Finance Research Group Working Papers, Department of Business Studies, Aarhus School of Business, University of Aarhus

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Top 10 Papers by Abstract Accesses Last Month (2012-04)

Paper	Accesses
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen and Daniel Schiemert	2
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont and Thomas Kokholm	2
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	2
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	2
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg and Per H. Frederiksen	1
Private benefits in corporate control transactions Thomas Poulsen	1
Sato Processes in Default Modeling Thomas Kokholm and Elisa Nicolato	1
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	1
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen and Angelo Ranaldo	1
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen and Domenico De Giovanni	1
Traffic Light Options Peter Løchte	1

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Top 10 Papers by File Downloads Last Month (2012-04)

Paper	Downloads
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen and Domenico De Giovanni	1
Sato Processes in Default Modeling Thomas Kokholm and Elisa Nicolato	1

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Top 10 Papers by Abstract Accesses Last 3 Months (2012-02 - 2012-04)

Paper	Downloads
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen and Daniel Schiemert	12
Traffic Light Options Peter Løchte	11
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	10
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	8
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg and Per H. Frederiksen	8
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	7
Private benefits in corporate control transactions Thomas Poulsen	7
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	7
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont and Thomas Kokholm	5
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	5

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Top 10 Papers by File Downloads Last 3 Months (2012-02 - 2012-04)

Paper	Downloads
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen and Daniel Schiemert	4
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg and Per H. Frederiksen	3
Sato Processes in Default Modeling Thomas Kokholm and Elisa Nicolato	2
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	2
Private benefits in corporate control transactions Thomas Poulsen	1
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	1
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen and Domenico De Giovanni	1
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	1
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson and Paula Peare	1
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth and Marliese Uhrig-Homburg	1

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