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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 (2024-10)

Paper	Accesses
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	19
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	18
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	16
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	14
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	13
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	13
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	12
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	11
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	11
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	11
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	11

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Top papers by Abstract Accesses last 3 months (2024-08 to 2024-10)

Paper	Accesses
Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg	37
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	34
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	33
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	33
Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid	32
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	30
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	29
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	29
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	27
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	27

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

Paper	Accesses
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	977
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	972
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	950
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	944
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	907
Traffic Light Options Peter Løchte	899
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	828
Decomposing European bond and equity volatility Charlotte Christiansen	777
Private benefits in corporate control transactions Thomas Poulsen	721
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	715

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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	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

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