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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 (2026-09)

Paper	Accesses
Traffic Light Options Peter Løchte	30
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	30
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	28
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	28
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	27
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	25
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	23
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	22
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	21
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	21
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	21
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	21

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Top papers by Downloads last month (2026-09)

Paper	Downloads
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	5
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	4
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	4
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	4
Investment decisions with benefits of control Thomas Poulsen	4
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	3
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	3
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	3
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	3
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	3
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	3
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	3
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	3
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	3
Decomposing European bond and equity volatility Charlotte Christiansen	3
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	3
Traffic Light Options Peter Løchte	3

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Top papers by Abstract Accesses last 3 months (2026-07 to 2026-09)

Paper	Accesses
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	91
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	88
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	83
Traffic Light Options Peter Løchte	81
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	77
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	75
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	73
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	72
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	68
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	67

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Top papers by Downloads last 3 months (2026-07 to 2026-09)

Paper	Downloads
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	10
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	10
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	9
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	9
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	9
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	8
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	8
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	8
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	8
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	7
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	7
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	7
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	7
Private benefits in corporate control transactions Thomas Poulsen	7
Traffic Light Options Peter Løchte	7
Investment decisions with benefits of control Thomas Poulsen	7

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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	1548
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1531
Traffic Light Options Peter Løchte	1406
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1392
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1386
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1379
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1362
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1223
Decomposing European bond and equity volatility Charlotte Christiansen	1208
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1202

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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	329
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	169
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	168
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	168
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	145
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	145
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	123
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	111
Decomposing European bond and equity volatility Charlotte Christiansen	110
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	108

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