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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Top papers by Abstract Accesses last month (2025-09)
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Top papers by Abstract Accesses last 3 months (2025-07 to 2025-09)
| Paper | Accesses |
|---|---|
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 108 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 98 |
| Traffic Light Options Peter Løchte | 85 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 83 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 80 |
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 75 |
| How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence Anne-Sofie Reng Rasmussen | 70 |
| Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen | 65 |
| Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm | 60 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 60 |
Top papers by Downloads last 3 months (2025-07 to 2025-09)
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 | 1186 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 1137 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1117 |
| Traffic Light Options Peter Løchte | 1112 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1076 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1076 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 976 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 948 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 932 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 893 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 293 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 135 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 134 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 123 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 111 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 93 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 85 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 72 |
| Traffic Light Options Peter Løchte | 64 |
| Investment decisions with benefits of control Thomas Poulsen | 64 |
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