Scandinavian Working Papers in Business Administration

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

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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

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Top papers by Abstract Accesses last month (2025-06)

PaperAccesses
Paying for Market Quality
Amber Anand, Carsten Tanggaard, Daniel G. Weaver
110
On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen, Daniel Schiemert
81
Sato Processes in Default Modeling
Thomas Kokholm, Elisa Nicolato
75
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
74
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
72
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
59
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Peter Løchte Jørgensen
58
Traffic Light Options
Peter Løchte
42
Volatility and realized quadratic variation of differenced returns : A wavelet method approach
Esben Høg
39
Pricing the Option to Surrender in Incomplete Markets
Andrea Consiglio, Domenico De Giovanni
37

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Top papers by Abstract Accesses last 3 months (2025-04 to 2025-06)

PaperAccesses
Paying for Market Quality
Amber Anand, Carsten Tanggaard, Daniel G. Weaver
120
On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen, Daniel Schiemert
110
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
94
Sato Processes in Default Modeling
Thomas Kokholm, Elisa Nicolato
90
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
90
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
81
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Peter Løchte Jørgensen
74
Pricing the Option to Surrender in Incomplete Markets
Andrea Consiglio, Domenico De Giovanni
62
Traffic Light Options
Peter Løchte
60
Volatility and realized quadratic variation of differenced returns : A wavelet method approach
Esben Høg
55

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

PaperAccesses
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
1130
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
1071
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont, Thomas Kokholm
1057
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen, Angelo Ranaldo
1040
Traffic Light Options
Peter Løchte
1027
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
1016
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson, Paula Peare
934
Decomposing European bond and equity volatility
Charlotte Christiansen
890
Paying for Market Quality
Amber Anand, Carsten Tanggaard, Daniel G. Weaver
849
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
841

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

PaperDownloads
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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This page generated on 2025-07-01 07:23:42.