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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 (2024-11)

Paper	Accesses
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	14
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	13
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	12
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	11
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	10
Decomposing European bond and equity volatility Charlotte Christiansen	10
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	10
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	10
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	10
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	9

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Top papers by Downloads last month (2024-11)

Paper	Downloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	2
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	1

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Top papers by Abstract Accesses last 3 months (2024-09 to 2024-11)

Paper	Accesses
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	39
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	38
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	37
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	30
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	30
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	29
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	29
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	29
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	29
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	27
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	27
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	27
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	27

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Top papers by Downloads last 3 months (2024-09 to 2024-11)

Paper	Downloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	2
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	1

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

Paper	Accesses
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	984
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	980
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	956
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	952
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	917
Traffic Light Options Peter Løchte	906
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	837
Decomposing European bond and equity volatility Charlotte Christiansen	787
Private benefits in corporate control transactions Thomas Poulsen	728
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	725

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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	286
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	127
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	126
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	116
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	100
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	86
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	79
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	65
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	58
Investment decisions with benefits of control Thomas Poulsen	58

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• University of Aarhus, Aarhus School of Business, Department of Business Studies
• Home page for this series

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