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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 (2017-07)

PaperAccesses
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
26
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
12
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
11
Private benefits in corporate control transactions
Thomas Poulsen
9
Traffic Light Options
Peter Løchte
9
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
8
Sato Processes in Default Modeling
Thomas Kokholm and Elisa Nicolato
8
Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm
7
Investment decisions with benefits of control
Thomas Poulsen
7
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
7
Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen and Domenico De Giovanni
7
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
7

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Top 10 Papers by File Downloads Last Month (2017-07)

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
1
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-05 - 2017-07)

PaperDownloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
51
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
29
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
25
Traffic Light Options
Peter Løchte
24
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
23
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
22
Private benefits in corporate control transactions
Thomas Poulsen
20
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
20
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
19
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
19

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Top 10 Papers by File Downloads Last 3 Months (2017-05 - 2017-07)

PaperDownloads
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
3
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
2
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
1
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
1
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
1
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
1
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
1

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