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Scandinavian Working Papers in Economics
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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 (2017-09)

PaperAccesses
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
13
Traffic Light Options
Peter Løchte
12
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
8
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
7
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
6
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
6
Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm
6
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
6
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
5
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
Anne-Sofie Reng Rasmussen
5
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
5
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
Leonidas Tsiaras
5
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
5
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
5
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
5
Decomposing European bond and equity volatility
Charlotte Christiansen
5
Private benefits in corporate control transactions
Thomas Poulsen
5
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
5

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Top 10 Papers by File Downloads Last Month (2017-09)

PaperDownloads
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-07 - 2017-09)

PaperDownloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
50
Traffic Light Options
Peter Løchte
32
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
27
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
26
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
24
Private benefits in corporate control transactions
Thomas Poulsen
23
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
21
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
21
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
20
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
20

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Top 10 Papers by File Downloads Last 3 Months (2017-07 - 2017-09)

PaperDownloads
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
3
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
2
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
1

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