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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The statistics for 2010-06, 2012-04 (half month), 2012-05 and 2012-06 have unfortunately been lost. We regret this.
Papers at S-WoBA
Top papers by Abstract Accesses last month (2025-06)
| Paper | Accesses |
|---|---|
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 110 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 81 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 75 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 74 |
| Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller | 72 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 59 |
| Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen | 58 |
| Traffic Light Options Peter Løchte | 42 |
| Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg | 39 |
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 37 |
Top papers by Abstract Accesses last 3 months (2025-04 to 2025-06)
| Paper | Accesses |
|---|---|
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 120 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 110 |
| Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns Stig Vinther Møller | 94 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 90 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 90 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 81 |
| Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs Peter Løchte Jørgensen | 74 |
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 62 |
| Traffic Light Options Peter Løchte | 60 |
| Volatility and realized quadratic variation of differenced returns : A wavelet method approach Esben Høg | 55 |
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 | 1130 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1071 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 1057 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 1040 |
| Traffic Light Options Peter Løchte | 1027 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 1016 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 934 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 890 |
| Paying for Market Quality Amber Anand, Carsten Tanggaard, Daniel G. Weaver | 849 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 841 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 287 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 128 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 127 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 117 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 101 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 87 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 80 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 66 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 59 |
| Investment decisions with benefits of control Thomas Poulsen | 59 |
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