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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 (2024-12)

Paper	Accesses
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	17
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	16
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	16
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	14
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	14
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	14
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	13
Decomposing European bond and equity volatility Charlotte Christiansen	13
Traffic Light Options Peter Løchte	12
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	12
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence Anne-Sofie Reng Rasmussen	12
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	12

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Top papers by Downloads last month (2024-12)

Paper	Downloads
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	1
Traffic Light Options Peter Løchte	1
Investment decisions with benefits of control Thomas Poulsen	1
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	1
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	1
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	1
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	1
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	1
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	1
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	1
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1
Decomposing European bond and equity volatility Charlotte Christiansen	1
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	1
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	1
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1
Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid	1

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Top papers by Abstract Accesses last 3 months (2024-10 to 2024-12)

Paper	Accesses
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	41
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	41
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	38
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	38
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	37
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	36
Decomposing European bond and equity volatility Charlotte Christiansen	32
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	32
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	32
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	31
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	31

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Top papers by Downloads last 3 months (2024-10 to 2024-12)

Paper	Downloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	3
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	2
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	1
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1
Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid	1
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1
Decomposing European bond and equity volatility Charlotte Christiansen	1
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	1
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	1
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	1
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	1
Investment decisions with benefits of control Thomas Poulsen	1
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	1
Traffic Light Options Peter Løchte	1
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	1
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	1
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	1

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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	994
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	993
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	967
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	966
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	927
Traffic Light Options Peter Løchte	918
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	853
Decomposing European bond and equity volatility Charlotte Christiansen	800
Private benefits in corporate control transactions Thomas Poulsen	738
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	734

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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	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

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• University of Aarhus, Aarhus School of Business, Department of Business Studies
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