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.