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Department of Finance, Copenhagen Business School Working Paper Series, Department of Finance, Copenhagen Business School

Downloads from EBSLG

Number of downloads from EBSLG

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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

The raw data

 

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

PaperAccesses
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum and Peter Tind Larsen
9
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
9
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
8
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen and Peter Raahauge
8
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen and Ole Sørensen
8
Deposit Insurance Coverage, Credibility of Non-insurance, and Banking Crises
Apanard Angkinand and Clas Wihlborg
7
Post-Acquisition Performance in the Short and Long Run Evidence from the Copenhagen Stock Exchange 1993-1997
Jan Jakobsen and Torben Voetmann
7
The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann and Johannes Raaballe
7
On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen
6
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
6
Rating mutual funds
Ken L. Bechmann and Jesper Rangvid
6
Modelling Callable Annuity Bonds with Interest-Only Optionality
Anders Holst and Morten Nalholm
6
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk and Bjarne Astrup Jensen
6
CEO Turnovers and Corporate Governance: Evidence from the Copenhagen Stock Exchange
Robert Neumann and Torben Voetmann
6
Optimal Consumption and Investment Strategies with Stochastic Interest Rates 
Carsten Sørensen and Claus Munk
6

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

PaperDownloads
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen and Peter Raahauge
1

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

PaperDownloads
Capital Structure Arbitrage: Model Choice and Volatility Calibration
Claus Bajlum and Peter Tind Larsen
39
The owner-occupiers’ capital structure during a house price boom
Jens Lunde
22
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen and Peter Raahauge
21
Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans
Martin Richter and Carsten Sørensen
20
Evidence on the Limits of Arbitrage: Short Sales, Price Pressure, and the Stock Price Response to Convertible Bond Calls
Ken L. Bechmann
18
Term Structure Models with Parallel and Proportional Shifts
Frederik Armerin, Tomas Björk and Bjarne Astrup Jensen
18
Lack of balance in after-tax returns - lack of tenure neutrality. The Danish case.
Jens Lunde
18
Decomposing and testing Long-run Returns with an application to initial public offerings in Denmark
Jan Jakobsen and Ole Sørensen
18
The Differences Between Stock Splits and Stock Dividends
Ken L. Bechmann and Johannes Raaballe
18
On a class of adjustable rate mortgage loans subject to a strict balance principle
Bjarne Astrup Jensen
17
Corporate Financial Performance and the Use of Takeover Defenses
Caspar Rose
17

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

PaperDownloads
Legal pre-emption rights as call-options, redistribution and efficiency loss
Michael Møller and Caspar Rose
1
Latent Utility Shocks in a Structural Empirical Asset Pricing Model
Bent Jesper Christensen and Peter Raahauge
1

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