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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.

The raw data

The raw data

Top papers by Abstract Accesses last month (2025-02)

Paper	Accesses
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	24
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	24
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	23
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	23
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	19
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	19
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	18
Traffic Light Options Peter Løchte	18
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence Anne-Sofie Reng Rasmussen	18
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	18

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Top papers by Abstract Accesses last 3 months (2024-12 to 2025-02)

Paper	Accesses
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	65
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	54
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	49
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	49
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	48
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	47
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	47
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence Anne-Sofie Reng Rasmussen	46
Traffic Light Options Peter Løchte	46
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	46

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Top papers by Downloads last 3 months (2024-12 to 2025-02)

Paper	Downloads
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	1
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	1
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1
Private benefits in corporate control transactions Thomas Poulsen	1
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	1
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	1
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	1
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	1
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	1
Decomposing European bond and equity volatility Charlotte Christiansen	1
Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid	1
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	1
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1
Traffic Light Options Peter Løchte	1
Investment decisions with benefits of control Thomas Poulsen	1
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	1
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	1
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	1
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1

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

Paper	Accesses
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1031
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1025
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	996
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	989
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	966
Traffic Light Options Peter Løchte	952
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	883
Decomposing European bond and equity volatility Charlotte Christiansen	831
Private benefits in corporate control transactions Thomas Poulsen	766
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	764

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

Paper	Downloads
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	287
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	128
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	127
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	117
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	101
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	87
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	80
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	66
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	59
Investment decisions with benefits of control Thomas Poulsen	59

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• University of Aarhus, Aarhus School of Business, Department of Business Studies
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