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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 (2024-06)

Paper	Accesses
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	16
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	16
Decomposing European bond and equity volatility Charlotte Christiansen	16
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
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	8
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	8
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	7
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	7
Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato	6
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork	6
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	6
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	6
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	6

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Top papers by Downloads last month (2024-06)

Paper	Downloads
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	1
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	1
Decomposing European bond and equity volatility Charlotte Christiansen	1

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Top papers by Abstract Accesses last 3 months (2024-04 to 2024-06)

Paper	Accesses
Decomposing European bond and equity volatility Charlotte Christiansen	51
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	48
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	25
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen	23
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	22
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	19
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	19
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	17
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	15
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	14
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	14

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Top papers by Downloads last 3 months (2024-04 to 2024-06)

Paper	Downloads
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	3
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	2
Investment decisions with benefits of control Thomas Poulsen	2
Time Charters with Purchase Options in Shipping: Valuation and Risk Management Peter Løchte Jørgensen, Domenico De Giovanni	2
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen	2
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	2
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen	1
Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus	1
Traffic Light Options Peter Løchte	1
Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm	1
Decomposing European bond and equity volatility Charlotte Christiansen	1
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	1
On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert	1
Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg	1
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller	1
Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni	1
Do More Economists Hold Stocks? Charlotte Christiansen, Juanna Schröter Joensen, Jesper Rangvid	1
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	1
Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni	1

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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	945
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen	939
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo	922
A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm	910
Traffic Light Options Peter Løchte	877
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen	867
Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare	796
Decomposing European bond and equity volatility Charlotte Christiansen	745
Private benefits in corporate control transactions Thomas Poulsen	693
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann	690

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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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• University of Aarhus, Aarhus School of Business, Department of Business Studies
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