Scandinavian Working Papers in Business Administration

Finance Research Group Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

Downloads from S-WoBA

Fulltext files are files downloaded from the S-WoBA server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.

The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.

The raw data

Papers at S-WoBA

The raw data

Top papers by Abstract Accesses last month (2024-09)

PaperAccesses
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid
12
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
Anne-Sofie Reng Rasmussen
11
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
11
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth, Marliese Uhrig-Homburg
11
Sato Processes in Default Modeling
Thomas Kokholm, Elisa Nicolato
11
Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen, Domenico De Giovanni
10
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
9
Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm
9
Paying for Market Quality
Amber Anand, Carsten Tanggaard, Daniel G. Weaver
9
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
8
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
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
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
8
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
Leonidas Tsiaras
8
Pricing the Option to Surrender in Incomplete Markets
Andrea Consiglio, Domenico De Giovanni
8
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson, Paula Peare
8
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Peter Løchte Jørgensen
8

Rank papers for other periods

Top papers by Abstract Accesses last 3 months (2024-07 to 2024-09)

PaperAccesses
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth, Marliese Uhrig-Homburg
30
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
Anne-Sofie Reng Rasmussen
29
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
27
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid
27
Sato Processes in Default Modeling
Thomas Kokholm, Elisa Nicolato
26
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
25
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
25
Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen, Domenico De Giovanni
24
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
23
Decomposing European bond and equity volatility
Charlotte Christiansen
23

Rank papers for other periods

Top papers by Abstract Accesses all months (from 2005-09)

PaperAccesses
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
964
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
962
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen, Angelo Ranaldo
939
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont, Thomas Kokholm
928
Traffic Light Options
Peter Løchte
890
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
889
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson, Paula Peare
816
Decomposing European bond and equity volatility
Charlotte Christiansen
768
Private benefits in corporate control transactions
Thomas Poulsen
712
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
708

Rank papers for other periods

Top papers by Downloads all months (from 2005-09)

PaperDownloads
Pricing the Option to Surrender in Incomplete Markets
Andrea Consiglio, Domenico De Giovanni
286
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
127
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg, Per H. Frederiksen
126
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
116
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson, Paula Peare
100
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy, Cesário Mateus
86
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont, Thomas Kokholm
79
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen, Angelo Ranaldo
63
Investment decisions with benefits of control
Thomas Poulsen
58
On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen, Daniel Schiemert
58

Rank papers for other periods

Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2024-10-01 06:04:27.