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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 (2026-03)

Paper	Accesses
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	34
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	33
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	32
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	32
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	31
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	30
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	28
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	26
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	25
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	25

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Top papers by Downloads last month (2026-03)

Paper	Downloads
Decomposing European bond and equity volatility Charlotte Christiansen	26
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	20
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	18
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	17
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	16
Investment decisions with benefits of control Thomas Poulsen	12
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	12
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	10
Private benefits in corporate control transactions Thomas Poulsen	9
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	9
Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid	9
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	9

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Top papers by Abstract Accesses last 3 months (2026-01 to 2026-03)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	119
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	117
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	96
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	94
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	90
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	88
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	84
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	84
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	80
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	78

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Top papers by Downloads last 3 months (2026-01 to 2026-03)

Paper	Downloads
Decomposing European bond and equity volatility Charlotte Christiansen	26
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	25
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	22
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	22
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	19
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	18
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	18
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	17
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	16
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	14

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

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1359
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1302
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1272
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1252
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1231
Traffic Light Options Peter Løchte	1228
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1122
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1072
Decomposing European bond and equity volatility Charlotte Christiansen	1059
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1052

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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	303
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	152
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	150
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	148
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	115
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	115
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	100
Decomposing European bond and equity volatility Charlotte Christiansen	87
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	86
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	85

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