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
Fulltext files are files downloaded from the EBLSG server, Redirected files are files downloaded from a server maintained by the publisher of a working paper series.
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 (2024-11)
| Paper | Accesses |
|---|---|
| Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model? Anne-Sofie Reng Rasmussen | 14 |
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 13 |
| Pricing of Traffic Light Options and other Correlation Derivatives Thomas Kokholm | 12 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 11 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 10 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 10 |
| Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. Charlotte Christiansen | 10 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 10 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 10 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 9 |
Top papers by Downloads last month (2024-11)
| Paper | Downloads |
|---|---|
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 2 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 1 |
Top papers by Abstract Accesses last 3 months (2024-09 to 2024-11)
Top papers by Downloads last 3 months (2024-09 to 2024-11)
| Paper | Downloads |
|---|---|
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 2 |
| Investment Timing, Liquidity, and Agency Costs of Debt Stefan Hirth, Marliese Uhrig-Homburg | 1 |
Top papers by Abstract Accesses all months (from 2005-09)
| Paper | Accesses |
|---|---|
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 984 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 980 |
| Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Charlotte Christiansen, Angelo Ranaldo | 956 |
| A Consistent Pricing Model for Index Options and Volatility Derivatives Rama Cont, Thomas Kokholm | 952 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 917 |
| Traffic Light Options Peter Løchte | 906 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 837 |
| Decomposing European bond and equity volatility Charlotte Christiansen | 787 |
| Private benefits in corporate control transactions Thomas Poulsen | 728 |
| GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing Søren Willemann | 725 |
Top papers by Downloads all months (from 2005-09)
| Paper | Downloads |
|---|---|
| Pricing the Option to Surrender in Incomplete Markets Andrea Consiglio, Domenico De Giovanni | 286 |
| Lapse Rate Modeling: A Rational Expectation Approach Domenico De Giovanni | 127 |
| The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application Espen P. Høg, Per H. Frederiksen | 126 |
| Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence. Michael Christensen | 116 |
| Conducting event studies on a small stock exchange Jan Bartholdy, Dennis Olson, Paula Peare | 100 |
| Debt and Taxes: Evidence from bank-financed unlisted firms Jan Bartholdy, Cesário Mateus | 86 |
| 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 | 65 |
| Investment decisions with benefits of control Thomas Poulsen | 58 |
| On the Generalized Brownian Motion and its Applications in Finance Esben Høg, Per Frederiksen, Daniel Schiemert | 58 |
- University of Aarhus, Aarhus School of Business, Department of Business Studies
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Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
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This page generated on 2024-12-01 06:16:37.