Fulltext files are files downloaded from the S-WoBA server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.
The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.
Paper | Accesses |
---|---|
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 |
Paper | Accesses |
---|---|
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 |
Paper | Accesses |
---|---|
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 |
Paper | Downloads |
---|---|
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 |
Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().
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