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

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

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Papers at S-WoBA

Number of papers at S-WoBA

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Top 10 Papers by Abstract Accesses Last Month (2017-04)

PaperAccesses
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
14
Traffic Light Options
Peter Løchte
12
Investment decisions with benefits of control
Thomas Poulsen
10
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
8
Pricing the Option to Surrender in Incomplete Markets
Andrea Consiglio and Domenico De Giovanni
7
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
7
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
7
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
7
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
7
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
6
Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen and Domenico De Giovanni
6
Private benefits in corporate control transactions
Thomas Poulsen
6
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
6

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Top 10 Papers by File Downloads Last Month (2017-04)

PaperDownloads
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
4
Decomposing European bond and equity volatility
Charlotte Christiansen
3
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
2
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
2
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
2
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
2
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
1
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
1
Investment decisions with benefits of control
Thomas Poulsen
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-02 - 2017-04)

PaperDownloads
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
37
Traffic Light Options
Peter Løchte
33
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
24
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
24
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
19
Investment decisions with benefits of control
Thomas Poulsen
17
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
16
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
16
Private benefits in corporate control transactions
Thomas Poulsen
16
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
Anne-Sofie Reng Rasmussen
15
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
15
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
Anne-Sofie Reng Rasmussen
15

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Top 10 Papers by File Downloads Last 3 Months (2017-02 - 2017-04)

PaperDownloads
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
4
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange
David C. Porter, Carsten Tanggaard, Daniel G. Weaver and Wei Yu
4
Decomposing European bond and equity volatility
Charlotte Christiansen
3
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
3
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
2
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
2
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
2
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
2
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
2
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
1
Investment decisions with benefits of control
Thomas Poulsen
1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
1
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
1
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
1

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