Center for Financial Frictions

Publications

Here you can find all the publications published since the FRIC Center began its activities in April 2012.

FRIC Publication List

 

Publications 2022

Articles

Brøgger, S. B. (2022). Dynamic Risk Management and Asset Comovement. Journal of Empirical Finance.
DOI: 10.1016/j.jempfin.2022.01.003

Christoffersen, S. E. K., Keim, D., Musto, D., Rzeznik, A. (2022). Passive-Aggressive Trading: The Supply and Demand of Liquidity by Institutional Traders. Review of Finance. 
DOI: https://doi.org/10.1093/rof/rfac008

Frazzini, A., Pedersen, L. H. (2022). Embedded Leverage. The Review of Asset Pricing Studies. 
DOI: https://doi.org/10.1093/rapstu/raab022

Friewald, N., Nagler, F., Wagner, C. (2022). Debt Refinancing and Equity Returns. Journal of Empirical Finance. 
DOI: https://doi.org/10.1016/j.jempfin.2022.01.003

Greenwood, R., Hanson, S., Shleifer, A., Sørensen, J. A. (2022). Predictable Financial Crises (forthcoming).
OA: https://www.hbs.edu/faculty/Publication%20Files/20-130_56074edc-f438-49c2-aaa4-11d8f6237b7f.pdf

Jensen, T. I., Kelly, B., Pedersen, L. H. (2022). Is There a Replication Crisis in Finance? (Forthcoming)
DOI: https://doi.org/10.3386/w28432

Kelly, B., Malamud, S., Pedersen, L. H. (2022). Principal Portfolios. Review of Finance. 
DOI: https://doi.org/10.1093/rof/rfac008

 

Paper presented on a forum or a conference

Dick-Nielsen, J., Gyntelberg, J., Thimsen, C. (2022). The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts. Paper presented at The 80th Annual Meeting of American Finance Association. AFA 2020, San Diego, California, United States. 
OA: https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=AFA2020&paper_id=1321

 

 

The page was last edited by: Center for Financial Frictions // 06/20/2022

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Center for Financial Frictions (FRIC)
Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg
Email: fric@cbs.dk