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 (2025-12)
Top papers by Downloads last month (2025-12)
| Paper | Downloads |
|---|---|
| Investment decisions with benefits of control Thomas Poulsen | 3 |
| Traffic Light Options Peter Løchte | 3 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 2 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 2 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 1 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 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 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1 |
Top papers by Abstract Accesses last 3 months (2025-10 to 2025-12)
Top papers by Downloads last 3 months (2025-10 to 2025-12)
| Paper | Downloads |
|---|---|
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 8 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 7 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 7 |
| Traffic Light Options Peter Løchte | 6 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 5 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 5 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 5 |
| Investment decisions with benefits of control Thomas Poulsen | 5 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 5 |
| Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg | 5 |
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 | 1240 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1221 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1214 |
| Traffic Light Options Peter Løchte | 1162 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1158 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1151 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1044 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 999 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 987 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 976 |
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 | 125 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 113 |
| 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 | 70 |
| Investment decisions with benefits of control Thomas Poulsen | 69 |
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