Fulltext files are files downloaded from the S-WoBA server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.

The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.

The raw data

The raw data

Top papers by Abstract Accesses last month (2026-05)

Paper	Accesses
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	102
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	51
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	35
Traffic Light Options Peter Løchte	33
Decomposing European bond and equity volatility Charlotte Christiansen	30
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	29
Investment decisions with benefits of control Thomas Poulsen	29
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	29
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	29
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	28

Rank papers for other periods

Top papers by Downloads last month (2026-05)

Paper	Downloads
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	13
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	10
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	10
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange David C. Porter, Carsten Tanggaard, Daniel G. Weaver, Wei Yu	9
Investment decisions with benefits of control Thomas Poulsen	9
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	8
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	8
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	8
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	8
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	7
Decomposing European bond and equity volatility Charlotte Christiansen	7
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	7
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	7
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	7
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	7

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2026-03 to 2026-05)

Paper	Accesses
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	171
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	129
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	123
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	95
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	95
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	93
Traffic Light Options Peter Løchte	91
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	90
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	90
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	90
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	90
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	90

Rank papers for other periods

Top papers by Downloads last 3 months (2026-03 to 2026-05)

Paper	Downloads
Decomposing European bond and equity volatility Charlotte Christiansen	42
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	40
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	40
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	31
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	26
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	25
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	25
Investment decisions with benefits of control Thomas Poulsen	24
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	23
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	22

Rank papers for other periods

Top papers by Abstract Accesses all months (from 2005-09)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1449
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1403
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1335
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1309
Traffic Light Options Peter Løchte	1303
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1287
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1268
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1138
Decomposing European bond and equity volatility Charlotte Christiansen	1127
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1117

Rank papers for other periods

Top papers by Downloads all months (from 2005-09)

Paper	Downloads
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	315
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	163
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	162
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	161
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	140
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	137
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	112
Decomposing European bond and equity volatility Charlotte Christiansen	103
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	101
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	97

Rank papers for other periods

• University of Aarhus, Aarhus School of Business, Department of Business Studies
• Home page for this series

Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2026-06-01 05:57:20.