European Business Schools Librarian's Group
Finance Research Group Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
Downloads from EBLSG
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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 EBLSG
Top papers by Abstract Accesses last month (2024-03)
Top papers by Abstract Accesses last 3 months (2024-01 to 2024-03)
Top papers by Downloads last 3 months (2024-01 to 2024-03)
| Paper | Downloads |
|---|---|
| Decomposing European bond and equity volatility Charlotte Christiansen | 1 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 1 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 1 |
| Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach Lasse Bork | 1 |
| 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 | 1 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 1 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 1 |
| The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks Leonidas Tsiaras | 1 |
| Sato Processes in Default Modeling Thomas Kokholm, Elisa Nicolato | 1 |
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 | 931 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 910 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 895 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 891 |
| Traffic Light Options Peter Løchte | 869 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 842 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 777 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 694 |
| Private benefits in corporate control transactions Thomas Poulsen | 680 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 673 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 285 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 126 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 124 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 115 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 99 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 85 |
| 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 | 60 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 57 |
| Investment decisions with benefits of control Thomas Poulsen | 56 |
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This page generated on 2024-04-01 05:48:44.