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.
Papers at S-WoBA
Top papers by Abstract Accesses last month (2026-10)
Top papers by Downloads last month (2026-10)
| Paper | Downloads |
|---|---|
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 14 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 12 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 10 |
| Traffic Light Options Peter Løchte | 10 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 10 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 10 |
| Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid | 8 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 8 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 7 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 7 |
Top papers by Abstract Accesses last 3 months (2026-08 to 2026-10)
| Paper | Accesses |
|---|---|
| Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen | 87 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 86 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 84 |
| Traffic Light Options Peter Løchte | 77 |
| Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni | 71 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 70 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 69 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 68 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 68 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 67 |
Top papers by Downloads last 3 months (2026-08 to 2026-10)
| Paper | Downloads |
|---|---|
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 19 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 18 |
| Traffic Light Options Peter Løchte | 16 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 15 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 15 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 15 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 14 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 13 |
| Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller | 12 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 12 |
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 | 1566 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1555 |
| Traffic Light Options Peter Løchte | 1428 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1413 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1413 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1406 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1387 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 1244 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 1226 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 1226 |
Top papers by Downloads all months (from 2005-09)
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This page generated on 2026-11-01 05:45:49.