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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 (2017-03)

PaperAccesses
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
14
Traffic Light Options
Peter Løchte
13
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
11
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
10
Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm
7
Private benefits in corporate control transactions
Thomas Poulsen
6
Sato Processes in Default Modeling
Thomas Kokholm and Elisa Nicolato
6
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
6
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
Anne-Sofie Reng Rasmussen
5
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
5
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
5
The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
Leonidas Tsiaras
5
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
5
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Charlotte Christiansen and Angelo Ranaldo
5
Do More Economists Hold Stocks?
Charlotte Christiansen, Juanna Schröter Joensen and Jesper Rangvid
5
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
5

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Top 10 Papers by File Downloads Last Month (2017-03)

PaperDownloads
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange
David C. Porter, Carsten Tanggaard, Daniel G. Weaver and Wei Yu
3
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
2
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
1
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
1
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
1

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Top 10 Papers by Abstract Accesses Last 3 Months (2017-01 - 2017-03)

PaperDownloads
Traffic Light Options
Peter Løchte
27
Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
26
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
25
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
22
Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?
Anne-Sofie Reng Rasmussen
17
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
17
How well do financial and macroeconomic variables predict stock returns: Time-series and cross-sectional evidence
Anne-Sofie Reng Rasmussen
17
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
16
Private benefits in corporate control transactions
Thomas Poulsen
15
Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
14

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Top 10 Papers by File Downloads Last 3 Months (2017-01 - 2017-03)

PaperDownloads
Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange
David C. Porter, Carsten Tanggaard, Daniel G. Weaver and Wei Yu
7
Conducting event studies on a small stock exchange
Jan Bartholdy, Dennis Olson and Paula Peare
6
Paying for Market Quality
Amber Anand, Carsten Tanggaard and Daniel G. Weaver
4
The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application
Espen P. Høg and Per H. Frederiksen
4
A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
3
Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.
Michael Christensen
2
Debt and Taxes: Evidence from bank-financed unlisted firms
Jan Bartholdy and Cesário Mateus
2
Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs
Peter Løchte Jørgensen
1
Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.
Charlotte Christiansen
1
Lapse Rate Modeling: A Rational Expectation Approach
Domenico De Giovanni
1

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