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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 (2025-11)

Paper	Accesses
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	32
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	29
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	28
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	24
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	24
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	23
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	20
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	19
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	19
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	17
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	17
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	17
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	17

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Top papers by Downloads last month (2025-11)

Paper	Downloads
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	5
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	4
Decomposing European bond and equity volatility Charlotte Christiansen	3
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	2
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	2
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	2
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	2
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	2
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	2
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	2
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	2
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	2

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Top papers by Abstract Accesses last 3 months (2025-09 to 2025-11)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	114
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	95
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	85
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	78
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	70
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	69
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	59
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	57
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	57
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	56
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	56

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Top papers by Downloads last 3 months (2025-09 to 2025-11)

Paper	Downloads
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	13
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	13
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	13
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	12
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	11
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	11
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	10
Traffic Light Options Peter Løchte	10
Decomposing European bond and equity volatility Charlotte Christiansen	10
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	10
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	10
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	10

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

Paper	Accesses
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1208
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1206
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1192
Traffic Light Options Peter Løchte	1143
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1127
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1127
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1019
Decomposing European bond and equity volatility Charlotte Christiansen	980
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	965
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	944

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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	296
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	143
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	136
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	124
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	112
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	97
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	90
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	77
Traffic Light Options Peter Løchte	67
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	66
Investment decisions with benefits of control Thomas Poulsen	66

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