L. [Downloadable!]
2007-1 Distributions of owner-occupiers' housing wealth, debt and interest expenditureratios as financial soundness indicators by Lunde, Jens [Downloadable!]
2006-10 On Volatility induced Stationarity for Stochastic Differential Equations by J.M.PAlbin, J.M.P & Astrup Jensen, Bjarne & Muszta, Anders & Martin, Richter [Downloadable!]
2005-10 Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises by Angkinand, Apanard & Wihlborg, Clas [Downloadable!]
2006 2006-60 Foreign Ownership and long-term Survival by Kronborg, Dorte & Thomsen, Steen [Downloadable!]
2006-9 Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs by Løchte Jørgensen, Peter [Downloadable!]
2005-6 Rating mutual funds by Bechmann, Ken L. & Rangvid , Jesper [Downloadable!]
2005-4 Taxable Cash Dividends by Bechman, Ken L. & Raaballe, Johannes [Downloadable!]
2005-3 The owner-occupiers’ capital structure during a house price boom by Lunde, Jens [Downloadable!]
2005-2 The Choice of Monetary Regime by Østrup, Finn [Downloadable!]
2004-8 Dynamic asset allocation and latent variables by Sørensen, Carsten & Trolle, Anders Bjerre [Downloadable!]
2004-4 Upper Bounds on Numerical Approximation Errors by Raahauge, Peter [Downloadable!]
2005 2004 2004-9 On the Pricing of Step-Up Bonds in the European Telecom Sector by Lando, David & Mortensen, Allan [Downloadable!]
2004-7 Latent Utility Shocks in a Structural Empirical Asset Pricing Model by Christensen, Bent Jesper & Raahauge, Peter [Downloadable!]
2004-6 Modelling Callable Annuity Bonds with Interest-Only Optionality by Holst, Anders & Nalholm, Morten [Downloadable!]
2004-5 Higher-Order Finite Element Solutions of Option Prices by Raahauge, Peter [Downloadable!]
2004-3 Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case by Lunde, Jens [Downloadable!]
2004-2 Bestyrelsessammensætning og finansiel performance i danske børsnoterede virksomheder by Rose, Casper [Downloadable!]
2004-1 The Differences Between Stock Splits and Stock Dividends by Bechmann, Ken L. & Raaballe, Johannes [Downloadable!]
2003 2002 2002-9 Pensionsafkastbeskatning og optimal porteføljesammensætning by Bhatti, Jonas Aziz & Møller, Michael [Downloadable!]
2002-8 Output and Expected Returns - a multicountry study by Rangvid, Jesper [Downloadable!]
2002-7 Optionsaflønning i danske børsnoterede selskaber by Bechmann, Ken L. & Løchte Jørgensen, Peter [Downloadable!]
2002-5 Impact of Takeover Defenses on Managerial Incentives by Rose, Caspar [Downloadable!]
2002-4 Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans by Richter, Martin & Sørensen, Carsten [Downloadable!]
2002-3 Foundation ownership and financial performance. Do companies need owners? by Thomsen, Steen & Rose, Caspar [Downloadable!]
2002-2 Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index - The KFX Index by Bechmann, Ken L. [Downloadable!]
2002-1 On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model by Jensen, Bjarne Astrup [Downloadable!]
2001 2001-9 Empirical Rationality in the Stock Market by Raahauge, Peter [Downloadable!]
2001-8 Legal pre-emption rights as call-options, redistribution and efficiency loss by Møller, Michael & Rose, Caspar [Downloadable!]
2001-7 Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls by Bechmann, Ken L. [Downloadable!]
2001-6 Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior? by Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard [Downloadable!]
2001-5 The Impact of Bankruptcy Rules on Risky Project Choice and Skill Formation under Credit Rationing by Gangopadhyay, Shubhashis & Wihlborg, Clas [Downloadable!]
2001-4 Corporate Financial Performance and the Use of Takeover Defenses by Rose, Caspar [Downloadable!]
2001-3 Impact of Investor Meetings/Presentations on Share Prices, Insider Trading and securities Regulation by Rose, Caspar [Downloadable!]
2001-2 Mean variance efficient portfolios by linear programming: A review of some portfolio selection criteria of Elton, Gruber and Padberg by Jensen, Bjarne Astrup [Downloadable!]
2000-10 On Specific Performance in Civil Law and Enforcement Costs by Lando, Henrik & Rose, Caspar [Downloadable!]
2000-9 Optimal Consumption and Investment Strategies with Stochastic Interest Rates by Sørensen, Carsten & Munk, Claus [Downloadable!]
2000-6 Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange by Voetmann, Torben [Downloadable!]
1999-10 CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange by Neumann, Robert & Voetmann, Torben [Downloadable!]
1999-8 Momsafløftning Og Kreditforvridning by Florentsen, Bjarne & Møller, Michael & Nielsen, Niels Chr. [Downloadable!]
2000 2001-1 Den ny pensionsafkastbeskatningslov by Møller, Michael & Parum, Claus & Sørensen, Thomas [Downloadable!]
2000-11 Ny lov om jordforurening i økonomisk belysning by Lando, Henrik [Downloadable!]
2000-8 Convergence in the ERM and declining numbers of common stochastic trends by Rangvid, Jesper & Sørensen, Carsten [Downloadable!]
2000-7 The Optimal Standard of Proof in Criminal Law When Both Fairness and Deterrence Matter by Lando, Henrik [Downloadable!]
2000-5 A Regulation of Bids for Dual Class Shares. Implication: Two Shares { One Price by Bechmann, Ken L. & Raaballe, Johannes [Downloadable!]
2000-1 Paying for minimum interest rate guarantees: Who should compensate who? by Jensen, Bjarne Astrup & Sørensen, Carsten [Downloadable!]
1999 2000-4 Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997 by Jakobsen, Jan & Voetmann, Torben [Downloadable!]
2000-3 Volatility-Adjusted Performance An Alternative Approach to Interpret Long-Run Returns by Jakobsen, Jan & Voetmann, Torben [Downloadable!]
2000-2 Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark by Jakobsen, Jan & Sørensen, Ole [Downloadable!]
1999-14 Seasonality in Agricultural Commodity Futures by Sørensen, Carsten [Downloadable!]
1999-13 On Makeham's formula and xed income mathematics by Jensen, Bjarne Astrup [Downloadable!]
1999-9 Does Ownership Matter? Evidence from Changes in Institutional and Strategic Investors' Equity Holdings by Neumann, Robert & Voetmann, Torben [Downloadable!]
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This page was last updated on 2009-7-3.
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