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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 (2026-07)

Paper	Accesses
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	32
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	28
Traffic Light Options Peter Løchte	26
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	26
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	25
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	25
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	25
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	23
Decomposing European bond and equity volatility Charlotte Christiansen	22
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	22
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	22
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	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	22

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Top papers by Downloads last month (2026-07)

Paper	Downloads
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	4
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	3
Private benefits in corporate control transactions Thomas Poulsen	3
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	2
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	2
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	2
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	2
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	2
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	2
Traffic Light Options Peter Løchte	1
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	1
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	1
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras	1
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1
Investment decisions with benefits of control Thomas Poulsen	1

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Top papers by Abstract Accesses last 3 months (2026-05 to 2026-07)

Paper	Accesses
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	161
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	119
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	89
Traffic Light Options Peter Løchte	81
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	81
Decomposing European bond and equity volatility Charlotte Christiansen	75
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	72
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	71
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	68
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	67

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Top papers by Downloads last 3 months (2026-05 to 2026-07)

Paper	Downloads
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	16
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	16
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	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
Investment decisions with benefits of control Thomas Poulsen	12
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	11
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	11
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	11
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	11
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	10
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	10
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	10

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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	1503
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	1471
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1359
Traffic Light Options Peter Løchte	1351
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1345
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1327
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1324
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1181
Decomposing European bond and equity volatility Charlotte Christiansen	1172
Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver	1159

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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	323
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	164
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	164
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	163
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	141
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	115
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	103
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	102

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