Finanssektionen på företagsekonomiska institutionen är med mer än 25 forskare och doktorander en av Sveriges största enheter för forskning inom finansiering. Sektionens forskning omfattar alla områden av finansiering, med särskilt fokus på riskhantering och derivat, finansmarknadernas mikrostruktur, samt bolagsstyrning.
Sektionens anställda undervisar huvudsakligen på Kandidatprogrammet i Företagsekonomi (med möjlig specialisering mot finansiering) och det högt efterfrågade masterprogrammet M.Sc. in Banking and Finance.
Publikationer i finansiering (urval)
| 2020 | Post Thierry Rodríguez-Longarela Iñaki |
Risk Arbitrage Opportunities for Stock Index Options. Operations Research, forthcoming. Link. |
| 2020 | Hou Ai Jun Wang Weining Chen Cathy Yi‐Hsuan Härdle Wolfgang |
Pricing Cryptocurrency Options: The Case of Bitcoin and CRIX. Journal of Financial Econometrics, forthcoming. Link. |
| 2020 | Josephson Jens Shapiro Joel |
Credit ratings and structured finance. Journal of Financial Intermediation, 41(100816). Link. |
| 2019 | Hagströmer Björn Menkveld Albert |
Information Revelation in Decentralized Markets. Journal of Finance, 74(6): 2751-2787. Link. |
| 2019 | Zareei Abalfazl | Network origins of portfolio risk. Journal of Banking and Finance, 109(105663). Link. |
| 2019 | Xu Caihong Zhang Dong |
Market Openness and Market Quality in Gold Markets. Journal of Futures Markets, 39(3), 384-401. Link. |
| 2019 | Baron Matthew Brogaard Jonathan Hagströmer Björn Kirilenko Andrei |
Risk and Return in High-Frequency Trading. Journal of Financial and Quantitative Analysis, 54(3), 993-1024. Link. |
| 2018 | Lundström Christian Peltomäki Jarkko |
Optimal Embedded Leverage. Quantitative Finance, 18(7), 1077-1085. Link. |
| 2018 | Chowdhury Abu Mollah Sabur Farooque Omar |
Insider-trading, discretionary accruals and information asymmetry. The British Accounting Review, 50 (4), 341-363. Link. |
| 2018 | Dzieliński Michal Rieger Marc Oliver Talpsepp Tõnn |
Asymmetric attention and volatility asymmetry. Journal of Empirical Finance, 45, 59–67. Link. |
| 2018 | Hou Ai Jun Nordén Lars L. |
VIX Futures Calendar Spreads. Journal of Futures Markets, 38, 822-838. Link. |
| 2018 | Asgharian Hossein Liu Lu Larsson Marcus |
Cross-border asset holding and comovements in sovereign bond markets. Journal of International Money and Finance, 86, 189-206. Link. |
| 2017 | Eriksson Kent Fjeldstad Øystein Jonsson Sara |
Transaction organizations and SME internationalization: the effect of home and host country bank relationships on international performance. International Business Review, 26(1), 130-144 |
| 2017 | Davydov Denis Florestedt Otto Peltomäki Jarkko Schön Marcus |
Portfolio performance across genders and generations: The role of financial innovation. International Review of Financial Analysis, 50, 44-51. Link. |
| 2017 | Longarela Iñaki R. | Explaining vertical gender segregation: a research agenda. Work, Employment and Society, 31(5), 861-871. Link. |
