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

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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.

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Papers at EBSLG

Number of papers at EBSLG

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Top 10 Papers by Abstract Accesses Last Month (2017-10)

PaperAccesses
Investment decisions with benefits of control
Thomas Poulsen
12
Traffic Light Options
Peter Løchte
12
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
11
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
10
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
10
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
9
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
7
Paying for Market Quality
Amber Anand, Carsten Tanggaard and Daniel G. Weaver
7
Decomposing European bond and equity volatility
Charlotte Christiansen
7
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
7

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Top 10 Papers by File Downloads Last Month (2017-10)

PaperDownloads
Sato Processes in Default Modeling
Thomas Kokholm and Elisa Nicolato
2
Traffic Light Options
Peter Løchte
2
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
1
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
1
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-08 - 2017-10)

PaperDownloads
Traffic Light Options
Peter Løchte
35
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
34
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
27
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
25
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
24
Investment decisions with benefits of control
Thomas Poulsen
22
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
21
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
20
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
20
GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing
Søren Willemann
19
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
19
Private benefits in corporate control transactions
Thomas Poulsen
19
Decomposing European bond and equity volatility
Charlotte Christiansen
19

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Top 10 Papers by File Downloads Last 3 Months (2017-08 - 2017-10)

PaperDownloads
Traffic Light Options
Peter Løchte
2
Sato Processes in Default Modeling
Thomas Kokholm and Elisa Nicolato
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 and Cesário Mateus
1
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
1
Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
1
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
1

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