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 (2026-06)
Top papers by Downloads last month (2026-06)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 6 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 4 |
| Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg | 3 |
| Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm | 3 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 3 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 3 |
| Traffic Light Options Peter Løchte | 2 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 2 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 2 |
| Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid | 2 |
| Investment decisions with benefits of control Thomas Poulsen | 2 |
Top papers by Abstract Accesses last 3 months (2026-04 to 2026-06)
| Paper | Accesses |
|---|---|
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 182 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 141 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 112 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 106 |
| Traffic Light Options Peter Løchte | 97 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 91 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 87 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 86 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 86 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 83 |
Top papers by Downloads last 3 months (2026-04 to 2026-06)
| Paper | Downloads |
|---|---|
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 25 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 24 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 24 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 20 |
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 18 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 17 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 17 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 16 |
| Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm | 16 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 16 |
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 | 1471 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1443 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 1345 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1326 |
| Traffic Light Options Peter Løchte | 1325 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 1304 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1302 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 1155 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 1150 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 1138 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 321 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 164 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 163 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 162 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 140 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 139 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 113 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 104 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 102 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 99 |
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This page generated on 2026-07-01 06:00:33.